ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
111-210 |
113-060 |
1-170 |
1.4% |
111-035 |
| High |
113-100 |
115-130 |
2-030 |
1.8% |
113-100 |
| Low |
111-205 |
112-210 |
1-005 |
0.9% |
110-205 |
| Close |
113-045 |
114-210 |
1-165 |
1.3% |
113-045 |
| Range |
1-215 |
2-240 |
1-025 |
64.5% |
2-215 |
| ATR |
0-265 |
0-309 |
0-044 |
16.6% |
0-000 |
| Volume |
3,749,308 |
4,357,282 |
607,974 |
16.2% |
10,997,205 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-157 |
121-103 |
116-054 |
|
| R3 |
119-237 |
118-183 |
115-132 |
|
| R2 |
116-317 |
116-317 |
115-051 |
|
| R1 |
115-263 |
115-263 |
114-291 |
116-130 |
| PP |
114-077 |
114-077 |
114-077 |
114-170 |
| S1 |
113-023 |
113-023 |
114-129 |
113-210 |
| S2 |
111-157 |
111-157 |
114-049 |
|
| S3 |
108-237 |
110-103 |
113-288 |
|
| S4 |
105-317 |
107-183 |
113-046 |
|
|
| 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 |
115-130 |
110-205 |
4-245 |
4.2% |
1-123 |
1.2% |
84% |
True |
False |
2,802,979 |
| 10 |
115-130 |
110-125 |
5-005 |
4.4% |
1-002 |
0.9% |
85% |
True |
False |
2,289,156 |
| 20 |
115-130 |
110-125 |
5-005 |
4.4% |
0-286 |
0.8% |
85% |
True |
False |
1,702,191 |
| 40 |
116-285 |
110-125 |
6-160 |
5.7% |
0-259 |
0.7% |
66% |
False |
False |
854,005 |
| 60 |
116-285 |
110-125 |
6-160 |
5.7% |
0-246 |
0.7% |
66% |
False |
False |
569,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-030 |
|
2.618 |
122-194 |
|
1.618 |
119-274 |
|
1.000 |
118-050 |
|
0.618 |
117-034 |
|
HIGH |
115-130 |
|
0.618 |
114-114 |
|
0.500 |
114-010 |
|
0.382 |
113-226 |
|
LOW |
112-210 |
|
0.618 |
110-306 |
|
1.000 |
109-290 |
|
1.618 |
108-066 |
|
2.618 |
105-146 |
|
4.250 |
100-310 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-143 |
114-039 |
| PP |
114-077 |
113-188 |
| S1 |
114-010 |
113-018 |
|