ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
115-300 |
114-150 |
-1-150 |
-1.3% |
112-170 |
| High |
115-300 |
114-210 |
-1-090 |
-1.1% |
115-140 |
| Low |
114-105 |
113-190 |
-0-235 |
-0.6% |
112-065 |
| Close |
114-190 |
113-205 |
-0-305 |
-0.8% |
115-040 |
| Range |
1-195 |
1-020 |
-0-175 |
-34.0% |
3-075 |
| ATR |
1-075 |
1-071 |
-0-004 |
-1.0% |
0-000 |
| Volume |
316 |
513 |
197 |
62.3% |
13,360 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-048 |
116-147 |
114-072 |
|
| R3 |
116-028 |
115-127 |
113-298 |
|
| R2 |
115-008 |
115-008 |
113-267 |
|
| R1 |
114-107 |
114-107 |
113-236 |
114-048 |
| PP |
113-308 |
113-308 |
113-308 |
113-279 |
| S1 |
113-087 |
113-087 |
113-174 |
113-028 |
| S2 |
112-288 |
112-288 |
113-143 |
|
| S3 |
111-268 |
112-067 |
113-112 |
|
| S4 |
110-248 |
111-047 |
113-018 |
|
|
| 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 |
112-275 |
3-025 |
2.7% |
1-233 |
1.5% |
25% |
False |
False |
1,587 |
| 10 |
115-300 |
110-070 |
5-230 |
5.0% |
1-208 |
1.5% |
60% |
False |
False |
3,378 |
| 20 |
115-300 |
109-315 |
5-305 |
5.2% |
1-046 |
1.0% |
61% |
False |
False |
571,714 |
| 40 |
116-000 |
109-315 |
6-005 |
5.3% |
0-304 |
0.8% |
61% |
False |
False |
1,175,384 |
| 60 |
116-080 |
109-315 |
6-085 |
5.5% |
0-288 |
0.8% |
58% |
False |
False |
1,246,237 |
| 80 |
116-080 |
109-315 |
6-085 |
5.5% |
0-287 |
0.8% |
58% |
False |
False |
1,299,256 |
| 100 |
116-080 |
109-220 |
6-180 |
5.8% |
0-286 |
0.8% |
60% |
False |
False |
1,075,920 |
| 120 |
116-080 |
109-055 |
7-025 |
6.2% |
0-296 |
0.8% |
63% |
False |
False |
896,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-055 |
|
2.618 |
117-140 |
|
1.618 |
116-120 |
|
1.000 |
115-230 |
|
0.618 |
115-100 |
|
HIGH |
114-210 |
|
0.618 |
114-080 |
|
0.500 |
114-040 |
|
0.382 |
114-000 |
|
LOW |
113-190 |
|
0.618 |
112-300 |
|
1.000 |
112-170 |
|
1.618 |
111-280 |
|
2.618 |
110-260 |
|
4.250 |
109-025 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-040 |
114-238 |
| PP |
113-308 |
114-120 |
| S1 |
113-257 |
114-002 |
|