ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 21-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
110-170 |
108-225 |
-1-265 |
-1.7% |
107-235 |
High |
110-200 |
108-315 |
-1-205 |
-1.5% |
109-302 |
Low |
109-038 |
108-182 |
-0-175 |
-0.5% |
107-145 |
Close |
109-070 |
108-202 |
-0-188 |
-0.5% |
109-268 |
Range |
1-162 |
0-132 |
-1-030 |
-72.5% |
2-158 |
ATR |
0-300 |
0-294 |
-0-007 |
-2.2% |
0-000 |
Volume |
99 |
94 |
-5 |
-5.1% |
5,561 |
|
Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-311 |
109-229 |
108-275 |
|
R3 |
109-178 |
109-097 |
108-239 |
|
R2 |
109-046 |
109-046 |
108-227 |
|
R1 |
108-284 |
108-284 |
108-215 |
108-259 |
PP |
108-233 |
108-233 |
108-233 |
108-221 |
S1 |
108-152 |
108-152 |
108-190 |
108-126 |
S2 |
108-101 |
108-101 |
108-178 |
|
S3 |
107-288 |
108-019 |
108-166 |
|
S4 |
107-156 |
107-207 |
108-130 |
|
|
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 |
107-285 |
2-235 |
2.5% |
1-106 |
1.2% |
27% |
False |
False |
501 |
10 |
110-200 |
105-238 |
4-282 |
4.5% |
1-081 |
1.2% |
59% |
False |
False |
1,218 |
20 |
110-200 |
105-238 |
4-282 |
4.5% |
0-267 |
0.8% |
59% |
False |
False |
465,952 |
40 |
110-200 |
105-238 |
4-282 |
4.5% |
0-217 |
0.6% |
59% |
False |
False |
848,260 |
60 |
110-200 |
105-238 |
4-282 |
4.5% |
0-201 |
0.6% |
59% |
False |
False |
868,380 |
80 |
110-200 |
105-238 |
4-282 |
4.5% |
0-199 |
0.6% |
59% |
False |
False |
906,572 |
100 |
110-200 |
105-238 |
4-282 |
4.5% |
0-197 |
0.6% |
59% |
False |
False |
759,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-238 |
2.618 |
110-022 |
1.618 |
109-209 |
1.000 |
109-128 |
0.618 |
109-077 |
HIGH |
108-315 |
0.618 |
108-264 |
0.500 |
108-249 |
0.382 |
108-233 |
LOW |
108-182 |
0.618 |
108-101 |
1.000 |
108-050 |
1.618 |
107-288 |
2.618 |
107-156 |
4.250 |
106-259 |
|
|
Fisher Pivots for day following 21-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
108-249 |
109-170 |
PP |
108-233 |
109-074 |
S1 |
108-218 |
108-298 |
|