ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 29-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-315 |
114-185 |
-0-130 |
-0.4% |
115-080 |
| High |
115-075 |
114-280 |
-0-115 |
-0.3% |
117-015 |
| Low |
114-170 |
114-070 |
-0-100 |
-0.3% |
113-260 |
| Close |
114-205 |
114-170 |
-0-035 |
-0.1% |
116-035 |
| Range |
0-225 |
0-210 |
-0-015 |
-6.7% |
3-075 |
| ATR |
1-094 |
1-079 |
-0-015 |
-3.5% |
0-000 |
| Volume |
1,347,202 |
1,409,929 |
62,727 |
4.7% |
9,336,622 |
|
| Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-163 |
116-057 |
114-286 |
|
| R3 |
115-273 |
115-167 |
114-228 |
|
| R2 |
115-063 |
115-063 |
114-208 |
|
| R1 |
114-277 |
114-277 |
114-189 |
114-225 |
| PP |
114-173 |
114-173 |
114-173 |
114-148 |
| S1 |
114-067 |
114-067 |
114-151 |
114-015 |
| S2 |
113-283 |
113-283 |
114-132 |
|
| S3 |
113-073 |
113-177 |
114-112 |
|
| S4 |
112-183 |
112-287 |
114-054 |
|
|
| 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 |
114-070 |
2-265 |
2.5% |
1-018 |
0.9% |
11% |
False |
True |
1,618,069 |
| 10 |
117-015 |
113-260 |
3-075 |
2.8% |
1-134 |
1.2% |
22% |
False |
False |
1,829,754 |
| 20 |
117-015 |
110-125 |
6-210 |
5.8% |
1-123 |
1.2% |
62% |
False |
False |
2,212,702 |
| 40 |
117-015 |
110-125 |
6-210 |
5.8% |
1-026 |
0.9% |
62% |
False |
False |
1,487,219 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-309 |
0.8% |
62% |
False |
False |
992,122 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-292 |
0.8% |
62% |
False |
False |
744,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-212 |
|
2.618 |
116-190 |
|
1.618 |
115-300 |
|
1.000 |
115-170 |
|
0.618 |
115-090 |
|
HIGH |
114-280 |
|
0.618 |
114-200 |
|
0.500 |
114-175 |
|
0.382 |
114-150 |
|
LOW |
114-070 |
|
0.618 |
113-260 |
|
1.000 |
113-180 |
|
1.618 |
113-050 |
|
2.618 |
112-160 |
|
4.250 |
111-138 |
|
|
| Fisher Pivots for day following 29-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-175 |
115-068 |
| PP |
114-173 |
114-315 |
| S1 |
114-172 |
114-242 |
|