ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
107-235 |
108-225 |
0-310 |
0.9% |
106-092 |
| High |
109-160 |
109-150 |
-0-010 |
0.0% |
107-232 |
| Low |
107-145 |
107-282 |
0-138 |
0.4% |
105-238 |
| Close |
108-302 |
108-098 |
-0-205 |
-0.6% |
107-198 |
| Range |
2-015 |
1-188 |
-0-148 |
-22.5% |
1-315 |
| ATR |
0-212 |
0-233 |
0-021 |
10.0% |
0-000 |
| Volume |
2,607 |
641 |
-1,966 |
-75.4% |
16,156 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-099 |
112-126 |
109-057 |
|
| R3 |
111-232 |
110-258 |
108-237 |
|
| R2 |
110-044 |
110-044 |
108-191 |
|
| R1 |
109-071 |
109-071 |
108-144 |
108-284 |
| PP |
108-177 |
108-177 |
108-177 |
108-123 |
| S1 |
107-203 |
107-203 |
108-051 |
107-096 |
| S2 |
106-309 |
106-309 |
108-004 |
|
| S3 |
105-122 |
106-016 |
107-278 |
|
| S4 |
103-254 |
104-148 |
107-138 |
|
|
| 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 |
3.5% |
1-056 |
1.1% |
68% |
False |
False |
1,935 |
| 10 |
109-160 |
105-238 |
3-242 |
3.5% |
0-251 |
0.7% |
68% |
False |
False |
8,869 |
| 20 |
109-160 |
105-238 |
3-242 |
3.5% |
0-212 |
0.6% |
68% |
False |
False |
868,507 |
| 40 |
110-155 |
105-238 |
4-238 |
4.4% |
0-187 |
0.5% |
54% |
False |
False |
972,704 |
| 60 |
110-155 |
105-238 |
4-238 |
4.4% |
0-178 |
0.5% |
54% |
False |
False |
926,702 |
| 80 |
110-155 |
105-238 |
4-238 |
4.4% |
0-182 |
0.5% |
54% |
False |
False |
947,438 |
| 100 |
110-155 |
105-215 |
4-260 |
4.4% |
0-185 |
0.5% |
55% |
False |
False |
759,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-067 |
|
2.618 |
113-199 |
|
1.618 |
112-011 |
|
1.000 |
111-018 |
|
0.618 |
110-144 |
|
HIGH |
109-150 |
|
0.618 |
108-276 |
|
0.500 |
108-216 |
|
0.382 |
108-156 |
|
LOW |
107-282 |
|
0.618 |
106-289 |
|
1.000 |
106-095 |
|
1.618 |
105-101 |
|
2.618 |
103-234 |
|
4.250 |
101-046 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-216 |
108-078 |
| PP |
108-177 |
108-058 |
| S1 |
108-137 |
108-039 |
|