ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
114-170 |
114-290 |
0-120 |
0.3% |
116-055 |
| High |
115-035 |
115-215 |
0-180 |
0.5% |
116-065 |
| Low |
114-090 |
114-180 |
0-090 |
0.2% |
114-070 |
| Close |
114-295 |
115-145 |
0-170 |
0.5% |
114-295 |
| Range |
0-265 |
1-035 |
0-090 |
34.0% |
1-315 |
| ATR |
1-054 |
1-053 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,781,669 |
1,538,280 |
-243,389 |
-13.7% |
7,022,641 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-178 |
118-037 |
116-020 |
|
| R3 |
117-143 |
117-002 |
115-243 |
|
| R2 |
116-108 |
116-108 |
115-210 |
|
| R1 |
115-287 |
115-287 |
115-178 |
116-038 |
| PP |
115-073 |
115-073 |
115-073 |
115-109 |
| S1 |
114-252 |
114-252 |
115-112 |
115-002 |
| S2 |
114-038 |
114-038 |
115-080 |
|
| S3 |
113-003 |
113-217 |
115-047 |
|
| S4 |
111-288 |
112-182 |
114-270 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-022 |
119-313 |
116-004 |
|
| R3 |
119-027 |
117-318 |
115-150 |
|
| R2 |
117-032 |
117-032 |
115-091 |
|
| R1 |
116-003 |
116-003 |
115-033 |
115-180 |
| PP |
115-037 |
115-037 |
115-037 |
114-285 |
| S1 |
114-008 |
114-008 |
114-237 |
113-185 |
| S2 |
113-042 |
113-042 |
114-179 |
|
| S3 |
111-047 |
112-013 |
114-120 |
|
| S4 |
109-052 |
110-018 |
113-266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-215 |
114-070 |
1-145 |
1.3% |
0-244 |
0.7% |
85% |
True |
False |
1,442,482 |
| 10 |
117-015 |
113-260 |
3-075 |
2.8% |
1-030 |
0.9% |
51% |
False |
False |
1,591,685 |
| 20 |
117-015 |
110-205 |
6-130 |
5.5% |
1-131 |
1.2% |
75% |
False |
False |
2,191,632 |
| 40 |
117-015 |
110-125 |
6-210 |
5.8% |
1-021 |
0.9% |
76% |
False |
False |
1,598,076 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-312 |
0.8% |
76% |
False |
False |
1,066,370 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-291 |
0.8% |
76% |
False |
False |
799,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-124 |
|
2.618 |
118-184 |
|
1.618 |
117-149 |
|
1.000 |
116-250 |
|
0.618 |
116-114 |
|
HIGH |
115-215 |
|
0.618 |
115-079 |
|
0.500 |
115-038 |
|
0.382 |
114-316 |
|
LOW |
114-180 |
|
0.618 |
113-281 |
|
1.000 |
113-145 |
|
1.618 |
112-246 |
|
2.618 |
111-211 |
|
4.250 |
109-271 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-109 |
115-091 |
| PP |
115-073 |
115-037 |
| S1 |
115-038 |
114-302 |
|