ECBOT 5 Year T-Note Future March 2023
Trading Metrics calculated at close of trading on 31-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
109-078 |
109-105 |
0-028 |
0.1% |
109-202 |
High |
109-105 |
109-172 |
0-068 |
0.2% |
110-118 |
Low |
109-035 |
109-080 |
0-045 |
0.1% |
109-035 |
Close |
109-105 |
109-172 |
0-068 |
0.2% |
109-172 |
Range |
0-070 |
0-092 |
0-022 |
32.1% |
1-082 |
ATR |
0-243 |
0-232 |
-0-011 |
-4.4% |
0-000 |
Volume |
2 |
14 |
12 |
600.0% |
33 |
|
Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-099 |
110-068 |
109-223 |
|
R3 |
110-007 |
109-296 |
109-198 |
|
R2 |
109-234 |
109-234 |
109-189 |
|
R1 |
109-203 |
109-203 |
109-181 |
109-219 |
PP |
109-142 |
109-142 |
109-142 |
109-149 |
S1 |
109-111 |
109-111 |
109-164 |
109-126 |
S2 |
109-049 |
109-049 |
109-156 |
|
S3 |
108-277 |
109-018 |
109-147 |
|
S4 |
108-184 |
108-246 |
109-122 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-142 |
112-240 |
110-074 |
|
R3 |
112-060 |
111-158 |
109-283 |
|
R2 |
110-298 |
110-298 |
109-246 |
|
R1 |
110-075 |
110-075 |
109-209 |
109-305 |
PP |
109-215 |
109-215 |
109-215 |
109-170 |
S1 |
108-312 |
108-312 |
109-136 |
108-222 |
S2 |
108-132 |
108-132 |
109-099 |
|
S3 |
107-050 |
107-230 |
109-062 |
|
S4 |
105-288 |
106-148 |
108-271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-118 |
109-035 |
1-082 |
1.1% |
0-095 |
0.3% |
34% |
False |
False |
6 |
10 |
110-232 |
108-145 |
2-088 |
2.1% |
0-152 |
0.4% |
48% |
False |
False |
26 |
20 |
110-232 |
105-238 |
4-315 |
4.6% |
0-259 |
0.7% |
76% |
False |
False |
1,099 |
40 |
110-232 |
105-238 |
4-315 |
4.6% |
0-211 |
0.6% |
76% |
False |
False |
643,461 |
60 |
110-232 |
105-238 |
4-315 |
4.6% |
0-200 |
0.6% |
76% |
False |
False |
779,912 |
80 |
110-232 |
105-238 |
4-315 |
4.6% |
0-189 |
0.5% |
76% |
False |
False |
772,720 |
100 |
110-232 |
105-238 |
4-315 |
4.6% |
0-189 |
0.5% |
76% |
False |
False |
759,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-246 |
2.618 |
110-095 |
1.618 |
110-002 |
1.000 |
109-265 |
0.618 |
109-230 |
HIGH |
109-172 |
0.618 |
109-137 |
0.500 |
109-126 |
0.382 |
109-115 |
LOW |
109-080 |
0.618 |
109-023 |
1.000 |
108-308 |
1.618 |
108-250 |
2.618 |
108-158 |
4.250 |
108-007 |
|
|
Fisher Pivots for day following 31-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
109-157 |
109-150 |
PP |
109-142 |
109-127 |
S1 |
109-126 |
109-104 |
|