ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
115-285 |
116-055 |
0-090 |
0.2% |
115-080 |
| High |
117-015 |
116-065 |
-0-270 |
-0.7% |
117-015 |
| Low |
115-215 |
114-280 |
-0-255 |
-0.7% |
113-260 |
| Close |
116-035 |
114-315 |
-1-040 |
-1.0% |
116-035 |
| Range |
1-120 |
1-105 |
-0-015 |
-3.4% |
3-075 |
| ATR |
1-108 |
1-108 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,090,833 |
1,348,508 |
-742,325 |
-35.5% |
9,336,622 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-108 |
118-157 |
115-229 |
|
| R3 |
118-003 |
117-052 |
115-112 |
|
| R2 |
116-218 |
116-218 |
115-073 |
|
| R1 |
115-267 |
115-267 |
115-034 |
115-190 |
| PP |
115-113 |
115-113 |
115-113 |
115-075 |
| S1 |
114-162 |
114-162 |
114-276 |
114-085 |
| S2 |
114-008 |
114-008 |
114-237 |
|
| S3 |
112-223 |
113-057 |
114-198 |
|
| S4 |
111-118 |
111-272 |
114-081 |
|
|
| 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% |
1-135 |
1.2% |
36% |
False |
False |
1,740,888 |
| 10 |
117-015 |
113-085 |
3-250 |
3.3% |
1-239 |
1.5% |
45% |
False |
False |
2,260,532 |
| 20 |
117-015 |
110-125 |
6-210 |
5.8% |
1-121 |
1.2% |
69% |
False |
False |
2,274,844 |
| 40 |
117-015 |
110-125 |
6-210 |
5.8% |
1-024 |
0.9% |
69% |
False |
False |
1,418,499 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-307 |
0.8% |
69% |
False |
False |
946,171 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-293 |
0.8% |
69% |
False |
False |
709,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-271 |
|
2.618 |
119-218 |
|
1.618 |
118-113 |
|
1.000 |
117-170 |
|
0.618 |
117-008 |
|
HIGH |
116-065 |
|
0.618 |
115-223 |
|
0.500 |
115-172 |
|
0.382 |
115-122 |
|
LOW |
114-280 |
|
0.618 |
114-017 |
|
1.000 |
113-175 |
|
1.618 |
112-232 |
|
2.618 |
111-127 |
|
4.250 |
109-074 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-172 |
115-308 |
| PP |
115-113 |
115-203 |
| S1 |
115-054 |
115-099 |
|