ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-315 |
114-040 |
-0-275 |
-0.7% |
113-060 |
| High |
115-145 |
115-195 |
0-050 |
0.1% |
116-010 |
| Low |
114-020 |
113-260 |
-0-080 |
-0.2% |
112-210 |
| Close |
114-040 |
115-030 |
0-310 |
0.8% |
115-260 |
| Range |
1-125 |
1-255 |
0-130 |
29.2% |
3-120 |
| ATR |
1-099 |
1-110 |
0-011 |
2.7% |
0-000 |
| Volume |
1,535,139 |
1,836,083 |
300,944 |
19.6% |
16,277,480 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-073 |
119-147 |
116-026 |
|
| R3 |
118-138 |
117-212 |
115-188 |
|
| R2 |
116-203 |
116-203 |
115-135 |
|
| R1 |
115-277 |
115-277 |
115-083 |
116-080 |
| PP |
114-268 |
114-268 |
114-268 |
115-010 |
| S1 |
114-022 |
114-022 |
114-297 |
114-145 |
| S2 |
113-013 |
113-013 |
114-245 |
|
| S3 |
111-078 |
112-087 |
114-192 |
|
| S4 |
109-143 |
110-152 |
114-034 |
|
|
| 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 |
113-260 |
2-300 |
2.6% |
1-249 |
1.5% |
44% |
False |
True |
2,041,439 |
| 10 |
116-240 |
110-225 |
6-015 |
5.3% |
1-288 |
1.6% |
73% |
False |
False |
2,722,006 |
| 20 |
116-240 |
110-125 |
6-115 |
5.5% |
1-095 |
1.1% |
74% |
False |
False |
2,347,858 |
| 40 |
116-240 |
110-125 |
6-115 |
5.5% |
1-004 |
0.9% |
74% |
False |
False |
1,285,484 |
| 60 |
116-285 |
110-125 |
6-160 |
5.6% |
0-297 |
0.8% |
72% |
False |
False |
857,287 |
| 80 |
116-285 |
110-125 |
6-160 |
5.6% |
0-278 |
0.8% |
72% |
False |
False |
642,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-079 |
|
2.618 |
120-100 |
|
1.618 |
118-165 |
|
1.000 |
117-130 |
|
0.618 |
116-230 |
|
HIGH |
115-195 |
|
0.618 |
114-295 |
|
0.500 |
114-228 |
|
0.382 |
114-160 |
|
LOW |
113-260 |
|
0.618 |
112-225 |
|
1.000 |
112-005 |
|
1.618 |
110-290 |
|
2.618 |
109-035 |
|
4.250 |
106-056 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-309 |
115-090 |
| PP |
114-268 |
115-070 |
| S1 |
114-228 |
115-050 |
|