ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 10-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
105-285 |
106-238 |
0-272 |
0.8% |
106-092 |
| High |
106-190 |
107-232 |
1-042 |
1.1% |
107-232 |
| Low |
105-272 |
106-238 |
0-285 |
0.8% |
105-238 |
| Close |
106-145 |
107-198 |
1-052 |
1.1% |
107-198 |
| Range |
0-238 |
0-315 |
0-078 |
32.6% |
1-315 |
| ATR |
0-160 |
0-178 |
0-018 |
11.1% |
0-000 |
| Volume |
2,503 |
2,805 |
302 |
12.1% |
16,156 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-101 |
109-304 |
108-051 |
|
| R3 |
109-106 |
108-309 |
107-284 |
|
| R2 |
108-111 |
108-111 |
107-255 |
|
| R1 |
107-314 |
107-314 |
107-226 |
108-052 |
| PP |
107-116 |
107-116 |
107-116 |
107-145 |
| S1 |
106-319 |
106-319 |
107-169 |
107-058 |
| S2 |
106-121 |
106-121 |
107-140 |
|
| S3 |
105-126 |
106-004 |
107-111 |
|
| S4 |
104-131 |
105-009 |
107-024 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-314 |
112-091 |
108-227 |
|
| R3 |
110-319 |
110-096 |
108-052 |
|
| R2 |
109-004 |
109-004 |
107-314 |
|
| R1 |
108-101 |
108-101 |
107-256 |
108-212 |
| PP |
107-009 |
107-009 |
107-009 |
107-065 |
| S1 |
106-106 |
106-106 |
107-139 |
106-218 |
| S2 |
105-014 |
105-014 |
107-081 |
|
| S3 |
103-019 |
104-111 |
107-023 |
|
| S4 |
101-024 |
102-116 |
106-168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-232 |
105-238 |
1-315 |
1.8% |
0-195 |
0.6% |
94% |
True |
False |
3,231 |
| 10 |
107-232 |
105-238 |
1-315 |
1.8% |
0-158 |
0.5% |
94% |
True |
False |
72,021 |
| 20 |
108-130 |
105-238 |
2-212 |
2.5% |
0-162 |
0.5% |
70% |
False |
False |
961,251 |
| 40 |
110-155 |
105-238 |
4-238 |
4.4% |
0-170 |
0.5% |
40% |
False |
False |
1,035,338 |
| 60 |
110-155 |
105-238 |
4-238 |
4.4% |
0-168 |
0.5% |
40% |
False |
False |
968,449 |
| 80 |
110-155 |
105-238 |
4-238 |
4.4% |
0-171 |
0.5% |
40% |
False |
False |
948,515 |
| 100 |
110-155 |
105-215 |
4-260 |
4.5% |
0-176 |
0.5% |
40% |
False |
False |
759,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-291 |
|
2.618 |
110-097 |
|
1.618 |
109-102 |
|
1.000 |
108-228 |
|
0.618 |
108-107 |
|
HIGH |
107-232 |
|
0.618 |
107-112 |
|
0.500 |
107-075 |
|
0.382 |
107-038 |
|
LOW |
106-238 |
|
0.618 |
106-043 |
|
1.000 |
105-242 |
|
1.618 |
105-048 |
|
2.618 |
104-053 |
|
4.250 |
102-179 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-157 |
107-103 |
| PP |
107-116 |
107-009 |
| S1 |
107-075 |
106-235 |
|