ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
116-055 |
114-315 |
-1-060 |
-1.0% |
115-080 |
| High |
116-065 |
115-075 |
-0-310 |
-0.8% |
117-015 |
| Low |
114-280 |
114-170 |
-0-110 |
-0.3% |
113-260 |
| Close |
114-315 |
114-205 |
-0-110 |
-0.3% |
116-035 |
| Range |
1-105 |
0-225 |
-0-200 |
-47.1% |
3-075 |
| ATR |
1-108 |
1-094 |
-0-015 |
-3.4% |
0-000 |
| Volume |
1,348,508 |
1,347,202 |
-1,306 |
-0.1% |
9,336,622 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-292 |
116-153 |
115-009 |
|
| R3 |
116-067 |
115-248 |
114-267 |
|
| R2 |
115-162 |
115-162 |
114-246 |
|
| R1 |
115-023 |
115-023 |
114-226 |
114-300 |
| PP |
114-257 |
114-257 |
114-257 |
114-235 |
| S1 |
114-118 |
114-118 |
114-184 |
114-075 |
| S2 |
114-032 |
114-032 |
114-164 |
|
| S3 |
113-127 |
113-213 |
114-143 |
|
| S4 |
112-222 |
112-308 |
114-081 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-115 |
123-310 |
117-284 |
|
| R3 |
122-040 |
120-235 |
117-000 |
|
| R2 |
118-285 |
118-285 |
116-225 |
|
| R1 |
117-160 |
117-160 |
116-130 |
118-062 |
| PP |
115-210 |
115-210 |
115-210 |
116-001 |
| S1 |
114-085 |
114-085 |
115-260 |
114-308 |
| S2 |
112-135 |
112-135 |
115-165 |
|
| S3 |
109-060 |
111-010 |
115-070 |
|
| S4 |
105-305 |
107-255 |
114-106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-015 |
113-260 |
3-075 |
2.8% |
1-091 |
1.1% |
26% |
False |
False |
1,703,300 |
| 10 |
117-015 |
113-085 |
3-250 |
3.3% |
1-199 |
1.4% |
36% |
False |
False |
2,064,752 |
| 20 |
117-015 |
110-125 |
6-210 |
5.8% |
1-124 |
1.2% |
64% |
False |
False |
2,236,034 |
| 40 |
117-015 |
110-125 |
6-210 |
5.8% |
1-025 |
0.9% |
64% |
False |
False |
1,452,092 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-309 |
0.8% |
64% |
False |
False |
968,624 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-292 |
0.8% |
64% |
False |
False |
726,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-071 |
|
2.618 |
117-024 |
|
1.618 |
116-119 |
|
1.000 |
115-300 |
|
0.618 |
115-214 |
|
HIGH |
115-075 |
|
0.618 |
114-309 |
|
0.500 |
114-282 |
|
0.382 |
114-256 |
|
LOW |
114-170 |
|
0.618 |
114-031 |
|
1.000 |
113-265 |
|
1.618 |
113-126 |
|
2.618 |
112-221 |
|
4.250 |
111-174 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-282 |
115-252 |
| PP |
114-257 |
115-130 |
| S1 |
114-231 |
115-008 |
|