ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 27-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
110-200 |
109-202 |
-0-318 |
-0.9% |
110-170 |
High |
110-232 |
110-118 |
-0-115 |
-0.3% |
110-232 |
Low |
110-112 |
109-165 |
-0-268 |
-0.8% |
108-145 |
Close |
110-112 |
109-202 |
-0-230 |
-0.7% |
110-112 |
Range |
0-120 |
0-272 |
0-152 |
127.1% |
2-088 |
ATR |
0-285 |
0-284 |
-0-001 |
-0.3% |
0-000 |
Volume |
28 |
2 |
-26 |
-92.9% |
231 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-126 |
111-277 |
110-032 |
|
R3 |
111-173 |
111-004 |
109-277 |
|
R2 |
110-221 |
110-221 |
109-252 |
|
R1 |
110-052 |
110-052 |
109-227 |
110-019 |
PP |
109-268 |
109-268 |
109-268 |
109-252 |
S1 |
109-099 |
109-099 |
109-178 |
109-066 |
S2 |
108-316 |
108-316 |
109-153 |
|
S3 |
108-043 |
108-147 |
109-128 |
|
S4 |
107-091 |
107-194 |
109-053 |
|
|
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% |
0-168 |
0.5% |
52% |
False |
False |
26 |
10 |
110-232 |
107-282 |
2-270 |
2.6% |
1-014 |
1.0% |
62% |
False |
False |
318 |
20 |
110-232 |
105-238 |
4-315 |
4.5% |
0-272 |
0.8% |
78% |
False |
False |
8,105 |
40 |
110-232 |
105-238 |
4-315 |
4.5% |
0-223 |
0.6% |
78% |
False |
False |
766,410 |
60 |
110-232 |
105-238 |
4-315 |
4.5% |
0-205 |
0.6% |
78% |
False |
False |
834,455 |
80 |
110-232 |
105-238 |
4-315 |
4.5% |
0-200 |
0.6% |
78% |
False |
False |
840,489 |
100 |
110-232 |
105-238 |
4-315 |
4.5% |
0-196 |
0.6% |
78% |
False |
False |
759,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-316 |
2.618 |
112-191 |
1.618 |
111-238 |
1.000 |
111-070 |
0.618 |
110-286 |
HIGH |
110-118 |
0.618 |
110-013 |
0.500 |
109-301 |
0.382 |
109-269 |
LOW |
109-165 |
0.618 |
108-317 |
1.000 |
108-212 |
1.618 |
108-044 |
2.618 |
107-092 |
4.250 |
105-287 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
109-301 |
110-039 |
PP |
109-268 |
109-307 |
S1 |
109-235 |
109-255 |
|