ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 28-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
109-202 |
109-102 |
-0-100 |
-0.3% |
110-170 |
High |
110-118 |
109-102 |
-1-015 |
-0.9% |
110-232 |
Low |
109-165 |
109-095 |
-0-070 |
-0.2% |
108-145 |
Close |
109-202 |
109-102 |
-0-100 |
-0.3% |
110-112 |
Range |
0-272 |
0-008 |
-0-265 |
-97.2% |
2-088 |
ATR |
0-284 |
0-271 |
-0-013 |
-4.4% |
0-000 |
Volume |
2 |
0 |
-2 |
-100.0% |
231 |
|
Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-122 |
109-120 |
109-107 |
|
R3 |
109-115 |
109-112 |
109-105 |
|
R2 |
109-108 |
109-108 |
109-104 |
|
R1 |
109-105 |
109-105 |
109-103 |
109-106 |
PP |
109-100 |
109-100 |
109-100 |
109-101 |
S1 |
109-098 |
109-098 |
109-102 |
109-099 |
S2 |
109-092 |
109-092 |
109-101 |
|
S3 |
109-085 |
109-090 |
109-100 |
|
S4 |
109-078 |
109-082 |
109-098 |
|
|
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% |
0-142 |
0.4% |
38% |
False |
False |
8 |
10 |
110-232 |
107-285 |
2-268 |
2.6% |
0-284 |
0.8% |
50% |
False |
False |
254 |
20 |
110-232 |
105-238 |
4-315 |
4.6% |
0-268 |
0.8% |
72% |
False |
False |
4,562 |
40 |
110-232 |
105-238 |
4-315 |
4.6% |
0-220 |
0.6% |
72% |
False |
False |
745,509 |
60 |
110-232 |
105-238 |
4-315 |
4.6% |
0-204 |
0.6% |
72% |
False |
False |
825,693 |
80 |
110-232 |
105-238 |
4-315 |
4.6% |
0-195 |
0.6% |
72% |
False |
False |
817,257 |
100 |
110-232 |
105-238 |
4-315 |
4.6% |
0-194 |
0.6% |
72% |
False |
False |
759,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-134 |
2.618 |
109-122 |
1.618 |
109-115 |
1.000 |
109-110 |
0.618 |
109-107 |
HIGH |
109-102 |
0.618 |
109-100 |
0.500 |
109-099 |
0.382 |
109-098 |
LOW |
109-095 |
0.618 |
109-090 |
1.000 |
109-088 |
1.618 |
109-083 |
2.618 |
109-075 |
4.250 |
109-063 |
|
|
Fisher Pivots for day following 28-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
109-101 |
110-004 |
PP |
109-100 |
109-250 |
S1 |
109-099 |
109-176 |
|