ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
111-085 |
112-170 |
1-085 |
1.1% |
110-205 |
| High |
112-245 |
114-290 |
2-045 |
1.9% |
112-245 |
| Low |
111-085 |
112-065 |
0-300 |
0.8% |
110-070 |
| Close |
112-200 |
114-045 |
1-165 |
1.3% |
112-200 |
| Range |
1-160 |
2-225 |
1-065 |
80.2% |
2-175 |
| ATR |
0-258 |
0-302 |
0-043 |
16.8% |
0-000 |
| Volume |
11,578 |
5,577 |
-6,001 |
-51.8% |
34,058 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-275 |
120-225 |
115-201 |
|
| R3 |
119-050 |
118-000 |
114-283 |
|
| R2 |
116-145 |
116-145 |
114-204 |
|
| R1 |
115-095 |
115-095 |
114-124 |
115-280 |
| PP |
113-240 |
113-240 |
113-240 |
114-012 |
| S1 |
112-190 |
112-190 |
113-286 |
113-055 |
| S2 |
111-015 |
111-015 |
113-206 |
|
| S3 |
108-110 |
109-285 |
113-127 |
|
| S4 |
105-205 |
107-060 |
112-209 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-163 |
118-197 |
114-008 |
|
| R3 |
116-308 |
116-022 |
113-104 |
|
| R2 |
114-133 |
114-133 |
113-029 |
|
| R1 |
113-167 |
113-167 |
112-275 |
113-310 |
| PP |
111-278 |
111-278 |
111-278 |
112-030 |
| S1 |
110-312 |
110-312 |
112-125 |
111-135 |
| S2 |
109-103 |
109-103 |
112-051 |
|
| S3 |
106-248 |
108-137 |
111-296 |
|
| S4 |
104-073 |
105-282 |
111-072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-290 |
110-070 |
4-220 |
4.1% |
1-099 |
1.1% |
84% |
True |
False |
6,077 |
| 10 |
114-290 |
109-315 |
4-295 |
4.3% |
0-304 |
0.8% |
84% |
True |
False |
23,760 |
| 20 |
114-290 |
109-315 |
4-295 |
4.3% |
0-276 |
0.8% |
84% |
True |
False |
1,174,891 |
| 40 |
116-080 |
109-315 |
6-085 |
5.5% |
0-260 |
0.7% |
66% |
False |
False |
1,411,999 |
| 60 |
116-080 |
109-315 |
6-085 |
5.5% |
0-255 |
0.7% |
66% |
False |
False |
1,363,180 |
| 80 |
116-080 |
109-315 |
6-085 |
5.5% |
0-263 |
0.7% |
66% |
False |
False |
1,341,918 |
| 100 |
116-080 |
109-055 |
7-025 |
6.2% |
0-272 |
0.7% |
70% |
False |
False |
1,075,980 |
| 120 |
116-080 |
109-055 |
7-025 |
6.2% |
0-287 |
0.8% |
70% |
False |
False |
896,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-126 |
|
2.618 |
121-315 |
|
1.618 |
119-090 |
|
1.000 |
117-195 |
|
0.618 |
116-185 |
|
HIGH |
114-290 |
|
0.618 |
113-280 |
|
0.500 |
113-178 |
|
0.382 |
113-075 |
|
LOW |
112-065 |
|
0.618 |
110-170 |
|
1.000 |
109-160 |
|
1.618 |
107-265 |
|
2.618 |
105-040 |
|
4.250 |
100-229 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-302 |
113-199 |
| PP |
113-240 |
113-033 |
| S1 |
113-178 |
112-188 |
|