ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 22-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
108-225 |
109-108 |
0-202 |
0.6% |
107-235 |
High |
108-315 |
109-138 |
0-142 |
0.4% |
109-302 |
Low |
108-182 |
108-145 |
-0-038 |
-0.1% |
107-145 |
Close |
108-202 |
109-108 |
0-225 |
0.6% |
109-268 |
Range |
0-132 |
0-312 |
0-180 |
135.8% |
2-158 |
ATR |
0-294 |
0-295 |
0-001 |
0.5% |
0-000 |
Volume |
94 |
10 |
-84 |
-89.4% |
5,561 |
|
Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-001 |
111-207 |
109-279 |
|
R3 |
111-008 |
110-214 |
109-193 |
|
R2 |
110-016 |
110-016 |
109-165 |
|
R1 |
109-222 |
109-222 |
109-136 |
109-264 |
PP |
109-023 |
109-023 |
109-023 |
109-044 |
S1 |
108-229 |
108-229 |
109-079 |
108-271 |
S2 |
108-031 |
108-031 |
109-050 |
|
S3 |
107-038 |
107-237 |
109-022 |
|
S4 |
106-046 |
106-244 |
108-256 |
|
|
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 |
108-140 |
2-060 |
2.0% |
1-038 |
1.0% |
41% |
False |
False |
67 |
10 |
110-200 |
105-272 |
4-248 |
4.4% |
1-096 |
1.2% |
73% |
False |
False |
1,107 |
20 |
110-200 |
105-238 |
4-282 |
4.5% |
0-277 |
0.8% |
74% |
False |
False |
298,880 |
40 |
110-200 |
105-238 |
4-282 |
4.5% |
0-222 |
0.6% |
74% |
False |
False |
829,079 |
60 |
110-200 |
105-238 |
4-282 |
4.5% |
0-205 |
0.6% |
74% |
False |
False |
859,978 |
80 |
110-200 |
105-238 |
4-282 |
4.5% |
0-200 |
0.6% |
74% |
False |
False |
882,784 |
100 |
110-200 |
105-238 |
4-282 |
4.5% |
0-198 |
0.6% |
74% |
False |
False |
759,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-186 |
2.618 |
111-316 |
1.618 |
111-003 |
1.000 |
110-130 |
0.618 |
110-011 |
HIGH |
109-138 |
0.618 |
109-018 |
0.500 |
108-301 |
0.382 |
108-264 |
LOW |
108-145 |
0.618 |
107-272 |
1.000 |
107-152 |
1.618 |
106-279 |
2.618 |
105-287 |
4.250 |
104-097 |
|
|
Fisher Pivots for day following 22-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
109-065 |
109-172 |
PP |
109-023 |
109-151 |
S1 |
108-301 |
109-129 |
|