ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
115-185 |
116-055 |
0-190 |
0.5% |
116-055 |
| High |
116-090 |
116-300 |
0-210 |
0.6% |
116-065 |
| Low |
115-025 |
115-290 |
0-265 |
0.7% |
114-070 |
| Close |
116-080 |
116-185 |
0-105 |
0.3% |
114-295 |
| Range |
1-065 |
1-010 |
-0-055 |
-14.3% |
1-315 |
| ATR |
1-053 |
1-050 |
-0-003 |
-0.8% |
0-000 |
| Volume |
1,438,906 |
1,514,272 |
75,366 |
5.2% |
7,022,641 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-182 |
119-033 |
117-046 |
|
| R3 |
118-172 |
118-023 |
116-276 |
|
| R2 |
117-162 |
117-162 |
116-246 |
|
| R1 |
117-013 |
117-013 |
116-215 |
117-088 |
| PP |
116-152 |
116-152 |
116-152 |
116-189 |
| S1 |
116-003 |
116-003 |
116-155 |
116-078 |
| S2 |
115-142 |
115-142 |
116-124 |
|
| S3 |
114-132 |
114-313 |
116-094 |
|
| S4 |
113-122 |
113-303 |
116-004 |
|
|
| 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 |
116-300 |
114-070 |
2-230 |
2.3% |
0-300 |
0.8% |
87% |
True |
False |
1,481,692 |
| 10 |
117-015 |
114-070 |
2-265 |
2.4% |
0-319 |
0.9% |
83% |
False |
False |
1,549,880 |
| 20 |
117-015 |
110-225 |
6-110 |
5.4% |
1-143 |
1.2% |
93% |
False |
False |
2,135,943 |
| 40 |
117-015 |
110-125 |
6-210 |
5.7% |
1-026 |
0.9% |
93% |
False |
False |
1,671,331 |
| 60 |
117-015 |
110-125 |
6-210 |
5.7% |
0-312 |
0.8% |
93% |
False |
False |
1,115,579 |
| 80 |
117-015 |
110-125 |
6-210 |
5.7% |
0-292 |
0.8% |
93% |
False |
False |
836,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-102 |
|
2.618 |
119-204 |
|
1.618 |
118-194 |
|
1.000 |
117-310 |
|
0.618 |
117-184 |
|
HIGH |
116-300 |
|
0.618 |
116-174 |
|
0.500 |
116-135 |
|
0.382 |
116-096 |
|
LOW |
115-290 |
|
0.618 |
115-086 |
|
1.000 |
114-280 |
|
1.618 |
114-076 |
|
2.618 |
113-066 |
|
4.250 |
111-168 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-168 |
116-097 |
| PP |
116-152 |
116-008 |
| S1 |
116-135 |
115-240 |
|