ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
116-140 |
116-155 |
0-015 |
0.0% |
116-010 |
| High |
117-000 |
117-250 |
0-250 |
0.7% |
117-250 |
| Low |
115-315 |
116-155 |
0-160 |
0.4% |
114-195 |
| Close |
116-265 |
116-280 |
0-015 |
0.0% |
116-280 |
| Range |
1-005 |
1-095 |
0-090 |
27.7% |
3-055 |
| ATR |
1-069 |
1-071 |
0-002 |
0.5% |
0-000 |
| Volume |
33 |
202 |
169 |
512.1% |
335 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-300 |
120-065 |
117-188 |
|
| R3 |
119-205 |
118-290 |
117-074 |
|
| R2 |
118-110 |
118-110 |
117-036 |
|
| R1 |
117-195 |
117-195 |
116-318 |
117-312 |
| PP |
117-015 |
117-015 |
117-015 |
117-074 |
| S1 |
116-100 |
116-100 |
116-242 |
116-218 |
| S2 |
115-240 |
115-240 |
116-204 |
|
| S3 |
114-145 |
115-005 |
116-166 |
|
| S4 |
113-050 |
113-230 |
116-052 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-300 |
124-185 |
118-198 |
|
| R3 |
122-245 |
121-130 |
117-239 |
|
| R2 |
119-190 |
119-190 |
117-146 |
|
| R1 |
118-075 |
118-075 |
117-053 |
118-292 |
| PP |
116-135 |
116-135 |
116-135 |
116-244 |
| S1 |
115-020 |
115-020 |
116-187 |
115-238 |
| S2 |
113-080 |
113-080 |
116-094 |
|
| S3 |
110-025 |
111-285 |
116-001 |
|
| S4 |
106-290 |
108-230 |
115-042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-250 |
114-195 |
3-055 |
2.7% |
1-151 |
1.3% |
71% |
True |
False |
67 |
| 10 |
117-250 |
113-105 |
4-145 |
3.8% |
1-264 |
1.6% |
80% |
True |
False |
57 |
| 20 |
117-250 |
110-275 |
6-295 |
5.9% |
1-081 |
1.1% |
87% |
True |
False |
164 |
| 40 |
117-250 |
110-275 |
6-295 |
5.9% |
0-231 |
0.6% |
87% |
True |
False |
83 |
| 60 |
117-250 |
110-275 |
6-295 |
5.9% |
0-163 |
0.4% |
87% |
True |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-094 |
|
2.618 |
121-056 |
|
1.618 |
119-281 |
|
1.000 |
119-025 |
|
0.618 |
118-186 |
|
HIGH |
117-250 |
|
0.618 |
117-091 |
|
0.500 |
117-042 |
|
0.382 |
116-314 |
|
LOW |
116-155 |
|
0.618 |
115-219 |
|
1.000 |
115-060 |
|
1.618 |
114-124 |
|
2.618 |
113-029 |
|
4.250 |
110-311 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
117-042 |
116-208 |
| PP |
117-015 |
116-135 |
| S1 |
116-308 |
116-062 |
|