ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-000 |
115-300 |
1-300 |
1.7% |
112-170 |
| High |
115-080 |
115-300 |
0-220 |
0.6% |
115-140 |
| Low |
113-175 |
114-105 |
0-250 |
0.7% |
112-065 |
| Close |
115-040 |
114-190 |
-0-170 |
-0.5% |
115-040 |
| Range |
1-225 |
1-195 |
-0-030 |
-5.5% |
3-075 |
| ATR |
1-066 |
1-075 |
0-009 |
2.4% |
0-000 |
| Volume |
513 |
316 |
-197 |
-38.4% |
13,360 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-250 |
118-255 |
115-153 |
|
| R3 |
118-055 |
117-060 |
115-012 |
|
| R2 |
116-180 |
116-180 |
114-284 |
|
| R1 |
115-185 |
115-185 |
114-237 |
115-085 |
| PP |
114-305 |
114-305 |
114-305 |
114-255 |
| S1 |
113-310 |
113-310 |
114-143 |
113-210 |
| S2 |
113-110 |
113-110 |
114-096 |
|
| S3 |
111-235 |
112-115 |
114-048 |
|
| S4 |
110-040 |
110-240 |
113-227 |
|
|
| 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 |
115-300 |
112-255 |
3-045 |
2.7% |
1-291 |
1.7% |
57% |
True |
False |
1,619 |
| 10 |
115-300 |
110-070 |
5-230 |
5.0% |
1-195 |
1.4% |
77% |
True |
False |
3,848 |
| 20 |
115-300 |
109-315 |
5-305 |
5.2% |
1-046 |
1.0% |
77% |
True |
False |
712,683 |
| 40 |
116-000 |
109-315 |
6-005 |
5.2% |
0-301 |
0.8% |
77% |
False |
False |
1,201,700 |
| 60 |
116-080 |
109-315 |
6-085 |
5.5% |
0-286 |
0.8% |
74% |
False |
False |
1,262,581 |
| 80 |
116-080 |
109-315 |
6-085 |
5.5% |
0-285 |
0.8% |
74% |
False |
False |
1,328,492 |
| 100 |
116-080 |
109-220 |
6-180 |
5.7% |
0-287 |
0.8% |
75% |
False |
False |
1,075,956 |
| 120 |
116-080 |
109-055 |
7-025 |
6.2% |
0-297 |
0.8% |
77% |
False |
False |
896,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-249 |
|
2.618 |
120-048 |
|
1.618 |
118-173 |
|
1.000 |
117-175 |
|
0.618 |
116-298 |
|
HIGH |
115-300 |
|
0.618 |
115-103 |
|
0.500 |
115-042 |
|
0.382 |
114-302 |
|
LOW |
114-105 |
|
0.618 |
113-107 |
|
1.000 |
112-230 |
|
1.618 |
111-232 |
|
2.618 |
110-037 |
|
4.250 |
107-156 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-042 |
114-238 |
| PP |
114-305 |
114-222 |
| S1 |
114-248 |
114-206 |
|