ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
113-155 |
115-105 |
1-270 |
1.6% |
111-035 |
| High |
115-310 |
116-010 |
0-020 |
0.1% |
113-100 |
| Low |
113-085 |
114-050 |
0-285 |
0.8% |
110-205 |
| Close |
115-040 |
114-060 |
-0-300 |
-0.8% |
113-045 |
| Range |
2-225 |
1-280 |
-0-265 |
-30.6% |
2-215 |
| ATR |
1-049 |
1-066 |
0-016 |
4.5% |
0-000 |
| Volume |
3,759,901 |
2,891,532 |
-868,369 |
-23.1% |
10,997,205 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-133 |
119-057 |
115-070 |
|
| R3 |
118-173 |
117-097 |
114-225 |
|
| R2 |
116-213 |
116-213 |
114-170 |
|
| R1 |
115-137 |
115-137 |
114-115 |
115-035 |
| PP |
114-253 |
114-253 |
114-253 |
114-202 |
| S1 |
113-177 |
113-177 |
114-005 |
113-075 |
| S2 |
112-293 |
112-293 |
113-270 |
|
| S3 |
111-013 |
111-217 |
113-215 |
|
| S4 |
109-053 |
109-257 |
113-050 |
|
|
| 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 |
116-010 |
111-205 |
4-125 |
3.8% |
2-061 |
1.9% |
58% |
True |
False |
3,612,606 |
| 10 |
116-010 |
110-155 |
5-175 |
4.9% |
1-150 |
1.3% |
67% |
True |
False |
2,688,476 |
| 20 |
116-010 |
110-125 |
5-205 |
4.9% |
1-032 |
1.0% |
67% |
True |
False |
2,193,604 |
| 40 |
116-285 |
110-125 |
6-160 |
5.7% |
0-290 |
0.8% |
58% |
False |
False |
1,102,808 |
| 60 |
116-285 |
110-125 |
6-160 |
5.7% |
0-273 |
0.7% |
58% |
False |
False |
735,364 |
| 80 |
116-285 |
110-125 |
6-160 |
5.7% |
0-254 |
0.7% |
58% |
False |
False |
551,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-000 |
|
2.618 |
120-301 |
|
1.618 |
119-021 |
|
1.000 |
117-290 |
|
0.618 |
117-061 |
|
HIGH |
116-010 |
|
0.618 |
115-101 |
|
0.500 |
115-030 |
|
0.382 |
114-279 |
|
LOW |
114-050 |
|
0.618 |
112-319 |
|
1.000 |
112-090 |
|
1.618 |
111-039 |
|
2.618 |
109-079 |
|
4.250 |
106-060 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-030 |
114-208 |
| PP |
114-253 |
114-158 |
| S1 |
114-157 |
114-109 |
|