ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 17-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
109-162 |
109-268 |
0-105 |
0.3% |
107-235 |
High |
109-252 |
109-268 |
0-015 |
0.0% |
109-302 |
Low |
108-160 |
108-140 |
-0-020 |
-0.1% |
107-145 |
Close |
108-162 |
109-268 |
1-105 |
1.2% |
109-268 |
Range |
1-092 |
1-128 |
0-035 |
8.5% |
2-158 |
ATR |
0-274 |
0-286 |
0-012 |
4.5% |
0-000 |
Volume |
131 |
1 |
-130 |
-99.2% |
5,561 |
|
Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-181 |
113-032 |
110-194 |
|
R3 |
112-053 |
111-224 |
110-071 |
|
R2 |
110-246 |
110-246 |
110-030 |
|
R1 |
110-097 |
110-097 |
109-309 |
110-171 |
PP |
109-118 |
109-118 |
109-118 |
109-156 |
S1 |
108-289 |
108-289 |
109-226 |
109-044 |
S2 |
107-311 |
107-311 |
109-185 |
|
S3 |
106-183 |
107-162 |
109-144 |
|
S4 |
105-056 |
106-034 |
109-021 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-178 |
115-220 |
111-066 |
|
R3 |
114-020 |
113-062 |
110-167 |
|
R2 |
111-182 |
111-182 |
110-094 |
|
R1 |
110-225 |
110-225 |
110-021 |
111-044 |
PP |
109-025 |
109-025 |
109-025 |
109-094 |
S1 |
108-068 |
108-068 |
109-194 |
108-206 |
S2 |
106-188 |
106-188 |
109-121 |
|
S3 |
104-030 |
105-230 |
109-048 |
|
S4 |
101-192 |
103-072 |
108-149 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-302 |
107-145 |
2-158 |
2.3% |
1-216 |
1.5% |
96% |
False |
False |
1,112 |
10 |
109-302 |
105-238 |
4-065 |
3.8% |
1-046 |
1.0% |
97% |
False |
False |
2,171 |
20 |
109-302 |
105-238 |
4-065 |
3.8% |
0-255 |
0.7% |
97% |
False |
False |
636,088 |
40 |
110-085 |
105-238 |
4-168 |
4.1% |
0-209 |
0.6% |
91% |
False |
False |
887,323 |
60 |
110-155 |
105-238 |
4-238 |
4.3% |
0-196 |
0.6% |
86% |
False |
False |
891,082 |
80 |
110-155 |
105-238 |
4-238 |
4.3% |
0-194 |
0.6% |
86% |
False |
False |
944,147 |
100 |
110-155 |
105-238 |
4-238 |
4.3% |
0-195 |
0.6% |
86% |
False |
False |
759,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-249 |
2.618 |
113-159 |
1.618 |
112-032 |
1.000 |
111-075 |
0.618 |
110-224 |
HIGH |
109-268 |
0.618 |
109-097 |
0.500 |
109-044 |
0.382 |
108-311 |
LOW |
108-140 |
0.618 |
107-183 |
1.000 |
107-012 |
1.618 |
106-056 |
2.618 |
104-248 |
4.250 |
102-158 |
|
|
Fisher Pivots for day following 17-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
109-193 |
109-170 |
PP |
109-118 |
109-072 |
S1 |
109-044 |
108-294 |
|