ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-185 |
114-150 |
-0-035 |
-0.1% |
115-080 |
| High |
114-280 |
114-235 |
-0-045 |
-0.1% |
117-015 |
| Low |
114-070 |
114-070 |
0-000 |
0.0% |
113-260 |
| Close |
114-170 |
114-185 |
0-015 |
0.0% |
116-035 |
| Range |
0-210 |
0-165 |
-0-045 |
-21.4% |
3-075 |
| ATR |
1-079 |
1-062 |
-0-017 |
-4.2% |
0-000 |
| Volume |
1,409,929 |
1,135,333 |
-274,596 |
-19.5% |
9,336,622 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-018 |
115-267 |
114-276 |
|
| R3 |
115-173 |
115-102 |
114-230 |
|
| R2 |
115-008 |
115-008 |
114-215 |
|
| R1 |
114-257 |
114-257 |
114-200 |
114-292 |
| PP |
114-163 |
114-163 |
114-163 |
114-181 |
| S1 |
114-092 |
114-092 |
114-170 |
114-128 |
| S2 |
113-318 |
113-318 |
114-155 |
|
| S3 |
113-153 |
113-247 |
114-140 |
|
| S4 |
112-308 |
113-082 |
114-094 |
|
|
| 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 |
114-070 |
2-265 |
2.5% |
0-293 |
0.8% |
13% |
False |
True |
1,466,361 |
| 10 |
117-015 |
113-260 |
3-075 |
2.8% |
1-090 |
1.1% |
24% |
False |
False |
1,654,134 |
| 20 |
117-015 |
110-155 |
6-180 |
5.7% |
1-120 |
1.2% |
62% |
False |
False |
2,171,305 |
| 40 |
117-015 |
110-125 |
6-210 |
5.8% |
1-022 |
0.9% |
63% |
False |
False |
1,515,408 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-308 |
0.8% |
63% |
False |
False |
1,011,042 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-288 |
0.8% |
63% |
False |
False |
758,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-296 |
|
2.618 |
116-027 |
|
1.618 |
115-182 |
|
1.000 |
115-080 |
|
0.618 |
115-017 |
|
HIGH |
114-235 |
|
0.618 |
114-172 |
|
0.500 |
114-152 |
|
0.382 |
114-133 |
|
LOW |
114-070 |
|
0.618 |
113-288 |
|
1.000 |
113-225 |
|
1.618 |
113-123 |
|
2.618 |
112-278 |
|
4.250 |
112-009 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-174 |
114-232 |
| PP |
114-163 |
114-217 |
| S1 |
114-152 |
114-201 |
|