ECBOT 10 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-150 |
113-245 |
-0-225 |
-0.6% |
112-170 |
| High |
114-210 |
113-255 |
-0-275 |
-0.7% |
115-140 |
| Low |
113-190 |
113-135 |
-0-055 |
-0.2% |
112-065 |
| Close |
113-205 |
113-230 |
0-025 |
0.1% |
115-040 |
| Range |
1-020 |
0-120 |
-0-220 |
-64.7% |
3-075 |
| ATR |
1-071 |
1-052 |
-0-019 |
-5.0% |
0-000 |
| Volume |
513 |
241 |
-272 |
-53.0% |
13,360 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-247 |
114-198 |
113-296 |
|
| R3 |
114-127 |
114-078 |
113-263 |
|
| R2 |
114-007 |
114-007 |
113-252 |
|
| R1 |
113-278 |
113-278 |
113-241 |
113-242 |
| PP |
113-207 |
113-207 |
113-207 |
113-189 |
| S1 |
113-158 |
113-158 |
113-219 |
113-122 |
| S2 |
113-087 |
113-087 |
113-208 |
|
| S3 |
112-287 |
113-038 |
113-197 |
|
| S4 |
112-167 |
112-238 |
113-164 |
|
|
| 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 |
113-135 |
2-165 |
2.2% |
1-101 |
1.2% |
12% |
False |
True |
798 |
| 10 |
115-300 |
110-085 |
5-215 |
5.0% |
1-196 |
1.4% |
61% |
False |
False |
2,985 |
| 20 |
115-300 |
109-315 |
5-305 |
5.2% |
1-044 |
1.0% |
63% |
False |
False |
364,952 |
| 40 |
116-000 |
109-315 |
6-005 |
5.3% |
0-302 |
0.8% |
62% |
False |
False |
1,143,429 |
| 60 |
116-080 |
109-315 |
6-085 |
5.5% |
0-287 |
0.8% |
60% |
False |
False |
1,232,975 |
| 80 |
116-080 |
109-315 |
6-085 |
5.5% |
0-285 |
0.8% |
60% |
False |
False |
1,271,981 |
| 100 |
116-080 |
109-220 |
6-180 |
5.8% |
0-285 |
0.8% |
61% |
False |
False |
1,075,889 |
| 120 |
116-080 |
109-055 |
7-025 |
6.2% |
0-291 |
0.8% |
64% |
False |
False |
896,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-125 |
|
2.618 |
114-249 |
|
1.618 |
114-129 |
|
1.000 |
114-055 |
|
0.618 |
114-009 |
|
HIGH |
113-255 |
|
0.618 |
113-209 |
|
0.500 |
113-195 |
|
0.382 |
113-181 |
|
LOW |
113-135 |
|
0.618 |
113-061 |
|
1.000 |
113-015 |
|
1.618 |
112-261 |
|
2.618 |
112-141 |
|
4.250 |
111-265 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-218 |
114-218 |
| PP |
113-207 |
114-115 |
| S1 |
113-195 |
114-012 |
|