ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
110-185 |
111-035 |
0-170 |
0.5% |
111-120 |
| High |
111-050 |
111-170 |
0-120 |
0.3% |
111-255 |
| Low |
110-155 |
110-305 |
0-150 |
0.4% |
110-125 |
| Close |
111-030 |
110-315 |
-0-035 |
-0.1% |
111-030 |
| Range |
0-215 |
0-185 |
-0-030 |
-14.0% |
1-130 |
| ATR |
0-237 |
0-233 |
-0-004 |
-1.6% |
0-000 |
| Volume |
1,573,836 |
1,339,588 |
-234,248 |
-14.9% |
8,984,582 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-285 |
112-165 |
111-097 |
|
| R3 |
112-100 |
111-300 |
111-046 |
|
| R2 |
111-235 |
111-235 |
111-029 |
|
| R1 |
111-115 |
111-115 |
111-012 |
111-082 |
| PP |
111-050 |
111-050 |
111-050 |
111-034 |
| S1 |
110-250 |
110-250 |
110-298 |
110-218 |
| S2 |
110-185 |
110-185 |
110-281 |
|
| S3 |
110-000 |
110-065 |
110-264 |
|
| S4 |
109-135 |
109-200 |
110-213 |
|
|
| 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 |
111-235 |
110-125 |
1-110 |
1.2% |
0-202 |
0.6% |
44% |
False |
False |
1,775,332 |
| 10 |
112-165 |
110-125 |
2-040 |
1.9% |
0-224 |
0.6% |
28% |
False |
False |
1,964,249 |
| 20 |
114-280 |
110-125 |
4-155 |
4.0% |
0-231 |
0.6% |
13% |
False |
False |
1,004,521 |
| 40 |
116-285 |
110-125 |
6-160 |
5.9% |
0-242 |
0.7% |
9% |
False |
False |
503,739 |
| 60 |
116-285 |
110-125 |
6-160 |
5.9% |
0-237 |
0.7% |
9% |
False |
False |
335,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-316 |
|
2.618 |
113-014 |
|
1.618 |
112-149 |
|
1.000 |
112-035 |
|
0.618 |
111-284 |
|
HIGH |
111-170 |
|
0.618 |
111-099 |
|
0.500 |
111-078 |
|
0.382 |
111-056 |
|
LOW |
110-305 |
|
0.618 |
110-191 |
|
1.000 |
110-120 |
|
1.618 |
110-006 |
|
2.618 |
109-141 |
|
4.250 |
108-159 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-078 |
110-312 |
| PP |
111-050 |
110-310 |
| S1 |
111-022 |
110-308 |
|