ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-085 |
115-080 |
0-315 |
0.9% |
113-060 |
| High |
115-290 |
116-240 |
0-270 |
0.7% |
116-010 |
| Low |
114-015 |
114-250 |
0-235 |
0.6% |
112-210 |
| Close |
115-260 |
115-030 |
-0-230 |
-0.6% |
115-260 |
| Range |
1-275 |
1-310 |
0-035 |
5.9% |
3-120 |
| ATR |
1-081 |
1-097 |
0-016 |
4.1% |
0-000 |
| Volume |
1,963,755 |
1,980,690 |
16,935 |
0.9% |
16,277,480 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-143 |
120-077 |
116-056 |
|
| R3 |
119-153 |
118-087 |
115-203 |
|
| R2 |
117-163 |
117-163 |
115-146 |
|
| R1 |
116-097 |
116-097 |
115-088 |
115-295 |
| PP |
115-173 |
115-173 |
115-173 |
115-112 |
| S1 |
114-107 |
114-107 |
114-292 |
113-305 |
| S2 |
113-183 |
113-183 |
114-234 |
|
| S3 |
111-193 |
112-117 |
114-177 |
|
| S4 |
109-203 |
110-127 |
114-004 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-307 |
123-243 |
117-214 |
|
| R3 |
121-187 |
120-123 |
116-237 |
|
| R2 |
118-067 |
118-067 |
116-138 |
|
| R1 |
117-003 |
117-003 |
116-039 |
117-195 |
| PP |
114-267 |
114-267 |
114-267 |
115-042 |
| S1 |
113-203 |
113-203 |
115-161 |
114-075 |
| S2 |
111-147 |
111-147 |
115-062 |
|
| S3 |
108-027 |
110-083 |
114-283 |
|
| S4 |
104-227 |
106-283 |
113-306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-240 |
113-085 |
3-155 |
3.0% |
2-023 |
1.8% |
52% |
True |
False |
2,780,177 |
| 10 |
116-240 |
110-205 |
6-035 |
5.3% |
1-233 |
1.5% |
73% |
True |
False |
2,791,578 |
| 20 |
116-240 |
110-125 |
6-115 |
5.5% |
1-068 |
1.1% |
74% |
True |
False |
2,377,914 |
| 40 |
116-240 |
110-125 |
6-115 |
5.5% |
0-308 |
0.8% |
74% |
True |
False |
1,201,287 |
| 60 |
116-285 |
110-125 |
6-160 |
5.6% |
0-286 |
0.8% |
72% |
False |
False |
801,103 |
| 80 |
116-285 |
110-125 |
6-160 |
5.6% |
0-269 |
0.7% |
72% |
False |
False |
600,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-038 |
|
2.618 |
121-289 |
|
1.618 |
119-299 |
|
1.000 |
118-230 |
|
0.618 |
117-309 |
|
HIGH |
116-240 |
|
0.618 |
115-319 |
|
0.500 |
115-245 |
|
0.382 |
115-171 |
|
LOW |
114-250 |
|
0.618 |
113-181 |
|
1.000 |
112-260 |
|
1.618 |
111-191 |
|
2.618 |
109-201 |
|
4.250 |
106-132 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-245 |
115-128 |
| PP |
115-173 |
115-095 |
| S1 |
115-102 |
115-062 |
|