ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
113-060 |
114-120 |
1-060 |
1.0% |
111-035 |
| High |
115-130 |
115-075 |
-0-055 |
-0.1% |
113-100 |
| Low |
112-210 |
113-090 |
0-200 |
0.6% |
110-205 |
| Close |
114-210 |
113-275 |
-0-255 |
-0.7% |
113-045 |
| Range |
2-240 |
1-305 |
-0-255 |
-29.0% |
2-215 |
| ATR |
0-309 |
1-011 |
0-023 |
7.3% |
0-000 |
| Volume |
4,357,282 |
3,305,010 |
-1,052,272 |
-24.1% |
10,997,205 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-315 |
118-280 |
114-299 |
|
| R3 |
118-010 |
116-295 |
114-127 |
|
| R2 |
116-025 |
116-025 |
114-070 |
|
| R1 |
114-310 |
114-310 |
114-012 |
114-175 |
| PP |
114-040 |
114-040 |
114-040 |
113-292 |
| S1 |
113-005 |
113-005 |
113-218 |
112-190 |
| S2 |
112-055 |
112-055 |
113-160 |
|
| S3 |
110-070 |
111-020 |
113-103 |
|
| S4 |
108-085 |
109-035 |
112-251 |
|
|
| 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% |
1-205 |
1.4% |
68% |
False |
False |
3,110,442 |
| 10 |
115-130 |
110-125 |
5-005 |
4.4% |
1-048 |
1.0% |
69% |
False |
False |
2,407,317 |
| 20 |
115-130 |
110-125 |
5-005 |
4.4% |
0-312 |
0.9% |
69% |
False |
False |
1,866,240 |
| 40 |
116-285 |
110-125 |
6-160 |
5.7% |
0-270 |
0.7% |
53% |
False |
False |
936,575 |
| 60 |
116-285 |
110-125 |
6-160 |
5.7% |
0-254 |
0.7% |
53% |
False |
False |
624,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-171 |
|
2.618 |
120-111 |
|
1.618 |
118-126 |
|
1.000 |
117-060 |
|
0.618 |
116-141 |
|
HIGH |
115-075 |
|
0.618 |
114-156 |
|
0.500 |
114-082 |
|
0.382 |
114-009 |
|
LOW |
113-090 |
|
0.618 |
112-024 |
|
1.000 |
111-105 |
|
1.618 |
110-039 |
|
2.618 |
108-054 |
|
4.250 |
104-314 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-082 |
113-239 |
| PP |
114-040 |
113-203 |
| S1 |
113-318 |
113-168 |
|