ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 20-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
109-268 |
110-170 |
0-222 |
0.6% |
107-235 |
High |
109-268 |
110-200 |
0-252 |
0.7% |
109-302 |
Low |
108-140 |
109-038 |
0-218 |
0.6% |
107-145 |
Close |
109-268 |
109-070 |
-0-198 |
-0.6% |
109-268 |
Range |
1-128 |
1-162 |
0-035 |
7.8% |
2-158 |
ATR |
0-286 |
0-300 |
0-014 |
4.9% |
0-000 |
Volume |
1 |
99 |
98 |
9,800.0% |
5,561 |
|
Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-057 |
113-066 |
110-015 |
|
R3 |
112-214 |
111-223 |
109-203 |
|
R2 |
111-052 |
111-052 |
109-158 |
|
R1 |
110-061 |
110-061 |
109-114 |
109-295 |
PP |
109-209 |
109-209 |
109-209 |
109-166 |
S1 |
108-218 |
108-218 |
109-026 |
108-132 |
S2 |
108-047 |
108-047 |
108-302 |
|
S3 |
106-204 |
107-056 |
108-257 |
|
S4 |
105-042 |
105-213 |
108-125 |
|
|
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 |
110-200 |
107-282 |
2-238 |
2.5% |
1-182 |
1.4% |
49% |
True |
False |
610 |
10 |
110-200 |
105-238 |
4-282 |
4.5% |
1-083 |
1.2% |
71% |
True |
False |
1,747 |
20 |
110-200 |
105-238 |
4-282 |
4.5% |
0-270 |
0.8% |
71% |
True |
False |
580,861 |
40 |
110-200 |
105-238 |
4-282 |
4.5% |
0-217 |
0.6% |
71% |
True |
False |
865,944 |
60 |
110-200 |
105-238 |
4-282 |
4.5% |
0-202 |
0.6% |
71% |
True |
False |
877,504 |
80 |
110-200 |
105-238 |
4-282 |
4.5% |
0-198 |
0.6% |
71% |
True |
False |
933,518 |
100 |
110-200 |
105-238 |
4-282 |
4.5% |
0-198 |
0.6% |
71% |
True |
False |
759,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-011 |
2.618 |
114-183 |
1.618 |
113-021 |
1.000 |
112-042 |
0.618 |
111-178 |
HIGH |
110-200 |
0.618 |
110-016 |
0.500 |
109-279 |
0.382 |
109-222 |
LOW |
109-038 |
0.618 |
108-059 |
1.000 |
107-195 |
1.618 |
106-217 |
2.618 |
105-054 |
4.250 |
102-227 |
|
|
Fisher Pivots for day following 20-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
109-279 |
109-170 |
PP |
109-209 |
109-137 |
S1 |
109-140 |
109-103 |
|