ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 30-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
109-078 |
109-078 |
0-000 |
0.0% |
110-170 |
High |
109-078 |
109-105 |
0-028 |
0.1% |
110-232 |
Low |
109-045 |
109-035 |
-0-010 |
0.0% |
108-145 |
Close |
109-078 |
109-105 |
0-028 |
0.1% |
110-112 |
Range |
0-032 |
0-070 |
0-038 |
115.4% |
2-088 |
ATR |
0-256 |
0-243 |
-0-013 |
-5.2% |
0-000 |
Volume |
15 |
2 |
-13 |
-86.7% |
231 |
|
Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-292 |
109-268 |
109-144 |
|
R3 |
109-222 |
109-198 |
109-124 |
|
R2 |
109-152 |
109-152 |
109-118 |
|
R1 |
109-128 |
109-128 |
109-111 |
109-140 |
PP |
109-082 |
109-082 |
109-082 |
109-088 |
S1 |
109-058 |
109-058 |
109-099 |
109-070 |
S2 |
109-012 |
109-012 |
109-092 |
|
S3 |
108-262 |
108-308 |
109-086 |
|
S4 |
108-192 |
108-238 |
109-066 |
|
|
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 |
109-035 |
1-198 |
1.5% |
0-100 |
0.3% |
14% |
False |
True |
9 |
10 |
110-232 |
108-140 |
2-092 |
2.1% |
0-188 |
0.5% |
39% |
False |
False |
25 |
20 |
110-232 |
105-238 |
4-315 |
4.6% |
0-260 |
0.7% |
72% |
False |
False |
1,602 |
40 |
110-232 |
105-238 |
4-315 |
4.6% |
0-213 |
0.6% |
72% |
False |
False |
676,899 |
60 |
110-232 |
105-238 |
4-315 |
4.6% |
0-201 |
0.6% |
72% |
False |
False |
796,898 |
80 |
110-232 |
105-238 |
4-315 |
4.6% |
0-190 |
0.5% |
72% |
False |
False |
783,870 |
100 |
110-232 |
105-238 |
4-315 |
4.6% |
0-191 |
0.5% |
72% |
False |
False |
759,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-082 |
2.618 |
109-288 |
1.618 |
109-218 |
1.000 |
109-175 |
0.618 |
109-148 |
HIGH |
109-105 |
0.618 |
109-078 |
0.500 |
109-070 |
0.382 |
109-062 |
LOW |
109-035 |
0.618 |
108-312 |
1.000 |
108-285 |
1.618 |
108-242 |
2.618 |
108-172 |
4.250 |
108-058 |
|
|
Fisher Pivots for day following 30-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
109-093 |
109-093 |
PP |
109-082 |
109-082 |
S1 |
109-070 |
109-070 |
|