ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
115-085 |
115-160 |
0-075 |
0.2% |
116-285 |
| High |
115-245 |
116-105 |
0-180 |
0.5% |
116-285 |
| Low |
115-000 |
115-095 |
0-095 |
0.3% |
114-300 |
| Close |
115-195 |
116-055 |
0-180 |
0.5% |
115-195 |
| Range |
0-245 |
1-010 |
0-085 |
34.7% |
1-305 |
| ATR |
1-020 |
1-019 |
-0-001 |
-0.2% |
0-000 |
| Volume |
548 |
44 |
-504 |
-92.0% |
2,074 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-008 |
118-202 |
116-236 |
|
| R3 |
117-318 |
117-192 |
116-146 |
|
| R2 |
116-308 |
116-308 |
116-116 |
|
| R1 |
116-182 |
116-182 |
116-085 |
116-245 |
| PP |
115-298 |
115-298 |
115-298 |
116-010 |
| S1 |
115-172 |
115-172 |
116-025 |
115-235 |
| S2 |
114-288 |
114-288 |
115-314 |
|
| S3 |
113-278 |
114-162 |
115-284 |
|
| S4 |
112-268 |
113-152 |
115-194 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-215 |
120-190 |
116-219 |
|
| R3 |
119-230 |
118-205 |
116-047 |
|
| R2 |
117-245 |
117-245 |
115-310 |
|
| R1 |
116-220 |
116-220 |
115-252 |
116-080 |
| PP |
115-260 |
115-260 |
115-260 |
115-190 |
| S1 |
114-235 |
114-235 |
115-138 |
114-095 |
| S2 |
113-275 |
113-275 |
115-080 |
|
| S3 |
111-290 |
112-250 |
115-023 |
|
| S4 |
109-305 |
110-265 |
114-171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-105 |
114-300 |
1-125 |
1.2% |
0-222 |
0.6% |
89% |
True |
False |
417 |
| 10 |
117-250 |
114-195 |
3-055 |
2.7% |
0-316 |
0.9% |
49% |
False |
False |
238 |
| 20 |
117-250 |
111-050 |
6-200 |
5.7% |
1-108 |
1.2% |
76% |
False |
False |
139 |
| 40 |
117-250 |
110-275 |
6-295 |
6.0% |
0-257 |
0.7% |
77% |
False |
False |
136 |
| 60 |
117-250 |
110-275 |
6-295 |
6.0% |
0-184 |
0.5% |
77% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-228 |
|
2.618 |
119-009 |
|
1.618 |
117-319 |
|
1.000 |
117-115 |
|
0.618 |
116-309 |
|
HIGH |
116-105 |
|
0.618 |
115-299 |
|
0.500 |
115-260 |
|
0.382 |
115-221 |
|
LOW |
115-095 |
|
0.618 |
114-211 |
|
1.000 |
114-085 |
|
1.618 |
113-201 |
|
2.618 |
112-191 |
|
4.250 |
110-292 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-017 |
115-318 |
| PP |
115-298 |
115-260 |
| S1 |
115-260 |
115-202 |
|