ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
111-015 |
110-185 |
-0-150 |
-0.4% |
111-120 |
| High |
111-020 |
111-050 |
0-030 |
0.1% |
111-255 |
| Low |
110-125 |
110-155 |
0-030 |
0.1% |
110-125 |
| Close |
110-160 |
111-030 |
0-190 |
0.5% |
111-030 |
| Range |
0-215 |
0-215 |
0-000 |
0.0% |
1-130 |
| ATR |
0-238 |
0-237 |
-0-002 |
-0.7% |
0-000 |
| Volume |
1,963,276 |
1,573,836 |
-389,440 |
-19.8% |
8,984,582 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-297 |
112-218 |
111-148 |
|
| R3 |
112-082 |
112-003 |
111-089 |
|
| R2 |
111-187 |
111-187 |
111-069 |
|
| R1 |
111-108 |
111-108 |
111-050 |
111-148 |
| PP |
110-292 |
110-292 |
110-292 |
110-311 |
| S1 |
110-213 |
110-213 |
111-010 |
110-252 |
| S2 |
110-077 |
110-077 |
110-311 |
|
| S3 |
109-182 |
109-318 |
110-291 |
|
| S4 |
108-287 |
109-103 |
110-232 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-100 |
114-195 |
111-278 |
|
| R3 |
113-290 |
113-065 |
111-154 |
|
| R2 |
112-160 |
112-160 |
111-112 |
|
| R1 |
111-255 |
111-255 |
111-071 |
111-142 |
| PP |
111-030 |
111-030 |
111-030 |
110-294 |
| S1 |
110-125 |
110-125 |
110-309 |
110-012 |
| S2 |
109-220 |
109-220 |
110-268 |
|
| S3 |
108-090 |
108-315 |
110-226 |
|
| S4 |
106-280 |
107-185 |
110-102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-255 |
110-125 |
1-130 |
1.3% |
0-204 |
0.6% |
50% |
False |
False |
1,796,916 |
| 10 |
112-180 |
110-125 |
2-055 |
2.0% |
0-232 |
0.7% |
32% |
False |
False |
1,844,737 |
| 20 |
116-090 |
110-125 |
5-285 |
5.3% |
0-245 |
0.7% |
12% |
False |
False |
937,866 |
| 40 |
116-285 |
110-125 |
6-160 |
5.9% |
0-244 |
0.7% |
11% |
False |
False |
470,255 |
| 60 |
116-285 |
110-125 |
6-160 |
5.9% |
0-237 |
0.7% |
11% |
False |
False |
313,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-004 |
|
2.618 |
112-293 |
|
1.618 |
112-078 |
|
1.000 |
111-265 |
|
0.618 |
111-183 |
|
HIGH |
111-050 |
|
0.618 |
110-288 |
|
0.500 |
110-262 |
|
0.382 |
110-237 |
|
LOW |
110-155 |
|
0.618 |
110-022 |
|
1.000 |
109-260 |
|
1.618 |
109-127 |
|
2.618 |
108-232 |
|
4.250 |
107-201 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-001 |
111-020 |
| PP |
110-292 |
111-010 |
| S1 |
110-262 |
111-000 |
|