ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 04-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
114-290 |
115-185 |
0-215 |
0.6% |
116-055 |
| High |
115-215 |
116-090 |
0-195 |
0.5% |
116-065 |
| Low |
114-180 |
115-025 |
0-165 |
0.5% |
114-070 |
| Close |
115-145 |
116-080 |
0-255 |
0.7% |
114-295 |
| Range |
1-035 |
1-065 |
0-030 |
8.5% |
1-315 |
| ATR |
1-053 |
1-053 |
0-001 |
0.2% |
0-000 |
| Volume |
1,538,280 |
1,438,906 |
-99,374 |
-6.5% |
7,022,641 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-153 |
119-022 |
116-292 |
|
| R3 |
118-088 |
117-277 |
116-186 |
|
| R2 |
117-023 |
117-023 |
116-151 |
|
| R1 |
116-212 |
116-212 |
116-115 |
116-278 |
| PP |
115-278 |
115-278 |
115-278 |
115-311 |
| S1 |
115-147 |
115-147 |
116-045 |
115-212 |
| S2 |
114-213 |
114-213 |
116-009 |
|
| S3 |
113-148 |
114-082 |
115-294 |
|
| S4 |
112-083 |
113-017 |
115-188 |
|
|
| 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 |
116-090 |
114-070 |
2-020 |
1.8% |
0-276 |
0.7% |
98% |
True |
False |
1,460,823 |
| 10 |
117-015 |
113-260 |
3-075 |
2.8% |
1-024 |
0.9% |
75% |
False |
False |
1,582,062 |
| 20 |
117-015 |
110-205 |
6-130 |
5.5% |
1-140 |
1.2% |
88% |
False |
False |
2,175,192 |
| 40 |
117-015 |
110-125 |
6-210 |
5.7% |
1-023 |
0.9% |
88% |
False |
False |
1,633,787 |
| 60 |
117-015 |
110-125 |
6-210 |
5.7% |
0-310 |
0.8% |
88% |
False |
False |
1,090,351 |
| 80 |
117-015 |
110-125 |
6-210 |
5.7% |
0-291 |
0.8% |
88% |
False |
False |
817,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-126 |
|
2.618 |
119-138 |
|
1.618 |
118-073 |
|
1.000 |
117-155 |
|
0.618 |
117-008 |
|
HIGH |
116-090 |
|
0.618 |
115-263 |
|
0.500 |
115-218 |
|
0.382 |
115-172 |
|
LOW |
115-025 |
|
0.618 |
114-107 |
|
1.000 |
113-280 |
|
1.618 |
113-042 |
|
2.618 |
111-297 |
|
4.250 |
109-309 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-019 |
115-297 |
| PP |
115-278 |
115-193 |
| S1 |
115-218 |
115-090 |
|