ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
112-170 |
113-215 |
1-045 |
1.0% |
110-205 |
| High |
114-290 |
114-245 |
-0-045 |
-0.1% |
112-245 |
| Low |
112-065 |
112-255 |
0-190 |
0.5% |
110-070 |
| Close |
114-045 |
113-110 |
-0-255 |
-0.7% |
112-200 |
| Range |
2-225 |
1-310 |
-0-235 |
-27.2% |
2-175 |
| ATR |
0-302 |
1-005 |
0-023 |
7.8% |
0-000 |
| Volume |
5,577 |
673 |
-4,904 |
-87.9% |
34,058 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-173 |
118-132 |
114-136 |
|
| R3 |
117-183 |
116-142 |
113-283 |
|
| R2 |
115-193 |
115-193 |
113-226 |
|
| R1 |
114-152 |
114-152 |
113-168 |
114-018 |
| PP |
113-203 |
113-203 |
113-203 |
113-136 |
| S1 |
112-162 |
112-162 |
113-052 |
112-028 |
| S2 |
111-213 |
111-213 |
112-314 |
|
| S3 |
109-223 |
110-172 |
112-257 |
|
| S4 |
107-233 |
108-182 |
112-084 |
|
|
| 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% |
1-184 |
1.4% |
67% |
False |
False |
5,168 |
| 10 |
114-290 |
109-315 |
4-295 |
4.3% |
1-031 |
1.0% |
68% |
False |
False |
12,401 |
| 20 |
114-290 |
109-315 |
4-295 |
4.3% |
0-302 |
0.8% |
68% |
False |
False |
1,115,426 |
| 40 |
116-080 |
109-315 |
6-085 |
5.5% |
0-270 |
0.7% |
54% |
False |
False |
1,375,303 |
| 60 |
116-080 |
109-315 |
6-085 |
5.5% |
0-261 |
0.7% |
54% |
False |
False |
1,340,072 |
| 80 |
116-080 |
109-315 |
6-085 |
5.5% |
0-267 |
0.7% |
54% |
False |
False |
1,341,219 |
| 100 |
116-080 |
109-055 |
7-025 |
6.2% |
0-276 |
0.8% |
59% |
False |
False |
1,075,980 |
| 120 |
116-080 |
109-055 |
7-025 |
6.2% |
0-290 |
0.8% |
59% |
False |
False |
896,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-042 |
|
2.618 |
119-294 |
|
1.618 |
117-304 |
|
1.000 |
116-235 |
|
0.618 |
115-314 |
|
HIGH |
114-245 |
|
0.618 |
114-004 |
|
0.500 |
113-250 |
|
0.382 |
113-176 |
|
LOW |
112-255 |
|
0.618 |
111-186 |
|
1.000 |
110-265 |
|
1.618 |
109-196 |
|
2.618 |
107-206 |
|
4.250 |
104-138 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-250 |
113-082 |
| PP |
113-203 |
113-055 |
| S1 |
113-157 |
113-028 |
|