ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 04-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
115-160 |
116-065 |
0-225 |
0.6% |
116-285 |
| High |
116-105 |
116-315 |
0-210 |
0.6% |
116-285 |
| Low |
115-095 |
115-255 |
0-160 |
0.4% |
114-300 |
| Close |
116-055 |
116-315 |
0-260 |
0.7% |
115-195 |
| Range |
1-010 |
1-060 |
0-050 |
15.2% |
1-305 |
| ATR |
1-019 |
1-022 |
0-003 |
0.9% |
0-000 |
| Volume |
44 |
823 |
779 |
1,770.5% |
2,074 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-048 |
119-242 |
117-204 |
|
| R3 |
118-308 |
118-182 |
117-100 |
|
| R2 |
117-248 |
117-248 |
117-065 |
|
| R1 |
117-122 |
117-122 |
117-030 |
117-185 |
| PP |
116-188 |
116-188 |
116-188 |
116-220 |
| S1 |
116-062 |
116-062 |
116-280 |
116-125 |
| S2 |
115-128 |
115-128 |
116-245 |
|
| S3 |
114-068 |
115-002 |
116-210 |
|
| S4 |
113-008 |
113-262 |
116-106 |
|
|
| 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 |
116-315 |
114-300 |
2-015 |
1.7% |
0-257 |
0.7% |
100% |
True |
False |
577 |
| 10 |
117-250 |
114-195 |
3-055 |
2.7% |
0-316 |
0.8% |
75% |
False |
False |
318 |
| 20 |
117-250 |
111-050 |
6-200 |
5.7% |
1-120 |
1.2% |
88% |
False |
False |
179 |
| 40 |
117-250 |
110-275 |
6-295 |
5.9% |
0-265 |
0.7% |
88% |
False |
False |
156 |
| 60 |
117-250 |
110-275 |
6-295 |
5.9% |
0-190 |
0.5% |
88% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-010 |
|
2.618 |
120-030 |
|
1.618 |
118-290 |
|
1.000 |
118-055 |
|
0.618 |
117-230 |
|
HIGH |
116-315 |
|
0.618 |
116-170 |
|
0.500 |
116-125 |
|
0.382 |
116-080 |
|
LOW |
115-255 |
|
0.618 |
115-020 |
|
1.000 |
114-195 |
|
1.618 |
113-280 |
|
2.618 |
112-220 |
|
4.250 |
110-240 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-252 |
116-209 |
| PP |
116-188 |
116-103 |
| S1 |
116-125 |
115-318 |
|