ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
115-145 |
115-285 |
0-140 |
0.4% |
115-080 |
| High |
116-080 |
117-015 |
0-255 |
0.7% |
117-015 |
| Low |
115-010 |
115-215 |
0-205 |
0.6% |
113-260 |
| Close |
115-315 |
116-035 |
0-040 |
0.1% |
116-035 |
| Range |
1-070 |
1-120 |
0-050 |
12.8% |
3-075 |
| ATR |
1-107 |
1-108 |
0-001 |
0.2% |
0-000 |
| Volume |
1,893,877 |
2,090,833 |
196,956 |
10.4% |
9,336,622 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-128 |
119-202 |
116-277 |
|
| R3 |
119-008 |
118-082 |
116-156 |
|
| R2 |
117-208 |
117-208 |
116-116 |
|
| R1 |
116-282 |
116-282 |
116-075 |
117-085 |
| PP |
116-088 |
116-088 |
116-088 |
116-150 |
| S1 |
115-162 |
115-162 |
115-315 |
115-285 |
| S2 |
114-288 |
114-288 |
115-274 |
|
| S3 |
113-168 |
114-042 |
115-234 |
|
| S4 |
112-048 |
112-242 |
115-113 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-115 |
123-310 |
117-284 |
|
| R3 |
122-040 |
120-235 |
117-000 |
|
| R2 |
118-285 |
118-285 |
116-225 |
|
| R1 |
117-160 |
117-160 |
116-130 |
118-062 |
| PP |
115-210 |
115-210 |
115-210 |
116-001 |
| S1 |
114-085 |
114-085 |
115-260 |
114-308 |
| S2 |
112-135 |
112-135 |
115-165 |
|
| S3 |
109-060 |
111-010 |
115-070 |
|
| S4 |
105-305 |
107-255 |
114-106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-015 |
113-260 |
3-075 |
2.8% |
1-176 |
1.3% |
71% |
True |
False |
1,867,324 |
| 10 |
117-015 |
112-210 |
4-125 |
3.8% |
1-284 |
1.6% |
79% |
True |
False |
2,561,410 |
| 20 |
117-015 |
110-125 |
6-210 |
5.7% |
1-109 |
1.2% |
86% |
True |
False |
2,279,794 |
| 40 |
117-015 |
110-125 |
6-210 |
5.7% |
1-016 |
0.9% |
86% |
True |
False |
1,384,847 |
| 60 |
117-015 |
110-125 |
6-210 |
5.7% |
0-303 |
0.8% |
86% |
True |
False |
923,696 |
| 80 |
117-015 |
110-125 |
6-210 |
5.7% |
0-289 |
0.8% |
86% |
True |
False |
692,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-285 |
|
2.618 |
120-207 |
|
1.618 |
119-087 |
|
1.000 |
118-135 |
|
0.618 |
117-287 |
|
HIGH |
117-015 |
|
0.618 |
116-167 |
|
0.500 |
116-115 |
|
0.382 |
116-063 |
|
LOW |
115-215 |
|
0.618 |
114-263 |
|
1.000 |
114-095 |
|
1.618 |
113-143 |
|
2.618 |
112-023 |
|
4.250 |
109-265 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-115 |
115-282 |
| PP |
116-088 |
115-210 |
| S1 |
116-062 |
115-138 |
|