ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-200 |
116-010 |
1-130 |
1.2% |
113-235 |
| High |
116-200 |
117-205 |
1-005 |
0.9% |
116-220 |
| Low |
114-200 |
115-170 |
0-290 |
0.8% |
113-105 |
| Close |
116-120 |
115-235 |
-0-205 |
-0.6% |
116-120 |
| Range |
2-000 |
2-035 |
0-035 |
5.5% |
3-115 |
| ATR |
1-037 |
1-060 |
0-023 |
6.4% |
0-000 |
| Volume |
63 |
65 |
2 |
3.2% |
236 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-202 |
121-093 |
116-286 |
|
| R3 |
120-167 |
119-058 |
116-101 |
|
| R2 |
118-132 |
118-132 |
116-039 |
|
| R1 |
117-023 |
117-023 |
115-297 |
116-220 |
| PP |
116-097 |
116-097 |
116-097 |
116-035 |
| S1 |
114-308 |
114-308 |
115-173 |
114-185 |
| S2 |
114-062 |
114-062 |
115-111 |
|
| S3 |
112-027 |
112-273 |
115-049 |
|
| S4 |
109-312 |
110-238 |
114-184 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-173 |
124-102 |
118-071 |
|
| R3 |
122-058 |
120-307 |
117-096 |
|
| R2 |
118-263 |
118-263 |
116-317 |
|
| R1 |
117-192 |
117-192 |
116-219 |
118-068 |
| PP |
115-148 |
115-148 |
115-148 |
115-246 |
| S1 |
114-077 |
114-077 |
116-021 |
114-272 |
| S2 |
112-033 |
112-033 |
115-243 |
|
| S3 |
108-238 |
110-282 |
115-144 |
|
| S4 |
105-123 |
107-167 |
114-169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-205 |
113-285 |
3-240 |
3.2% |
2-022 |
1.8% |
49% |
True |
False |
51 |
| 10 |
117-205 |
111-050 |
6-155 |
5.6% |
1-220 |
1.5% |
71% |
True |
False |
39 |
| 20 |
117-205 |
110-275 |
6-250 |
5.9% |
1-024 |
0.9% |
72% |
True |
False |
152 |
| 40 |
117-205 |
110-275 |
6-250 |
5.9% |
0-196 |
0.5% |
72% |
True |
False |
77 |
| 60 |
117-205 |
110-275 |
6-250 |
5.9% |
0-135 |
0.4% |
72% |
True |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-194 |
|
2.618 |
123-052 |
|
1.618 |
121-017 |
|
1.000 |
119-240 |
|
0.618 |
118-302 |
|
HIGH |
117-205 |
|
0.618 |
116-267 |
|
0.500 |
116-188 |
|
0.382 |
116-108 |
|
LOW |
115-170 |
|
0.618 |
114-073 |
|
1.000 |
113-135 |
|
1.618 |
112-038 |
|
2.618 |
110-003 |
|
4.250 |
106-181 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-188 |
116-042 |
| PP |
116-097 |
116-000 |
| S1 |
116-006 |
115-278 |
|