ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
106-110 |
106-040 |
-0-070 |
-0.2% |
106-152 |
| High |
106-112 |
106-128 |
0-015 |
0.0% |
106-240 |
| Low |
105-308 |
106-018 |
0-030 |
0.1% |
105-308 |
| Close |
106-022 |
106-105 |
0-082 |
0.2% |
106-105 |
| Range |
0-125 |
0-110 |
-0-015 |
-12.0% |
0-252 |
| ATR |
0-160 |
0-157 |
-0-004 |
-2.2% |
0-000 |
| Volume |
29,380 |
10,077 |
-19,303 |
-65.7% |
704,060 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-093 |
107-049 |
106-166 |
|
| R3 |
106-303 |
106-259 |
106-135 |
|
| R2 |
106-193 |
106-193 |
106-125 |
|
| R1 |
106-149 |
106-149 |
106-115 |
106-171 |
| PP |
106-083 |
106-083 |
106-083 |
106-094 |
| S1 |
106-039 |
106-039 |
106-095 |
106-061 |
| S2 |
105-293 |
105-293 |
106-085 |
|
| S3 |
105-183 |
105-249 |
106-075 |
|
| S4 |
105-073 |
105-139 |
106-044 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-228 |
108-099 |
106-244 |
|
| R3 |
107-296 |
107-167 |
106-174 |
|
| R2 |
107-043 |
107-043 |
106-151 |
|
| R1 |
106-234 |
106-234 |
106-128 |
106-172 |
| PP |
106-111 |
106-111 |
106-111 |
106-080 |
| S1 |
105-302 |
105-302 |
106-082 |
105-240 |
| S2 |
105-178 |
105-178 |
106-059 |
|
| S3 |
104-246 |
105-049 |
106-036 |
|
| S4 |
103-313 |
104-117 |
105-286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-240 |
105-308 |
0-252 |
0.7% |
0-120 |
0.4% |
47% |
False |
False |
140,812 |
| 10 |
107-128 |
105-308 |
1-140 |
1.4% |
0-145 |
0.4% |
26% |
False |
False |
1,270,004 |
| 20 |
110-005 |
105-308 |
4-018 |
3.8% |
0-164 |
0.5% |
9% |
False |
False |
1,285,824 |
| 40 |
110-155 |
105-308 |
4-168 |
4.3% |
0-171 |
0.5% |
8% |
False |
False |
1,169,319 |
| 60 |
110-155 |
105-308 |
4-168 |
4.3% |
0-165 |
0.5% |
8% |
False |
False |
1,029,927 |
| 80 |
110-155 |
105-308 |
4-168 |
4.3% |
0-172 |
0.5% |
8% |
False |
False |
949,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-275 |
|
2.618 |
107-095 |
|
1.618 |
106-305 |
|
1.000 |
106-238 |
|
0.618 |
106-195 |
|
HIGH |
106-128 |
|
0.618 |
106-085 |
|
0.500 |
106-072 |
|
0.382 |
106-060 |
|
LOW |
106-018 |
|
0.618 |
105-270 |
|
1.000 |
105-228 |
|
1.618 |
105-160 |
|
2.618 |
105-050 |
|
4.250 |
104-190 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-094 |
106-102 |
| PP |
106-083 |
106-099 |
| S1 |
106-072 |
106-096 |
|