ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
111-295 |
111-120 |
-0-175 |
-0.5% |
112-160 |
| High |
112-030 |
111-255 |
-0-095 |
-0.3% |
112-165 |
| Low |
111-045 |
111-060 |
0-015 |
0.0% |
111-045 |
| Close |
111-130 |
111-195 |
0-065 |
0.2% |
111-130 |
| Range |
0-305 |
0-195 |
-0-110 |
-36.1% |
1-120 |
| ATR |
0-249 |
0-245 |
-0-004 |
-1.6% |
0-000 |
| Volume |
2,181,226 |
1,447,506 |
-733,720 |
-33.6% |
9,318,323 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-115 |
113-030 |
111-302 |
|
| R3 |
112-240 |
112-155 |
111-249 |
|
| R2 |
112-045 |
112-045 |
111-231 |
|
| R1 |
111-280 |
111-280 |
111-213 |
112-002 |
| PP |
111-170 |
111-170 |
111-170 |
111-191 |
| S1 |
111-085 |
111-085 |
111-177 |
111-128 |
| S2 |
110-295 |
110-295 |
111-159 |
|
| S3 |
110-100 |
110-210 |
111-141 |
|
| S4 |
109-225 |
110-015 |
111-088 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-260 |
114-315 |
112-052 |
|
| R3 |
114-140 |
113-195 |
111-251 |
|
| R2 |
113-020 |
113-020 |
111-211 |
|
| R1 |
112-075 |
112-075 |
111-170 |
111-308 |
| PP |
111-220 |
111-220 |
111-220 |
111-176 |
| S1 |
110-275 |
110-275 |
111-090 |
110-188 |
| S2 |
110-100 |
110-100 |
111-049 |
|
| S3 |
108-300 |
109-155 |
111-009 |
|
| S4 |
107-180 |
108-035 |
110-208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-165 |
111-045 |
1-120 |
1.2% |
0-246 |
0.7% |
34% |
False |
False |
2,153,165 |
| 10 |
114-025 |
111-045 |
2-300 |
2.6% |
0-250 |
0.7% |
16% |
False |
False |
1,115,226 |
| 20 |
116-190 |
111-045 |
5-145 |
4.9% |
0-247 |
0.7% |
9% |
False |
False |
562,154 |
| 40 |
116-285 |
111-045 |
5-240 |
5.2% |
0-240 |
0.7% |
8% |
False |
False |
281,834 |
| 60 |
116-285 |
111-045 |
5-240 |
5.2% |
0-244 |
0.7% |
8% |
False |
False |
187,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-124 |
|
2.618 |
113-126 |
|
1.618 |
112-251 |
|
1.000 |
112-130 |
|
0.618 |
112-056 |
|
HIGH |
111-255 |
|
0.618 |
111-181 |
|
0.500 |
111-158 |
|
0.382 |
111-134 |
|
LOW |
111-060 |
|
0.618 |
110-259 |
|
1.000 |
110-185 |
|
1.618 |
110-064 |
|
2.618 |
109-189 |
|
4.250 |
108-191 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-182 |
111-198 |
| PP |
111-170 |
111-197 |
| S1 |
111-158 |
111-196 |
|