ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-305 |
114-000 |
-0-305 |
-0.8% |
112-170 |
| High |
115-140 |
115-080 |
-0-060 |
-0.2% |
115-140 |
| Low |
113-195 |
113-175 |
-0-020 |
-0.1% |
112-065 |
| Close |
113-210 |
115-040 |
1-150 |
1.3% |
115-040 |
| Range |
1-265 |
1-225 |
-0-040 |
-6.8% |
3-075 |
| ATR |
1-054 |
1-066 |
0-012 |
3.3% |
0-000 |
| Volume |
2,407 |
513 |
-1,894 |
-78.7% |
13,360 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-240 |
119-045 |
116-020 |
|
| R3 |
118-015 |
117-140 |
115-190 |
|
| R2 |
116-110 |
116-110 |
115-140 |
|
| R1 |
115-235 |
115-235 |
115-090 |
116-012 |
| PP |
114-205 |
114-205 |
114-205 |
114-254 |
| S1 |
114-010 |
114-010 |
114-310 |
114-108 |
| S2 |
112-300 |
112-300 |
114-260 |
|
| S3 |
111-075 |
112-105 |
114-210 |
|
| S4 |
109-170 |
110-200 |
114-060 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-307 |
122-248 |
116-289 |
|
| R3 |
120-232 |
119-173 |
116-005 |
|
| R2 |
117-157 |
117-157 |
115-230 |
|
| R1 |
116-098 |
116-098 |
115-135 |
116-288 |
| PP |
114-082 |
114-082 |
114-082 |
114-176 |
| S1 |
113-023 |
113-023 |
114-265 |
113-212 |
| S2 |
111-007 |
111-007 |
114-170 |
|
| S3 |
107-252 |
109-268 |
114-075 |
|
| S4 |
104-177 |
106-193 |
113-111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-140 |
112-065 |
3-075 |
2.8% |
2-041 |
1.8% |
90% |
False |
False |
2,672 |
| 10 |
115-140 |
110-070 |
5-070 |
4.5% |
1-160 |
1.3% |
94% |
False |
False |
4,741 |
| 20 |
115-140 |
109-315 |
5-145 |
4.7% |
1-033 |
1.0% |
94% |
False |
False |
795,474 |
| 40 |
116-000 |
109-315 |
6-005 |
5.2% |
0-294 |
0.8% |
85% |
False |
False |
1,235,801 |
| 60 |
116-080 |
109-315 |
6-085 |
5.4% |
0-282 |
0.8% |
82% |
False |
False |
1,285,929 |
| 80 |
116-080 |
109-315 |
6-085 |
5.4% |
0-281 |
0.8% |
82% |
False |
False |
1,337,477 |
| 100 |
116-080 |
109-220 |
6-180 |
5.7% |
0-285 |
0.8% |
83% |
False |
False |
1,075,963 |
| 120 |
116-080 |
109-055 |
7-025 |
6.1% |
0-296 |
0.8% |
84% |
False |
False |
896,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-156 |
|
2.618 |
119-227 |
|
1.618 |
118-002 |
|
1.000 |
116-305 |
|
0.618 |
116-097 |
|
HIGH |
115-080 |
|
0.618 |
114-192 |
|
0.500 |
114-128 |
|
0.382 |
114-063 |
|
LOW |
113-175 |
|
0.618 |
112-158 |
|
1.000 |
111-270 |
|
1.618 |
110-253 |
|
2.618 |
109-028 |
|
4.250 |
106-099 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-282 |
114-256 |
| PP |
114-205 |
114-152 |
| S1 |
114-128 |
114-048 |
|