ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
110-315 |
110-260 |
-0-055 |
-0.2% |
111-120 |
| High |
111-145 |
111-230 |
0-085 |
0.2% |
111-255 |
| Low |
110-205 |
110-225 |
0-020 |
0.1% |
110-125 |
| Close |
110-295 |
111-155 |
0-180 |
0.5% |
111-030 |
| Range |
0-260 |
1-005 |
0-065 |
25.0% |
1-130 |
| ATR |
0-234 |
0-240 |
0-007 |
2.8% |
0-000 |
| Volume |
2,299,251 |
1,841,360 |
-457,891 |
-19.9% |
8,984,582 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-112 |
113-298 |
112-014 |
|
| R3 |
113-107 |
112-293 |
111-244 |
|
| R2 |
112-102 |
112-102 |
111-215 |
|
| R1 |
111-288 |
111-288 |
111-185 |
112-035 |
| PP |
111-097 |
111-097 |
111-097 |
111-130 |
| S1 |
110-283 |
110-283 |
111-125 |
111-030 |
| S2 |
110-092 |
110-092 |
111-095 |
|
| S3 |
109-087 |
109-278 |
111-066 |
|
| S4 |
108-082 |
108-273 |
110-296 |
|
|
| 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 |
111-230 |
110-155 |
1-075 |
1.1% |
0-240 |
0.7% |
81% |
True |
False |
1,764,346 |
| 10 |
112-030 |
110-125 |
1-225 |
1.5% |
0-231 |
0.6% |
64% |
False |
False |
1,841,370 |
| 20 |
114-115 |
110-125 |
3-310 |
3.6% |
0-238 |
0.7% |
28% |
False |
False |
1,297,670 |
| 40 |
116-285 |
110-125 |
6-160 |
5.8% |
0-238 |
0.7% |
17% |
False |
False |
651,429 |
| 60 |
116-285 |
110-125 |
6-160 |
5.8% |
0-237 |
0.7% |
17% |
False |
False |
434,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-011 |
|
2.618 |
114-121 |
|
1.618 |
113-116 |
|
1.000 |
112-235 |
|
0.618 |
112-111 |
|
HIGH |
111-230 |
|
0.618 |
111-106 |
|
0.500 |
111-068 |
|
0.382 |
111-029 |
|
LOW |
110-225 |
|
0.618 |
110-024 |
|
1.000 |
109-220 |
|
1.618 |
109-019 |
|
2.618 |
108-014 |
|
4.250 |
106-124 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-126 |
111-122 |
| PP |
111-097 |
111-090 |
| S1 |
111-068 |
111-058 |
|