ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
111-210 |
111-170 |
-0-040 |
-0.1% |
112-160 |
| High |
111-235 |
111-195 |
-0-040 |
-0.1% |
112-165 |
| Low |
111-065 |
110-290 |
-0-095 |
-0.3% |
111-045 |
| Close |
111-210 |
111-000 |
-0-210 |
-0.6% |
111-130 |
| Range |
0-170 |
0-225 |
0-055 |
32.4% |
1-120 |
| ATR |
0-240 |
0-240 |
0-000 |
0.0% |
0-000 |
| Volume |
2,123,401 |
1,876,563 |
-246,838 |
-11.6% |
9,318,323 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-090 |
112-270 |
111-124 |
|
| R3 |
112-185 |
112-045 |
111-062 |
|
| R2 |
111-280 |
111-280 |
111-041 |
|
| R1 |
111-140 |
111-140 |
111-021 |
111-098 |
| PP |
111-055 |
111-055 |
111-055 |
111-034 |
| S1 |
110-235 |
110-235 |
110-299 |
110-192 |
| S2 |
110-150 |
110-150 |
110-279 |
|
| S3 |
109-245 |
110-010 |
110-258 |
|
| S4 |
109-020 |
109-105 |
110-196 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-260 |
114-315 |
112-052 |
|
| R3 |
114-140 |
113-195 |
111-251 |
|
| R2 |
113-020 |
113-020 |
111-211 |
|
| R1 |
112-075 |
112-075 |
111-170 |
111-308 |
| PP |
111-220 |
111-220 |
111-220 |
111-176 |
| S1 |
110-275 |
110-275 |
111-090 |
110-188 |
| S2 |
110-100 |
110-100 |
111-049 |
|
| S3 |
108-300 |
109-155 |
111-009 |
|
| S4 |
107-180 |
108-035 |
110-208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-030 |
110-290 |
1-060 |
1.1% |
0-226 |
0.6% |
8% |
False |
True |
2,158,693 |
| 10 |
113-030 |
110-290 |
2-060 |
2.0% |
0-232 |
0.7% |
4% |
False |
True |
1,507,155 |
| 20 |
116-190 |
110-290 |
5-220 |
5.1% |
0-250 |
0.7% |
2% |
False |
True |
761,736 |
| 40 |
116-285 |
110-290 |
5-315 |
5.4% |
0-242 |
0.7% |
2% |
False |
True |
381,831 |
| 60 |
116-285 |
110-290 |
5-315 |
5.4% |
0-241 |
0.7% |
2% |
False |
True |
254,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-191 |
|
2.618 |
113-144 |
|
1.618 |
112-239 |
|
1.000 |
112-100 |
|
0.618 |
112-014 |
|
HIGH |
111-195 |
|
0.618 |
111-109 |
|
0.500 |
111-082 |
|
0.382 |
111-056 |
|
LOW |
110-290 |
|
0.618 |
110-151 |
|
1.000 |
110-065 |
|
1.618 |
109-246 |
|
2.618 |
109-021 |
|
4.250 |
107-294 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-082 |
111-112 |
| PP |
111-055 |
111-075 |
| S1 |
111-028 |
111-038 |
|