ECBOT 5 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
109-305 |
110-120 |
0-135 |
0.4% |
109-280 |
| High |
110-202 |
111-098 |
0-215 |
0.6% |
111-098 |
| Low |
109-225 |
110-070 |
0-165 |
0.5% |
108-212 |
| Close |
110-148 |
110-155 |
0-008 |
0.0% |
110-155 |
| Range |
0-298 |
1-028 |
0-050 |
16.8% |
2-205 |
| ATR |
1-004 |
1-006 |
0-002 |
0.5% |
0-000 |
| Volume |
1,369,794 |
1,557,889 |
188,095 |
13.7% |
6,978,776 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-297 |
113-093 |
111-026 |
|
| R3 |
112-269 |
112-066 |
110-251 |
|
| R2 |
111-242 |
111-242 |
110-219 |
|
| R1 |
111-038 |
111-038 |
110-187 |
111-140 |
| PP |
110-214 |
110-214 |
110-214 |
110-265 |
| S1 |
110-011 |
110-011 |
110-123 |
110-112 |
| S2 |
109-187 |
109-187 |
110-091 |
|
| S3 |
108-159 |
108-303 |
110-059 |
|
| S4 |
107-132 |
107-276 |
109-284 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-023 |
116-294 |
111-300 |
|
| R3 |
115-138 |
114-089 |
111-067 |
|
| R2 |
112-253 |
112-253 |
110-310 |
|
| R1 |
111-204 |
111-204 |
110-232 |
112-069 |
| PP |
110-048 |
110-048 |
110-048 |
110-141 |
| S1 |
108-319 |
108-319 |
110-078 |
109-184 |
| S2 |
107-163 |
107-163 |
110-000 |
|
| S3 |
104-278 |
106-114 |
109-243 |
|
| S4 |
102-073 |
103-229 |
109-010 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-294 |
|
2.618 |
114-047 |
|
1.618 |
113-020 |
|
1.000 |
112-125 |
|
0.618 |
111-312 |
|
HIGH |
111-098 |
|
0.618 |
110-285 |
|
0.500 |
110-244 |
|
0.382 |
110-203 |
|
LOW |
110-070 |
|
0.618 |
109-175 |
|
1.000 |
109-042 |
|
1.618 |
108-148 |
|
2.618 |
107-120 |
|
4.250 |
105-193 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-244 |
110-102 |
| PP |
110-214 |
110-048 |
| S1 |
110-185 |
109-315 |
|