ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
108-010 |
109-162 |
1-152 |
1.4% |
106-092 |
| High |
109-302 |
109-252 |
-0-050 |
-0.1% |
107-232 |
| Low |
107-285 |
108-160 |
0-195 |
0.6% |
105-238 |
| Close |
109-095 |
108-162 |
-0-252 |
-0.7% |
107-198 |
| Range |
2-018 |
1-092 |
-0-245 |
-37.3% |
1-315 |
| ATR |
0-263 |
0-274 |
0-011 |
4.1% |
0-000 |
| Volume |
2,181 |
131 |
-2,050 |
-94.0% |
16,156 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-256 |
111-302 |
109-069 |
|
| R3 |
111-163 |
110-209 |
108-276 |
|
| R2 |
110-071 |
110-071 |
108-238 |
|
| R1 |
109-117 |
109-117 |
108-200 |
109-048 |
| PP |
108-298 |
108-298 |
108-298 |
108-264 |
| S1 |
108-024 |
108-024 |
108-125 |
107-275 |
| S2 |
107-206 |
107-206 |
108-087 |
|
| S3 |
106-113 |
106-252 |
108-049 |
|
| S4 |
105-021 |
105-159 |
107-256 |
|
|
| 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 |
106-238 |
3-065 |
3.0% |
1-190 |
1.5% |
55% |
False |
False |
1,673 |
| 10 |
109-302 |
105-238 |
4-065 |
3.9% |
1-012 |
1.0% |
66% |
False |
False |
3,179 |
| 20 |
109-302 |
105-238 |
4-065 |
3.9% |
0-240 |
0.7% |
66% |
False |
False |
712,143 |
| 40 |
110-155 |
105-238 |
4-238 |
4.4% |
0-203 |
0.6% |
58% |
False |
False |
915,160 |
| 60 |
110-155 |
105-238 |
4-238 |
4.4% |
0-191 |
0.6% |
58% |
False |
False |
899,346 |
| 80 |
110-155 |
105-238 |
4-238 |
4.4% |
0-190 |
0.5% |
58% |
False |
False |
946,229 |
| 100 |
110-155 |
105-215 |
4-260 |
4.4% |
0-193 |
0.6% |
59% |
False |
False |
759,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-086 |
|
2.618 |
113-052 |
|
1.618 |
111-280 |
|
1.000 |
111-025 |
|
0.618 |
110-187 |
|
HIGH |
109-252 |
|
0.618 |
109-095 |
|
0.500 |
109-046 |
|
0.382 |
108-318 |
|
LOW |
108-160 |
|
0.618 |
107-225 |
|
1.000 |
107-068 |
|
1.618 |
106-133 |
|
2.618 |
105-040 |
|
4.250 |
103-007 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-046 |
108-292 |
| PP |
108-298 |
108-249 |
| S1 |
108-230 |
108-206 |
|