ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
111-035 |
111-030 |
-0-005 |
0.0% |
111-120 |
| High |
111-170 |
111-130 |
-0-040 |
-0.1% |
111-255 |
| Low |
110-305 |
110-235 |
-0-070 |
-0.2% |
110-125 |
| Close |
110-315 |
110-305 |
-0-010 |
0.0% |
111-030 |
| Range |
0-185 |
0-215 |
0-030 |
16.2% |
1-130 |
| ATR |
0-233 |
0-232 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,339,588 |
1,767,698 |
428,110 |
32.0% |
8,984,582 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-015 |
112-215 |
111-103 |
|
| R3 |
112-120 |
112-000 |
111-044 |
|
| R2 |
111-225 |
111-225 |
111-024 |
|
| R1 |
111-105 |
111-105 |
111-005 |
111-058 |
| PP |
111-010 |
111-010 |
111-010 |
110-306 |
| S1 |
110-210 |
110-210 |
110-285 |
110-162 |
| S2 |
110-115 |
110-115 |
110-266 |
|
| S3 |
109-220 |
109-315 |
110-246 |
|
| S4 |
109-005 |
109-100 |
110-187 |
|
|
| 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 |
111-195 |
110-125 |
1-070 |
1.1% |
0-211 |
0.6% |
46% |
False |
False |
1,704,192 |
| 10 |
112-030 |
110-125 |
1-225 |
1.5% |
0-212 |
0.6% |
33% |
False |
False |
2,031,126 |
| 20 |
114-130 |
110-125 |
4-005 |
3.6% |
0-226 |
0.6% |
14% |
False |
False |
1,092,383 |
| 40 |
116-285 |
110-125 |
6-160 |
5.9% |
0-235 |
0.7% |
9% |
False |
False |
547,930 |
| 60 |
116-285 |
110-125 |
6-160 |
5.9% |
0-235 |
0.7% |
9% |
False |
False |
365,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-084 |
|
2.618 |
113-053 |
|
1.618 |
112-158 |
|
1.000 |
112-025 |
|
0.618 |
111-263 |
|
HIGH |
111-130 |
|
0.618 |
111-048 |
|
0.500 |
111-022 |
|
0.382 |
110-317 |
|
LOW |
110-235 |
|
0.618 |
110-102 |
|
1.000 |
110-020 |
|
1.618 |
109-207 |
|
2.618 |
108-312 |
|
4.250 |
107-281 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-022 |
111-002 |
| PP |
111-010 |
110-317 |
| S1 |
110-318 |
110-311 |
|