ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
106-092 |
106-078 |
-0-015 |
0.0% |
106-152 |
| High |
106-180 |
106-150 |
-0-030 |
-0.1% |
106-240 |
| Low |
106-072 |
105-318 |
-0-075 |
-0.2% |
105-308 |
| Close |
106-078 |
106-008 |
-0-070 |
-0.2% |
106-105 |
| Range |
0-108 |
0-152 |
0-045 |
41.9% |
0-252 |
| ATR |
0-153 |
0-153 |
0-000 |
0.0% |
0-000 |
| Volume |
4,344 |
5,382 |
1,038 |
23.9% |
704,060 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-189 |
107-091 |
106-091 |
|
| R3 |
107-037 |
106-258 |
106-049 |
|
| R2 |
106-204 |
106-204 |
106-035 |
|
| R1 |
106-106 |
106-106 |
106-021 |
106-079 |
| PP |
106-052 |
106-052 |
106-052 |
106-038 |
| S1 |
105-273 |
105-273 |
105-314 |
105-246 |
| S2 |
105-219 |
105-219 |
105-300 |
|
| S3 |
105-067 |
105-121 |
105-286 |
|
| S4 |
104-234 |
104-288 |
105-244 |
|
|
| 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 |
106-205 |
105-308 |
0-218 |
0.6% |
0-126 |
0.4% |
9% |
False |
False |
15,804 |
| 10 |
107-008 |
105-308 |
1-020 |
1.0% |
0-132 |
0.4% |
6% |
False |
False |
930,687 |
| 20 |
108-235 |
105-308 |
2-248 |
2.6% |
0-148 |
0.4% |
2% |
False |
False |
1,125,441 |
| 40 |
110-155 |
105-308 |
4-168 |
4.3% |
0-163 |
0.5% |
1% |
False |
False |
1,104,976 |
| 60 |
110-155 |
105-308 |
4-168 |
4.3% |
0-164 |
0.5% |
1% |
False |
False |
1,003,543 |
| 80 |
110-155 |
105-308 |
4-168 |
4.3% |
0-172 |
0.5% |
1% |
False |
False |
949,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-158 |
|
2.618 |
107-229 |
|
1.618 |
107-077 |
|
1.000 |
106-302 |
|
0.618 |
106-244 |
|
HIGH |
106-150 |
|
0.618 |
106-092 |
|
0.500 |
106-074 |
|
0.382 |
106-056 |
|
LOW |
105-318 |
|
0.618 |
105-223 |
|
1.000 |
105-165 |
|
1.618 |
105-071 |
|
2.618 |
104-238 |
|
4.250 |
103-309 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-074 |
106-089 |
| PP |
106-052 |
106-062 |
| S1 |
106-030 |
106-035 |
|