ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
116-010 |
115-175 |
-0-155 |
-0.4% |
113-235 |
| High |
117-205 |
116-000 |
-1-205 |
-1.4% |
116-220 |
| Low |
115-170 |
114-250 |
-0-240 |
-0.6% |
113-105 |
| Close |
115-235 |
114-250 |
-0-305 |
-0.8% |
116-120 |
| Range |
2-035 |
1-070 |
-0-285 |
-42.2% |
3-115 |
| ATR |
1-060 |
1-060 |
0-001 |
0.2% |
0-000 |
| Volume |
65 |
24 |
-41 |
-63.1% |
236 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-270 |
118-010 |
115-144 |
|
| R3 |
117-200 |
116-260 |
115-037 |
|
| R2 |
116-130 |
116-130 |
115-002 |
|
| R1 |
115-190 |
115-190 |
114-286 |
115-125 |
| PP |
115-060 |
115-060 |
115-060 |
115-028 |
| S1 |
114-120 |
114-120 |
114-214 |
114-055 |
| S2 |
113-310 |
113-310 |
114-178 |
|
| S3 |
112-240 |
113-050 |
114-143 |
|
| S4 |
111-170 |
111-300 |
114-036 |
|
|
| 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 |
3.3% |
1-310 |
1.7% |
24% |
False |
False |
44 |
| 10 |
117-205 |
111-050 |
6-155 |
5.6% |
1-244 |
1.5% |
56% |
False |
False |
40 |
| 20 |
117-205 |
110-275 |
6-250 |
5.9% |
1-043 |
1.0% |
58% |
False |
False |
153 |
| 40 |
117-205 |
110-275 |
6-250 |
5.9% |
0-206 |
0.6% |
58% |
False |
False |
77 |
| 60 |
117-205 |
110-275 |
6-250 |
5.9% |
0-142 |
0.4% |
58% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-058 |
|
2.618 |
119-061 |
|
1.618 |
117-311 |
|
1.000 |
117-070 |
|
0.618 |
116-241 |
|
HIGH |
116-000 |
|
0.618 |
115-171 |
|
0.500 |
115-125 |
|
0.382 |
115-079 |
|
LOW |
114-250 |
|
0.618 |
114-009 |
|
1.000 |
113-180 |
|
1.618 |
112-259 |
|
2.618 |
111-189 |
|
4.250 |
109-192 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-125 |
116-042 |
| PP |
115-060 |
115-218 |
| S1 |
114-315 |
115-074 |
|