ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-150 |
114-170 |
0-020 |
0.1% |
116-055 |
| High |
114-235 |
115-035 |
0-120 |
0.3% |
116-065 |
| Low |
114-070 |
114-090 |
0-020 |
0.1% |
114-070 |
| Close |
114-185 |
114-295 |
0-110 |
0.3% |
114-295 |
| Range |
0-165 |
0-265 |
0-100 |
60.6% |
1-315 |
| ATR |
1-062 |
1-054 |
-0-008 |
-2.2% |
0-000 |
| Volume |
1,135,333 |
1,781,669 |
646,336 |
56.9% |
7,022,641 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-082 |
116-293 |
115-121 |
|
| R3 |
116-137 |
116-028 |
115-048 |
|
| R2 |
115-192 |
115-192 |
115-024 |
|
| R1 |
115-083 |
115-083 |
114-319 |
115-138 |
| PP |
114-247 |
114-247 |
114-247 |
114-274 |
| S1 |
114-138 |
114-138 |
114-271 |
114-192 |
| S2 |
113-302 |
113-302 |
114-246 |
|
| S3 |
113-037 |
113-193 |
114-222 |
|
| S4 |
112-092 |
112-248 |
114-149 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-022 |
119-313 |
116-004 |
|
| R3 |
119-027 |
117-318 |
115-150 |
|
| R2 |
117-032 |
117-032 |
115-091 |
|
| R1 |
116-003 |
116-003 |
115-033 |
115-180 |
| PP |
115-037 |
115-037 |
115-037 |
114-285 |
| S1 |
114-008 |
114-008 |
114-237 |
113-185 |
| S2 |
113-042 |
113-042 |
114-179 |
|
| S3 |
111-047 |
112-013 |
114-120 |
|
| S4 |
109-052 |
110-018 |
113-266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-065 |
114-070 |
1-315 |
1.7% |
0-258 |
0.7% |
35% |
False |
False |
1,404,528 |
| 10 |
117-015 |
113-260 |
3-075 |
2.8% |
1-057 |
1.0% |
34% |
False |
False |
1,635,926 |
| 20 |
117-015 |
110-205 |
6-130 |
5.6% |
1-123 |
1.2% |
67% |
False |
False |
2,181,697 |
| 40 |
117-015 |
110-125 |
6-210 |
5.8% |
1-024 |
0.9% |
68% |
False |
False |
1,559,782 |
| 60 |
117-015 |
110-125 |
6-210 |
5.8% |
0-310 |
0.8% |
68% |
False |
False |
1,040,736 |
| 80 |
117-015 |
110-125 |
6-210 |
5.8% |
0-288 |
0.8% |
68% |
False |
False |
780,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-201 |
|
2.618 |
117-089 |
|
1.618 |
116-144 |
|
1.000 |
115-300 |
|
0.618 |
115-199 |
|
HIGH |
115-035 |
|
0.618 |
114-254 |
|
0.500 |
114-222 |
|
0.382 |
114-191 |
|
LOW |
114-090 |
|
0.618 |
113-246 |
|
1.000 |
113-145 |
|
1.618 |
112-301 |
|
2.618 |
112-036 |
|
4.250 |
110-244 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-271 |
114-268 |
| PP |
114-247 |
114-240 |
| S1 |
114-222 |
114-212 |
|