ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
115-105 |
114-085 |
-1-020 |
-0.9% |
113-060 |
| High |
116-010 |
115-290 |
-0-040 |
-0.1% |
116-010 |
| Low |
114-050 |
114-015 |
-0-035 |
-0.1% |
112-210 |
| Close |
114-060 |
115-260 |
1-200 |
1.4% |
115-260 |
| Range |
1-280 |
1-275 |
-0-005 |
-0.8% |
3-120 |
| ATR |
1-066 |
1-081 |
0-015 |
3.9% |
0-000 |
| Volume |
2,891,532 |
1,963,755 |
-927,777 |
-32.1% |
16,277,480 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-267 |
120-058 |
116-267 |
|
| R3 |
118-312 |
118-103 |
116-104 |
|
| R2 |
117-037 |
117-037 |
116-049 |
|
| R1 |
116-148 |
116-148 |
115-315 |
116-252 |
| PP |
115-082 |
115-082 |
115-082 |
115-134 |
| S1 |
114-193 |
114-193 |
115-205 |
114-298 |
| S2 |
113-127 |
113-127 |
115-151 |
|
| S3 |
111-172 |
112-238 |
115-096 |
|
| S4 |
109-217 |
110-283 |
114-253 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-307 |
123-243 |
117-214 |
|
| R3 |
121-187 |
120-123 |
116-237 |
|
| R2 |
118-067 |
118-067 |
116-138 |
|
| R1 |
117-003 |
117-003 |
116-039 |
117-195 |
| PP |
114-267 |
114-267 |
114-267 |
115-042 |
| S1 |
113-203 |
113-203 |
115-161 |
114-075 |
| S2 |
111-147 |
111-147 |
115-062 |
|
| S3 |
108-027 |
110-083 |
114-283 |
|
| S4 |
104-227 |
106-283 |
113-306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-010 |
112-210 |
3-120 |
2.9% |
2-073 |
1.9% |
94% |
False |
False |
3,255,496 |
| 10 |
116-010 |
110-205 |
5-125 |
4.7% |
1-188 |
1.4% |
96% |
False |
False |
2,727,468 |
| 20 |
116-010 |
110-125 |
5-205 |
4.9% |
1-050 |
1.0% |
96% |
False |
False |
2,286,102 |
| 40 |
116-190 |
110-125 |
6-065 |
5.4% |
0-298 |
0.8% |
87% |
False |
False |
1,151,810 |
| 60 |
116-285 |
110-125 |
6-160 |
5.6% |
0-279 |
0.8% |
83% |
False |
False |
768,093 |
| 80 |
116-285 |
110-125 |
6-160 |
5.6% |
0-261 |
0.7% |
83% |
False |
False |
576,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-259 |
|
2.618 |
120-248 |
|
1.618 |
118-293 |
|
1.000 |
117-245 |
|
0.618 |
117-018 |
|
HIGH |
115-290 |
|
0.618 |
115-063 |
|
0.500 |
114-312 |
|
0.382 |
114-242 |
|
LOW |
114-015 |
|
0.618 |
112-287 |
|
1.000 |
112-060 |
|
1.618 |
111-012 |
|
2.618 |
109-057 |
|
4.250 |
106-046 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-171 |
115-136 |
| PP |
115-082 |
115-012 |
| S1 |
114-312 |
114-208 |
|