ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 16-Mar-2023

Day Change Summary
	Previous	Current
	15-Mar-2023	16-Mar-2023	Change	Change %	Previous Week
Open	114-000	115-200	1-200	1.4%	111-205
High	116-125	116-220	0-095	0.3%	113-225
Low	113-285	114-215	0-250	0.7%	111-050
Close	115-195	114-215	-0-300	-0.8%	113-185
Range	2-160	2-005	-0-155	-19.4%	2-175
ATR	0-311	1-015	0-024	7.7%	0-000
Volume	39	32	-7	-17.9%	118

Daily Pivots for day following 16-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	121-125	120-015	115-250
R3	119-120	118-010	115-072
R2	117-115	117-115	115-013
R1	116-005	116-005	114-274	115-218
PP	115-110	115-110	115-110	115-056
S1	114-000	114-000	114-156	113-212
S2	113-105	113-105	114-097
S3	111-100	111-315	114-038
S4	109-095	109-310	113-180

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-145	119-180	114-313
R3	117-290	117-005	114-089
R2	115-115	115-115	114-014
R1	114-150	114-150	113-260	114-292
PP	112-260	112-260	112-260	113-011
S1	111-295	111-295	113-110	112-118
S2	110-085	110-085	113-036
S3	107-230	109-120	112-281
S4	105-055	106-265	112-057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-220	112-000	4-220	4.1%	2-039	1.9%	57%	True	False	39
10	116-220	111-005	5-215	4.9%	1-122	1.2%	64%	True	False	282
20	116-220	110-275	5-265	5.1%	0-278	0.8%	65%	True	False	145
40	117-000	110-275	6-045	5.4%	0-164	0.4%	62%	False	False	73

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-090
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-081
2.618	121-309
1.618	119-304
1.000	118-225
0.618	117-299
HIGH	116-220
0.618	115-294
0.500	115-218
0.382	115-141
LOW	114-215
0.618	113-136
1.000	112-210
1.618	111-131
2.618	109-126
4.250	106-034

Fisher Pivots for day following 16-Mar-2023
Pivot	1 day	3 day
R1	115-218	115-092
PP	115-110	115-027
S1	115-002	114-281

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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