ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
111-170 |
111-015 |
-0-155 |
-0.4% |
112-160 |
| High |
111-195 |
111-020 |
-0-175 |
-0.5% |
112-165 |
| Low |
110-290 |
110-125 |
-0-165 |
-0.5% |
111-045 |
| Close |
111-000 |
110-160 |
-0-160 |
-0.5% |
111-130 |
| Range |
0-225 |
0-215 |
-0-010 |
-4.4% |
1-120 |
| ATR |
0-240 |
0-238 |
-0-002 |
-0.7% |
0-000 |
| Volume |
1,876,563 |
1,963,276 |
86,713 |
4.6% |
9,318,323 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-213 |
112-082 |
110-278 |
|
| R3 |
111-318 |
111-187 |
110-219 |
|
| R2 |
111-103 |
111-103 |
110-199 |
|
| R1 |
110-292 |
110-292 |
110-180 |
110-250 |
| PP |
110-208 |
110-208 |
110-208 |
110-188 |
| S1 |
110-077 |
110-077 |
110-140 |
110-035 |
| S2 |
109-313 |
109-313 |
110-121 |
|
| S3 |
109-098 |
109-182 |
110-101 |
|
| S4 |
108-203 |
108-287 |
110-042 |
|
|
| 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 |
110-125 |
1-225 |
1.5% |
0-222 |
0.6% |
6% |
False |
True |
1,918,394 |
| 10 |
112-280 |
110-125 |
2-155 |
2.2% |
0-234 |
0.7% |
4% |
False |
True |
1,698,732 |
| 20 |
116-190 |
110-125 |
6-065 |
5.6% |
0-245 |
0.7% |
2% |
False |
True |
859,510 |
| 40 |
116-285 |
110-125 |
6-160 |
5.9% |
0-242 |
0.7% |
2% |
False |
True |
430,911 |
| 60 |
116-285 |
110-125 |
6-160 |
5.9% |
0-238 |
0.7% |
2% |
False |
True |
287,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-294 |
|
2.618 |
112-263 |
|
1.618 |
112-048 |
|
1.000 |
111-235 |
|
0.618 |
111-153 |
|
HIGH |
111-020 |
|
0.618 |
110-258 |
|
0.500 |
110-232 |
|
0.382 |
110-207 |
|
LOW |
110-125 |
|
0.618 |
109-312 |
|
1.000 |
109-230 |
|
1.618 |
109-097 |
|
2.618 |
108-202 |
|
4.250 |
107-171 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-232 |
111-020 |
| PP |
110-208 |
110-280 |
| S1 |
110-184 |
110-220 |
|