ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
108-225 |
108-010 |
-0-215 |
-0.6% |
106-092 |
| High |
109-150 |
109-302 |
0-152 |
0.4% |
107-232 |
| Low |
107-282 |
107-285 |
0-002 |
0.0% |
105-238 |
| Close |
108-098 |
109-095 |
0-318 |
0.9% |
107-198 |
| Range |
1-188 |
2-018 |
0-150 |
29.6% |
1-315 |
| ATR |
0-233 |
0-263 |
0-030 |
13.0% |
0-000 |
| Volume |
641 |
2,181 |
1,540 |
240.2% |
16,156 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-067 |
114-098 |
110-137 |
|
| R3 |
113-049 |
112-081 |
109-276 |
|
| R2 |
111-032 |
111-032 |
109-216 |
|
| R1 |
110-063 |
110-063 |
109-155 |
110-208 |
| PP |
109-014 |
109-014 |
109-014 |
109-086 |
| S1 |
108-046 |
108-046 |
109-035 |
108-190 |
| S2 |
106-317 |
106-317 |
108-294 |
|
| S3 |
104-299 |
106-028 |
108-234 |
|
| S4 |
102-282 |
104-011 |
108-053 |
|
|
| 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 |
109-302 |
105-272 |
4-030 |
3.7% |
1-154 |
1.4% |
84% |
True |
False |
2,147 |
| 10 |
109-302 |
105-238 |
4-065 |
3.8% |
0-303 |
0.9% |
85% |
True |
False |
6,104 |
| 20 |
109-302 |
105-238 |
4-065 |
3.8% |
0-227 |
0.6% |
85% |
True |
False |
780,395 |
| 40 |
110-155 |
105-238 |
4-238 |
4.3% |
0-200 |
0.6% |
75% |
False |
False |
948,627 |
| 60 |
110-155 |
105-238 |
4-238 |
4.3% |
0-188 |
0.5% |
75% |
False |
False |
911,674 |
| 80 |
110-155 |
105-238 |
4-238 |
4.3% |
0-187 |
0.5% |
75% |
False |
False |
946,984 |
| 100 |
110-155 |
105-215 |
4-260 |
4.4% |
0-191 |
0.5% |
75% |
False |
False |
759,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-217 |
|
2.618 |
115-104 |
|
1.618 |
113-086 |
|
1.000 |
112-000 |
|
0.618 |
111-069 |
|
HIGH |
109-302 |
|
0.618 |
109-051 |
|
0.500 |
108-294 |
|
0.382 |
108-216 |
|
LOW |
107-285 |
|
0.618 |
106-199 |
|
1.000 |
105-268 |
|
1.618 |
104-181 |
|
2.618 |
102-164 |
|
4.250 |
99-051 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-055 |
109-031 |
| PP |
109-014 |
108-288 |
| S1 |
108-294 |
108-224 |
|