ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-040 |
115-145 |
1-105 |
1.2% |
113-060 |
| High |
115-195 |
116-080 |
0-205 |
0.6% |
116-010 |
| Low |
113-260 |
115-010 |
1-070 |
1.1% |
112-210 |
| Close |
115-030 |
115-315 |
0-285 |
0.8% |
115-260 |
| Range |
1-255 |
1-070 |
-0-185 |
-32.2% |
3-120 |
| ATR |
1-110 |
1-107 |
-0-003 |
-0.7% |
0-000 |
| Volume |
1,836,083 |
1,893,877 |
57,794 |
3.1% |
16,277,480 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-132 |
118-293 |
116-210 |
|
| R3 |
118-062 |
117-223 |
116-102 |
|
| R2 |
116-312 |
116-312 |
116-066 |
|
| R1 |
116-153 |
116-153 |
116-031 |
116-232 |
| PP |
115-242 |
115-242 |
115-242 |
115-281 |
| S1 |
115-083 |
115-083 |
115-279 |
115-162 |
| S2 |
114-172 |
114-172 |
115-244 |
|
| S3 |
113-102 |
114-013 |
115-208 |
|
| S4 |
112-032 |
112-263 |
115-100 |
|
|
| 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 |
113-260 |
2-300 |
2.5% |
1-207 |
1.4% |
74% |
False |
False |
1,841,908 |
| 10 |
116-240 |
111-205 |
5-035 |
4.4% |
1-294 |
1.7% |
85% |
False |
False |
2,727,257 |
| 20 |
116-240 |
110-125 |
6-115 |
5.5% |
1-102 |
1.1% |
88% |
False |
False |
2,284,314 |
| 40 |
116-240 |
110-125 |
6-115 |
5.5% |
1-010 |
0.9% |
88% |
False |
False |
1,332,797 |
| 60 |
116-285 |
110-125 |
6-160 |
5.6% |
0-300 |
0.8% |
86% |
False |
False |
888,850 |
| 80 |
116-285 |
110-125 |
6-160 |
5.6% |
0-283 |
0.8% |
86% |
False |
False |
666,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-138 |
|
2.618 |
119-141 |
|
1.618 |
118-071 |
|
1.000 |
117-150 |
|
0.618 |
117-001 |
|
HIGH |
116-080 |
|
0.618 |
115-251 |
|
0.500 |
115-205 |
|
0.382 |
115-159 |
|
LOW |
115-010 |
|
0.618 |
114-089 |
|
1.000 |
113-260 |
|
1.618 |
113-019 |
|
2.618 |
111-269 |
|
4.250 |
109-272 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-278 |
115-213 |
| PP |
115-242 |
115-112 |
| S1 |
115-205 |
115-010 |
|