ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
113-035 |
114-305 |
1-270 |
1.6% |
110-205 |
| High |
115-095 |
115-140 |
0-045 |
0.1% |
112-245 |
| Low |
112-275 |
113-195 |
0-240 |
0.7% |
110-070 |
| Close |
114-170 |
113-210 |
-0-280 |
-0.8% |
112-200 |
| Range |
2-140 |
1-265 |
-0-195 |
-25.0% |
2-175 |
| ATR |
1-038 |
1-054 |
0-016 |
4.5% |
0-000 |
| Volume |
4,190 |
2,407 |
-1,783 |
-42.6% |
34,058 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-230 |
118-165 |
114-212 |
|
| R3 |
117-285 |
116-220 |
114-051 |
|
| R2 |
116-020 |
116-020 |
113-317 |
|
| R1 |
114-275 |
114-275 |
113-264 |
114-175 |
| PP |
114-075 |
114-075 |
114-075 |
114-025 |
| S1 |
113-010 |
113-010 |
113-156 |
112-230 |
| S2 |
112-130 |
112-130 |
113-103 |
|
| S3 |
110-185 |
111-065 |
113-049 |
|
| S4 |
108-240 |
109-120 |
112-208 |
|
|
| 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 |
115-140 |
111-085 |
4-055 |
3.7% |
2-028 |
1.8% |
57% |
True |
False |
4,885 |
| 10 |
115-140 |
110-025 |
5-115 |
4.7% |
1-126 |
1.2% |
67% |
True |
False |
6,376 |
| 20 |
115-140 |
109-315 |
5-145 |
4.8% |
1-017 |
0.9% |
67% |
True |
False |
900,315 |
| 40 |
116-080 |
109-315 |
6-085 |
5.5% |
0-287 |
0.8% |
59% |
False |
False |
1,278,594 |
| 60 |
116-080 |
109-315 |
6-085 |
5.5% |
0-277 |
0.8% |
59% |
False |
False |
1,299,477 |
| 80 |
116-080 |
109-315 |
6-085 |
5.5% |
0-276 |
0.8% |
59% |
False |
False |
1,339,661 |
| 100 |
116-080 |
109-055 |
7-025 |
6.2% |
0-283 |
0.8% |
63% |
False |
False |
1,076,005 |
| 120 |
116-080 |
109-055 |
7-025 |
6.2% |
0-295 |
0.8% |
63% |
False |
False |
896,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-066 |
|
2.618 |
120-072 |
|
1.618 |
118-127 |
|
1.000 |
117-085 |
|
0.618 |
116-182 |
|
HIGH |
115-140 |
|
0.618 |
114-237 |
|
0.500 |
114-168 |
|
0.382 |
114-098 |
|
LOW |
113-195 |
|
0.618 |
112-153 |
|
1.000 |
111-250 |
|
1.618 |
110-208 |
|
2.618 |
108-263 |
|
4.250 |
105-269 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-168 |
114-038 |
| PP |
114-075 |
113-308 |
| S1 |
113-302 |
113-259 |
|