ECBOT 5 Year T-Note Future June 2023
Trading Metrics calculated at close of trading on 15-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
109-065 |
108-145 |
-0-240 |
-0.7% |
106-220 |
High |
109-288 |
110-138 |
0-170 |
0.5% |
108-045 |
Low |
108-082 |
108-062 |
-0-020 |
-0.1% |
106-025 |
Close |
108-232 |
109-240 |
1-008 |
0.9% |
108-005 |
Range |
1-205 |
2-075 |
0-190 |
36.2% |
2-020 |
ATR |
0-241 |
0-275 |
0-034 |
14.0% |
0-000 |
Volume |
2,671,901 |
2,948,756 |
276,855 |
10.4% |
8,163,351 |
|
Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-052 |
115-061 |
110-313 |
|
R3 |
113-297 |
112-306 |
110-117 |
|
R2 |
111-222 |
111-222 |
110-051 |
|
R1 |
110-231 |
110-231 |
109-306 |
111-066 |
PP |
109-147 |
109-147 |
109-147 |
109-224 |
S1 |
108-156 |
108-156 |
109-174 |
108-311 |
S2 |
107-072 |
107-072 |
109-109 |
|
S3 |
104-317 |
106-081 |
109-043 |
|
S4 |
102-242 |
104-006 |
108-167 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-192 |
112-278 |
109-048 |
|
R3 |
111-172 |
110-258 |
108-186 |
|
R2 |
109-152 |
109-152 |
108-126 |
|
R1 |
108-238 |
108-238 |
108-066 |
109-035 |
PP |
107-132 |
107-132 |
107-132 |
107-190 |
S1 |
106-218 |
106-218 |
107-264 |
107-015 |
S2 |
105-112 |
105-112 |
107-204 |
|
S3 |
103-092 |
104-198 |
107-144 |
|
S4 |
101-072 |
102-178 |
106-282 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-296 |
2.618 |
116-089 |
1.618 |
114-014 |
1.000 |
112-212 |
0.618 |
111-259 |
HIGH |
110-138 |
0.618 |
109-184 |
0.500 |
109-100 |
0.382 |
109-016 |
LOW |
108-062 |
0.618 |
106-261 |
1.000 |
105-308 |
1.618 |
104-186 |
2.618 |
102-111 |
4.250 |
98-224 |
|
|
Fisher Pivots for day following 15-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
109-193 |
109-172 |
PP |
109-147 |
109-104 |
S1 |
109-100 |
109-036 |
|