ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 10-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
110-260 |
111-210 |
0-270 |
0.8% |
111-035 |
| High |
111-230 |
113-100 |
1-190 |
1.4% |
113-100 |
| Low |
110-225 |
111-205 |
0-300 |
0.8% |
110-205 |
| Close |
111-155 |
113-045 |
1-210 |
1.5% |
113-045 |
| Range |
1-005 |
1-215 |
0-210 |
64.6% |
2-215 |
| ATR |
0-240 |
0-265 |
0-025 |
10.3% |
0-000 |
| Volume |
1,841,360 |
3,749,308 |
1,907,948 |
103.6% |
10,997,205 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-228 |
117-032 |
114-019 |
|
| R3 |
116-013 |
115-137 |
113-192 |
|
| R2 |
114-118 |
114-118 |
113-143 |
|
| R1 |
113-242 |
113-242 |
113-094 |
114-020 |
| PP |
112-223 |
112-223 |
112-223 |
112-272 |
| S1 |
112-027 |
112-027 |
112-316 |
112-125 |
| S2 |
111-008 |
111-008 |
112-267 |
|
| S3 |
109-113 |
110-132 |
112-218 |
|
| S4 |
107-218 |
108-237 |
112-071 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-122 |
119-138 |
114-195 |
|
| R3 |
117-227 |
116-243 |
113-280 |
|
| R2 |
115-012 |
115-012 |
113-202 |
|
| R1 |
114-028 |
114-028 |
113-123 |
114-180 |
| PP |
112-117 |
112-117 |
112-117 |
112-192 |
| S1 |
111-133 |
111-133 |
112-287 |
111-285 |
| S2 |
109-222 |
109-222 |
112-208 |
|
| S3 |
107-007 |
108-238 |
112-130 |
|
| S4 |
104-112 |
106-023 |
111-215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-100 |
110-205 |
2-215 |
2.4% |
0-304 |
0.8% |
94% |
True |
False |
2,199,441 |
| 10 |
113-100 |
110-125 |
2-295 |
2.6% |
0-254 |
0.7% |
94% |
True |
False |
1,998,178 |
| 20 |
114-025 |
110-125 |
3-220 |
3.3% |
0-252 |
0.7% |
75% |
False |
False |
1,484,775 |
| 40 |
116-285 |
110-125 |
6-160 |
5.7% |
0-249 |
0.7% |
42% |
False |
False |
745,156 |
| 60 |
116-285 |
110-125 |
6-160 |
5.7% |
0-243 |
0.7% |
42% |
False |
False |
496,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-134 |
|
2.618 |
117-221 |
|
1.618 |
116-006 |
|
1.000 |
114-315 |
|
0.618 |
114-111 |
|
HIGH |
113-100 |
|
0.618 |
112-216 |
|
0.500 |
112-152 |
|
0.382 |
112-089 |
|
LOW |
111-205 |
|
0.618 |
110-194 |
|
1.000 |
109-310 |
|
1.618 |
108-299 |
|
2.618 |
107-084 |
|
4.250 |
104-171 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-294 |
112-241 |
| PP |
112-223 |
112-117 |
| S1 |
112-152 |
111-312 |
|