ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
116-155 |
116-285 |
0-130 |
0.3% |
116-010 |
| High |
117-250 |
116-285 |
-0-285 |
-0.8% |
117-250 |
| Low |
116-155 |
115-230 |
-0-245 |
-0.7% |
114-195 |
| Close |
116-280 |
115-240 |
-1-040 |
-1.0% |
116-280 |
| Range |
1-095 |
1-055 |
-0-040 |
-9.6% |
3-055 |
| ATR |
1-071 |
1-069 |
-0-001 |
-0.3% |
0-000 |
| Volume |
202 |
32 |
-170 |
-84.2% |
335 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-203 |
118-277 |
116-126 |
|
| R3 |
118-148 |
117-222 |
116-023 |
|
| R2 |
117-093 |
117-093 |
115-309 |
|
| R1 |
116-167 |
116-167 |
115-274 |
116-102 |
| PP |
116-038 |
116-038 |
116-038 |
116-006 |
| S1 |
115-112 |
115-112 |
115-206 |
115-048 |
| S2 |
114-303 |
114-303 |
115-171 |
|
| S3 |
113-248 |
114-057 |
115-137 |
|
| S4 |
112-193 |
113-002 |
115-034 |
|
|
| 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% |
1-091 |
1.1% |
36% |
False |
False |
60 |
| 10 |
117-250 |
113-285 |
3-285 |
3.4% |
1-216 |
1.4% |
48% |
False |
False |
55 |
| 20 |
117-250 |
110-275 |
6-295 |
6.0% |
1-092 |
1.1% |
71% |
False |
False |
165 |
| 40 |
117-250 |
110-275 |
6-295 |
6.0% |
0-239 |
0.6% |
71% |
False |
False |
84 |
| 60 |
117-250 |
110-275 |
6-295 |
6.0% |
0-169 |
0.5% |
71% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-279 |
|
2.618 |
119-307 |
|
1.618 |
118-252 |
|
1.000 |
118-020 |
|
0.618 |
117-197 |
|
HIGH |
116-285 |
|
0.618 |
116-142 |
|
0.500 |
116-098 |
|
0.382 |
116-053 |
|
LOW |
115-230 |
|
0.618 |
114-318 |
|
1.000 |
114-175 |
|
1.618 |
113-263 |
|
2.618 |
112-208 |
|
4.250 |
110-236 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-098 |
116-240 |
| PP |
116-038 |
116-133 |
| S1 |
115-299 |
116-027 |
|