ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
113-215 |
113-035 |
-0-180 |
-0.5% |
110-205 |
| High |
114-245 |
115-095 |
0-170 |
0.5% |
112-245 |
| Low |
112-255 |
112-275 |
0-020 |
0.1% |
110-070 |
| Close |
113-110 |
114-170 |
1-060 |
1.0% |
112-200 |
| Range |
1-310 |
2-140 |
0-150 |
23.8% |
2-175 |
| ATR |
1-005 |
1-038 |
0-032 |
10.0% |
0-000 |
| Volume |
673 |
4,190 |
3,517 |
522.6% |
34,058 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-173 |
120-152 |
115-279 |
|
| R3 |
119-033 |
118-012 |
115-064 |
|
| R2 |
116-213 |
116-213 |
114-313 |
|
| R1 |
115-192 |
115-192 |
114-242 |
116-042 |
| PP |
114-073 |
114-073 |
114-073 |
114-159 |
| S1 |
113-052 |
113-052 |
114-098 |
113-222 |
| S2 |
111-253 |
111-253 |
114-027 |
|
| S3 |
109-113 |
110-232 |
113-276 |
|
| S4 |
106-293 |
108-092 |
113-061 |
|
|
| 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 |
115-095 |
110-085 |
5-010 |
4.4% |
1-292 |
1.7% |
85% |
True |
False |
5,173 |
| 10 |
115-095 |
109-315 |
5-100 |
4.6% |
1-088 |
1.1% |
86% |
True |
False |
8,854 |
| 20 |
115-095 |
109-315 |
5-100 |
4.6% |
0-318 |
0.9% |
86% |
True |
False |
992,977 |
| 40 |
116-080 |
109-315 |
6-085 |
5.5% |
0-284 |
0.8% |
73% |
False |
False |
1,336,206 |
| 60 |
116-080 |
109-315 |
6-085 |
5.5% |
0-271 |
0.7% |
73% |
False |
False |
1,319,502 |
| 80 |
116-080 |
109-315 |
6-085 |
5.5% |
0-273 |
0.7% |
73% |
False |
False |
1,340,418 |
| 100 |
116-080 |
109-055 |
7-025 |
6.2% |
0-281 |
0.8% |
76% |
False |
False |
1,075,997 |
| 120 |
116-080 |
109-055 |
7-025 |
6.2% |
0-294 |
0.8% |
76% |
False |
False |
896,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-210 |
|
2.618 |
121-217 |
|
1.618 |
119-077 |
|
1.000 |
117-235 |
|
0.618 |
116-257 |
|
HIGH |
115-095 |
|
0.618 |
114-117 |
|
0.500 |
114-025 |
|
0.382 |
113-253 |
|
LOW |
112-275 |
|
0.618 |
111-113 |
|
1.000 |
110-135 |
|
1.618 |
108-293 |
|
2.618 |
106-153 |
|
4.250 |
102-160 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-122 |
114-087 |
| PP |
114-073 |
114-003 |
| S1 |
114-025 |
113-240 |
|