ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
105-300 |
105-285 |
-0-015 |
0.0% |
106-152 |
| High |
106-080 |
106-190 |
0-110 |
0.3% |
106-240 |
| Low |
105-238 |
105-272 |
0-035 |
0.1% |
105-308 |
| Close |
105-285 |
106-145 |
0-180 |
0.5% |
106-105 |
| Range |
0-162 |
0-238 |
0-075 |
46.2% |
0-252 |
| ATR |
0-154 |
0-160 |
0-006 |
3.9% |
0-000 |
| Volume |
1,122 |
2,503 |
1,381 |
123.1% |
704,060 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-168 |
108-074 |
106-276 |
|
| R3 |
107-251 |
107-157 |
106-210 |
|
| R2 |
107-013 |
107-013 |
106-189 |
|
| R1 |
106-239 |
106-239 |
106-167 |
106-286 |
| PP |
106-096 |
106-096 |
106-096 |
106-119 |
| S1 |
106-002 |
106-002 |
106-123 |
106-049 |
| S2 |
105-178 |
105-178 |
106-101 |
|
| S3 |
104-261 |
105-084 |
106-080 |
|
| S4 |
104-023 |
104-167 |
106-014 |
|
|
| 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 |
106-190 |
105-238 |
0-272 |
0.8% |
0-154 |
0.5% |
83% |
True |
False |
4,685 |
| 10 |
107-005 |
105-238 |
1-088 |
1.2% |
0-148 |
0.4% |
56% |
False |
False |
270,652 |
| 20 |
108-190 |
105-238 |
2-272 |
2.7% |
0-155 |
0.5% |
25% |
False |
False |
1,008,109 |
| 40 |
110-155 |
105-238 |
4-238 |
4.5% |
0-165 |
0.5% |
15% |
False |
False |
1,057,110 |
| 60 |
110-155 |
105-238 |
4-238 |
4.5% |
0-165 |
0.5% |
15% |
False |
False |
979,842 |
| 80 |
110-155 |
105-238 |
4-238 |
4.5% |
0-168 |
0.5% |
15% |
False |
False |
948,518 |
| 100 |
110-155 |
105-215 |
4-260 |
4.5% |
0-175 |
0.5% |
16% |
False |
False |
759,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-239 |
|
2.618 |
108-172 |
|
1.618 |
107-254 |
|
1.000 |
107-108 |
|
0.618 |
107-017 |
|
HIGH |
106-190 |
|
0.618 |
106-099 |
|
0.500 |
106-071 |
|
0.382 |
106-043 |
|
LOW |
105-272 |
|
0.618 |
105-126 |
|
1.000 |
105-035 |
|
1.618 |
104-208 |
|
2.618 |
103-291 |
|
4.250 |
102-223 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-120 |
106-115 |
| PP |
106-096 |
106-084 |
| S1 |
106-071 |
106-054 |
|