ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
116-285 |
115-230 |
-1-055 |
-1.0% |
116-010 |
| High |
116-285 |
115-315 |
-0-290 |
-0.8% |
117-250 |
| Low |
115-230 |
115-110 |
-0-120 |
-0.3% |
114-195 |
| Close |
115-240 |
115-135 |
-0-105 |
-0.3% |
116-280 |
| Range |
1-055 |
0-205 |
-0-170 |
-45.3% |
3-055 |
| ATR |
1-069 |
1-056 |
-0-013 |
-3.4% |
0-000 |
| Volume |
32 |
20 |
-12 |
-37.5% |
335 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-162 |
117-033 |
115-248 |
|
| R3 |
116-277 |
116-148 |
115-191 |
|
| R2 |
116-072 |
116-072 |
115-173 |
|
| R1 |
115-263 |
115-263 |
115-154 |
115-225 |
| PP |
115-187 |
115-187 |
115-187 |
115-168 |
| S1 |
115-058 |
115-058 |
115-116 |
115-020 |
| S2 |
114-302 |
114-302 |
115-097 |
|
| S3 |
114-097 |
114-173 |
115-079 |
|
| S4 |
113-212 |
113-288 |
115-022 |
|
|
| 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% |
1-054 |
1.0% |
26% |
False |
False |
59 |
| 10 |
117-250 |
113-285 |
3-285 |
3.4% |
1-182 |
1.4% |
39% |
False |
False |
52 |
| 20 |
117-250 |
110-275 |
6-295 |
6.0% |
1-097 |
1.1% |
66% |
False |
False |
166 |
| 40 |
117-250 |
110-275 |
6-295 |
6.0% |
0-237 |
0.6% |
66% |
False |
False |
84 |
| 60 |
117-250 |
110-275 |
6-295 |
6.0% |
0-173 |
0.5% |
66% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-226 |
|
2.618 |
117-212 |
|
1.618 |
117-007 |
|
1.000 |
116-200 |
|
0.618 |
116-122 |
|
HIGH |
115-315 |
|
0.618 |
115-237 |
|
0.500 |
115-212 |
|
0.382 |
115-188 |
|
LOW |
115-110 |
|
0.618 |
114-303 |
|
1.000 |
114-225 |
|
1.618 |
114-098 |
|
2.618 |
113-213 |
|
4.250 |
112-199 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-212 |
116-180 |
| PP |
115-187 |
116-058 |
| S1 |
115-161 |
115-257 |
|