ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
111-030 |
110-185 |
-0-165 |
-0.5% |
111-315 |
| High |
111-045 |
110-200 |
-0-165 |
-0.5% |
112-005 |
| Low |
110-155 |
109-315 |
-0-160 |
-0.5% |
110-210 |
| Close |
110-180 |
110-030 |
-0-150 |
-0.4% |
110-295 |
| Range |
0-210 |
0-205 |
-0-005 |
-2.4% |
1-115 |
| ATR |
0-241 |
0-238 |
-0-003 |
-1.1% |
0-000 |
| Volume |
39,659 |
27,195 |
-12,464 |
-31.4% |
13,193,746 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-050 |
111-245 |
110-143 |
|
| R3 |
111-165 |
111-040 |
110-086 |
|
| R2 |
110-280 |
110-280 |
110-068 |
|
| R1 |
110-155 |
110-155 |
110-049 |
110-115 |
| PP |
110-075 |
110-075 |
110-075 |
110-055 |
| S1 |
109-270 |
109-270 |
110-011 |
109-230 |
| S2 |
109-190 |
109-190 |
109-312 |
|
| S3 |
108-305 |
109-065 |
109-294 |
|
| S4 |
108-100 |
108-180 |
109-237 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-088 |
114-147 |
111-214 |
|
| R3 |
113-293 |
113-032 |
111-095 |
|
| R2 |
112-178 |
112-178 |
111-055 |
|
| R1 |
111-237 |
111-237 |
111-015 |
111-150 |
| PP |
111-063 |
111-063 |
111-063 |
111-020 |
| S1 |
110-122 |
110-122 |
110-255 |
110-035 |
| S2 |
109-268 |
109-268 |
110-215 |
|
| S3 |
108-153 |
109-007 |
110-175 |
|
| S4 |
107-038 |
107-212 |
110-056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-190 |
109-315 |
1-195 |
1.5% |
0-214 |
0.6% |
7% |
False |
True |
664,775 |
| 10 |
112-115 |
109-315 |
2-120 |
2.2% |
0-228 |
0.6% |
5% |
False |
True |
1,794,254 |
| 20 |
116-000 |
109-315 |
6-005 |
5.5% |
0-244 |
0.7% |
2% |
False |
True |
1,828,196 |
| 40 |
116-080 |
109-315 |
6-085 |
5.7% |
0-252 |
0.7% |
2% |
False |
True |
1,702,812 |
| 60 |
116-080 |
109-315 |
6-085 |
5.7% |
0-248 |
0.7% |
2% |
False |
True |
1,514,428 |
| 80 |
116-080 |
109-225 |
6-175 |
5.9% |
0-257 |
0.7% |
6% |
False |
False |
1,343,602 |
| 100 |
116-080 |
109-055 |
7-025 |
6.4% |
0-269 |
0.8% |
13% |
False |
False |
1,075,435 |
| 120 |
116-280 |
109-055 |
7-225 |
7.0% |
0-276 |
0.8% |
12% |
False |
False |
896,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-111 |
|
2.618 |
112-097 |
|
1.618 |
111-212 |
|
1.000 |
111-085 |
|
0.618 |
111-007 |
|
HIGH |
110-200 |
|
0.618 |
110-122 |
|
0.500 |
110-098 |
|
0.382 |
110-073 |
|
LOW |
109-315 |
|
0.618 |
109-188 |
|
1.000 |
109-110 |
|
1.618 |
108-303 |
|
2.618 |
108-098 |
|
4.250 |
107-084 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-098 |
110-198 |
| PP |
110-075 |
110-142 |
| S1 |
110-052 |
110-086 |
|