ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
115-080 |
114-315 |
-0-085 |
-0.2% |
113-060 |
| High |
116-240 |
115-145 |
-1-095 |
-1.1% |
116-010 |
| Low |
114-250 |
114-020 |
-0-230 |
-0.6% |
112-210 |
| Close |
115-030 |
114-040 |
-0-310 |
-0.8% |
115-260 |
| Range |
1-310 |
1-125 |
-0-185 |
-29.4% |
3-120 |
| ATR |
1-097 |
1-099 |
0-002 |
0.5% |
0-000 |
| Volume |
1,980,690 |
1,535,139 |
-445,551 |
-22.5% |
16,277,480 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-230 |
117-260 |
114-285 |
|
| R3 |
117-105 |
116-135 |
114-162 |
|
| R2 |
115-300 |
115-300 |
114-122 |
|
| R1 |
115-010 |
115-010 |
114-081 |
114-252 |
| PP |
114-175 |
114-175 |
114-175 |
114-136 |
| S1 |
113-205 |
113-205 |
113-319 |
113-128 |
| S2 |
113-050 |
113-050 |
113-278 |
|
| S3 |
111-245 |
112-080 |
113-238 |
|
| S4 |
110-120 |
110-275 |
113-115 |
|
|
| 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 |
116-240 |
113-085 |
3-155 |
3.1% |
1-307 |
1.7% |
25% |
False |
False |
2,426,203 |
| 10 |
116-240 |
110-205 |
6-035 |
5.4% |
1-256 |
1.6% |
57% |
False |
False |
2,768,322 |
| 20 |
116-240 |
110-125 |
6-115 |
5.6% |
1-074 |
1.1% |
59% |
False |
False |
2,399,724 |
| 40 |
116-240 |
110-125 |
6-115 |
5.6% |
0-315 |
0.9% |
59% |
False |
False |
1,239,644 |
| 60 |
116-285 |
110-125 |
6-160 |
5.7% |
0-290 |
0.8% |
57% |
False |
False |
826,689 |
| 80 |
116-285 |
110-125 |
6-160 |
5.7% |
0-275 |
0.8% |
57% |
False |
False |
620,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-116 |
|
2.618 |
119-030 |
|
1.618 |
117-225 |
|
1.000 |
116-270 |
|
0.618 |
116-100 |
|
HIGH |
115-145 |
|
0.618 |
114-295 |
|
0.500 |
114-242 |
|
0.382 |
114-190 |
|
LOW |
114-020 |
|
0.618 |
113-065 |
|
1.000 |
112-215 |
|
1.618 |
111-260 |
|
2.618 |
110-135 |
|
4.250 |
108-049 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-242 |
115-128 |
| PP |
114-175 |
114-312 |
| S1 |
114-108 |
114-176 |
|