ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
115-175 |
114-235 |
-0-260 |
-0.7% |
113-235 |
| High |
116-000 |
116-105 |
0-105 |
0.3% |
116-220 |
| Low |
114-250 |
114-195 |
-0-055 |
-0.1% |
113-105 |
| Close |
114-250 |
115-300 |
1-050 |
1.0% |
116-120 |
| Range |
1-070 |
1-230 |
0-160 |
41.0% |
3-115 |
| ATR |
1-060 |
1-072 |
0-012 |
3.2% |
0-000 |
| Volume |
24 |
11 |
-13 |
-54.2% |
236 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-250 |
120-025 |
116-282 |
|
| R3 |
119-020 |
118-115 |
116-131 |
|
| R2 |
117-110 |
117-110 |
116-081 |
|
| R1 |
116-205 |
116-205 |
116-030 |
116-318 |
| PP |
115-200 |
115-200 |
115-200 |
115-256 |
| S1 |
114-295 |
114-295 |
115-250 |
115-088 |
| S2 |
113-290 |
113-290 |
115-199 |
|
| S3 |
112-060 |
113-065 |
115-149 |
|
| S4 |
110-150 |
111-155 |
114-318 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-173 |
124-102 |
118-071 |
|
| R3 |
122-058 |
120-307 |
117-096 |
|
| R2 |
118-263 |
118-263 |
116-317 |
|
| R1 |
117-192 |
117-192 |
116-219 |
118-068 |
| PP |
115-148 |
115-148 |
115-148 |
115-246 |
| S1 |
114-077 |
114-077 |
116-021 |
114-272 |
| S2 |
112-033 |
112-033 |
115-243 |
|
| S3 |
108-238 |
110-282 |
115-144 |
|
| S4 |
105-123 |
107-167 |
114-169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-205 |
114-195 |
3-010 |
2.6% |
1-260 |
1.6% |
44% |
False |
True |
39 |
| 10 |
117-205 |
111-090 |
6-115 |
5.5% |
1-279 |
1.6% |
73% |
False |
False |
39 |
| 20 |
117-205 |
110-275 |
6-250 |
5.8% |
1-066 |
1.0% |
75% |
False |
False |
153 |
| 40 |
117-205 |
110-275 |
6-250 |
5.8% |
0-220 |
0.6% |
75% |
False |
False |
77 |
| 60 |
117-205 |
110-275 |
6-250 |
5.8% |
0-151 |
0.4% |
75% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-202 |
|
2.618 |
120-265 |
|
1.618 |
119-035 |
|
1.000 |
118-015 |
|
0.618 |
117-125 |
|
HIGH |
116-105 |
|
0.618 |
115-215 |
|
0.500 |
115-150 |
|
0.382 |
115-085 |
|
LOW |
114-195 |
|
0.618 |
113-175 |
|
1.000 |
112-285 |
|
1.618 |
111-265 |
|
2.618 |
110-035 |
|
4.250 |
107-098 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-250 |
116-040 |
| PP |
115-200 |
116-020 |
| S1 |
115-150 |
116-000 |
|