ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
106-195 |
106-110 |
-0-085 |
-0.2% |
107-108 |
| High |
106-205 |
106-112 |
-0-092 |
-0.3% |
107-112 |
| Low |
106-068 |
105-308 |
-0-080 |
-0.2% |
106-102 |
| Close |
106-092 |
106-022 |
-0-070 |
-0.2% |
106-160 |
| Range |
0-138 |
0-125 |
-0-012 |
-9.1% |
1-010 |
| ATR |
0-163 |
0-160 |
-0-003 |
-1.7% |
0-000 |
| Volume |
29,838 |
29,380 |
-458 |
-1.5% |
10,891,353 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-096 |
107-024 |
106-091 |
|
| R3 |
106-291 |
106-219 |
106-057 |
|
| R2 |
106-166 |
106-166 |
106-045 |
|
| R1 |
106-094 |
106-094 |
106-034 |
106-068 |
| PP |
106-041 |
106-041 |
106-041 |
106-028 |
| S1 |
105-289 |
105-289 |
106-011 |
105-262 |
| S2 |
105-236 |
105-236 |
106-000 |
|
| S3 |
105-111 |
105-164 |
105-308 |
|
| S4 |
104-306 |
105-039 |
105-274 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-262 |
109-061 |
107-022 |
|
| R3 |
108-252 |
108-051 |
106-251 |
|
| R2 |
107-242 |
107-242 |
106-220 |
|
| R1 |
107-041 |
107-041 |
106-190 |
106-296 |
| PP |
106-232 |
106-232 |
106-232 |
106-199 |
| S1 |
106-031 |
106-031 |
106-130 |
105-286 |
| S2 |
105-222 |
105-222 |
106-100 |
|
| S3 |
104-212 |
105-021 |
106-069 |
|
| S4 |
103-202 |
104-011 |
105-298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-005 |
105-308 |
1-018 |
1.0% |
0-143 |
0.4% |
10% |
False |
True |
536,620 |
| 10 |
107-178 |
105-308 |
1-190 |
1.5% |
0-149 |
0.4% |
7% |
False |
True |
1,421,107 |
| 20 |
110-085 |
105-308 |
4-098 |
4.1% |
0-166 |
0.5% |
3% |
False |
True |
1,352,197 |
| 40 |
110-155 |
105-308 |
4-168 |
4.3% |
0-172 |
0.5% |
2% |
False |
True |
1,194,546 |
| 60 |
110-155 |
105-308 |
4-168 |
4.3% |
0-167 |
0.5% |
2% |
False |
True |
1,044,626 |
| 80 |
110-155 |
105-272 |
4-202 |
4.4% |
0-174 |
0.5% |
5% |
False |
False |
949,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-004 |
|
2.618 |
107-120 |
|
1.618 |
106-315 |
|
1.000 |
106-238 |
|
0.618 |
106-190 |
|
HIGH |
106-112 |
|
0.618 |
106-065 |
|
0.500 |
106-050 |
|
0.382 |
106-035 |
|
LOW |
105-308 |
|
0.618 |
105-230 |
|
1.000 |
105-182 |
|
1.618 |
105-105 |
|
2.618 |
104-300 |
|
4.250 |
104-096 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-050 |
106-110 |
| PP |
106-041 |
106-081 |
| S1 |
106-032 |
106-052 |
|