ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 24-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
110-025 |
110-200 |
0-175 |
0.5% |
110-170 |
High |
110-025 |
110-232 |
0-208 |
0.6% |
110-232 |
Low |
110-025 |
110-112 |
0-088 |
0.2% |
108-145 |
Close |
110-025 |
110-112 |
0-088 |
0.2% |
110-112 |
Range |
0-000 |
0-120 |
0-120 |
|
2-088 |
ATR |
0-291 |
0-285 |
-0-006 |
-2.0% |
0-000 |
Volume |
0 |
28 |
28 |
|
231 |
|
Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-192 |
111-112 |
110-178 |
|
R3 |
111-072 |
110-312 |
110-146 |
|
R2 |
110-272 |
110-272 |
110-134 |
|
R1 |
110-192 |
110-192 |
110-124 |
110-172 |
PP |
110-152 |
110-152 |
110-152 |
110-142 |
S1 |
110-072 |
110-072 |
110-102 |
110-052 |
S2 |
110-032 |
110-032 |
110-090 |
|
S3 |
109-232 |
109-272 |
110-080 |
|
S4 |
109-112 |
109-152 |
110-046 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-212 |
115-250 |
111-193 |
|
R3 |
114-125 |
113-162 |
110-313 |
|
R2 |
112-038 |
112-038 |
110-246 |
|
R1 |
111-075 |
111-075 |
110-179 |
110-172 |
PP |
109-270 |
109-270 |
109-270 |
109-159 |
S1 |
108-308 |
108-308 |
110-046 |
108-085 |
S2 |
107-182 |
107-182 |
109-299 |
|
S3 |
105-095 |
106-220 |
109-232 |
|
S4 |
103-008 |
104-132 |
109-032 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-232 |
108-145 |
2-088 |
2.1% |
0-210 |
0.6% |
84% |
True |
False |
46 |
10 |
110-232 |
107-145 |
3-088 |
3.0% |
1-053 |
1.1% |
89% |
True |
False |
579 |
20 |
110-232 |
105-238 |
4-315 |
4.5% |
0-265 |
0.8% |
92% |
True |
False |
36,300 |
40 |
110-232 |
105-238 |
4-315 |
4.5% |
0-219 |
0.6% |
92% |
True |
False |
784,511 |
60 |
110-232 |
105-238 |
4-315 |
4.5% |
0-202 |
0.6% |
92% |
True |
False |
844,020 |
80 |
110-232 |
105-238 |
4-315 |
4.5% |
0-198 |
0.6% |
92% |
True |
False |
852,666 |
100 |
110-232 |
105-238 |
4-315 |
4.5% |
0-194 |
0.6% |
92% |
True |
False |
759,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-102 |
2.618 |
111-227 |
1.618 |
111-107 |
1.000 |
111-032 |
0.618 |
110-307 |
HIGH |
110-232 |
0.618 |
110-187 |
0.500 |
110-172 |
0.382 |
110-158 |
LOW |
110-112 |
0.618 |
110-038 |
1.000 |
109-312 |
1.618 |
109-238 |
2.618 |
109-118 |
4.250 |
108-242 |
|
|
Fisher Pivots for day following 24-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
110-172 |
110-031 |
PP |
110-152 |
109-270 |
S1 |
110-132 |
109-189 |
|