ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
106-040 |
106-092 |
0-052 |
0.2% |
106-152 |
| High |
106-128 |
106-180 |
0-052 |
0.2% |
106-240 |
| Low |
106-018 |
106-072 |
0-055 |
0.2% |
105-308 |
| Close |
106-105 |
106-078 |
-0-028 |
-0.1% |
106-105 |
| Range |
0-110 |
0-108 |
-0-002 |
-2.3% |
0-252 |
| ATR |
0-157 |
0-153 |
-0-004 |
-2.2% |
0-000 |
| Volume |
10,077 |
4,344 |
-5,733 |
-56.9% |
704,060 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-112 |
107-042 |
106-137 |
|
| R3 |
107-005 |
106-255 |
106-107 |
|
| R2 |
106-218 |
106-218 |
106-097 |
|
| R1 |
106-148 |
106-148 |
106-087 |
106-129 |
| PP |
106-110 |
106-110 |
106-110 |
106-101 |
| S1 |
106-040 |
106-040 |
106-068 |
106-021 |
| S2 |
106-002 |
106-002 |
106-058 |
|
| S3 |
105-215 |
105-252 |
106-048 |
|
| S4 |
105-108 |
105-145 |
106-018 |
|
|
| 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 |
106-232 |
105-308 |
0-245 |
0.7% |
0-115 |
0.3% |
37% |
False |
False |
28,900 |
| 10 |
107-112 |
105-308 |
1-125 |
1.3% |
0-138 |
0.4% |
20% |
False |
False |
1,159,975 |
| 20 |
109-020 |
105-308 |
3-032 |
2.9% |
0-154 |
0.5% |
9% |
False |
False |
1,200,405 |
| 40 |
110-155 |
105-308 |
4-168 |
4.3% |
0-169 |
0.5% |
6% |
False |
False |
1,144,542 |
| 60 |
110-155 |
105-308 |
4-168 |
4.3% |
0-165 |
0.5% |
6% |
False |
False |
1,017,736 |
| 80 |
110-155 |
105-308 |
4-168 |
4.3% |
0-172 |
0.5% |
6% |
False |
False |
949,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-317 |
|
2.618 |
107-141 |
|
1.618 |
107-034 |
|
1.000 |
106-288 |
|
0.618 |
106-246 |
|
HIGH |
106-180 |
|
0.618 |
106-139 |
|
0.500 |
106-126 |
|
0.382 |
106-114 |
|
LOW |
106-072 |
|
0.618 |
106-006 |
|
1.000 |
105-285 |
|
1.618 |
105-219 |
|
2.618 |
105-111 |
|
4.250 |
104-256 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-126 |
106-084 |
| PP |
106-110 |
106-082 |
| S1 |
106-094 |
106-080 |
|