ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
106-238 |
107-235 |
0-318 |
0.9% |
106-092 |
| High |
107-232 |
109-160 |
1-248 |
1.6% |
107-232 |
| Low |
106-238 |
107-145 |
0-228 |
0.7% |
105-238 |
| Close |
107-198 |
108-302 |
1-105 |
1.2% |
107-198 |
| Range |
0-315 |
2-015 |
1-020 |
107.9% |
1-315 |
| ATR |
0-178 |
0-212 |
0-034 |
19.2% |
0-000 |
| Volume |
2,805 |
2,607 |
-198 |
-7.1% |
16,156 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-248 |
113-290 |
110-023 |
|
| R3 |
112-232 |
111-275 |
109-163 |
|
| R2 |
110-218 |
110-218 |
109-103 |
|
| R1 |
109-260 |
109-260 |
109-043 |
110-079 |
| PP |
108-202 |
108-202 |
108-202 |
108-272 |
| S1 |
107-245 |
107-245 |
108-242 |
108-064 |
| S2 |
106-188 |
106-188 |
108-182 |
|
| S3 |
104-172 |
105-230 |
108-122 |
|
| S4 |
102-158 |
103-215 |
107-262 |
|
|
| 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 |
109-160 |
105-238 |
3-242 |
3.4% |
0-304 |
0.9% |
85% |
True |
False |
2,883 |
| 10 |
109-160 |
105-238 |
3-242 |
3.4% |
0-210 |
0.6% |
85% |
True |
False |
15,891 |
| 20 |
109-160 |
105-238 |
3-242 |
3.4% |
0-190 |
0.5% |
85% |
True |
False |
911,945 |
| 40 |
110-155 |
105-238 |
4-238 |
4.4% |
0-178 |
0.5% |
68% |
False |
False |
995,814 |
| 60 |
110-155 |
105-238 |
4-238 |
4.4% |
0-173 |
0.5% |
68% |
False |
False |
946,411 |
| 80 |
110-155 |
105-238 |
4-238 |
4.4% |
0-178 |
0.5% |
68% |
False |
False |
948,261 |
| 100 |
110-155 |
105-215 |
4-260 |
4.4% |
0-181 |
0.5% |
68% |
False |
False |
759,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-064 |
|
2.618 |
114-275 |
|
1.618 |
112-260 |
|
1.000 |
111-175 |
|
0.618 |
110-245 |
|
HIGH |
109-160 |
|
0.618 |
108-230 |
|
0.500 |
108-152 |
|
0.382 |
108-075 |
|
LOW |
107-145 |
|
0.618 |
106-060 |
|
1.000 |
105-130 |
|
1.618 |
104-045 |
|
2.618 |
102-030 |
|
4.250 |
98-241 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-252 |
108-167 |
| PP |
108-202 |
108-032 |
| S1 |
108-152 |
107-216 |
|