ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
114-235 |
116-140 |
1-225 |
1.5% |
113-235 |
| High |
116-105 |
117-000 |
0-215 |
0.6% |
116-220 |
| Low |
114-195 |
115-315 |
1-120 |
1.2% |
113-105 |
| Close |
115-300 |
116-265 |
0-285 |
0.8% |
116-120 |
| Range |
1-230 |
1-005 |
-0-225 |
-40.9% |
3-115 |
| ATR |
1-072 |
1-069 |
-0-004 |
-1.0% |
0-000 |
| Volume |
11 |
33 |
22 |
200.0% |
236 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-208 |
119-082 |
117-124 |
|
| R3 |
118-203 |
118-077 |
117-034 |
|
| R2 |
117-198 |
117-198 |
117-005 |
|
| R1 |
117-072 |
117-072 |
116-295 |
117-135 |
| PP |
116-193 |
116-193 |
116-193 |
116-225 |
| S1 |
116-067 |
116-067 |
116-235 |
116-130 |
| S2 |
115-188 |
115-188 |
116-205 |
|
| S3 |
114-183 |
115-062 |
116-176 |
|
| S4 |
113-178 |
114-057 |
116-086 |
|
|
| 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% |
1-196 |
1.4% |
73% |
False |
False |
39 |
| 10 |
117-205 |
112-000 |
5-205 |
4.8% |
1-278 |
1.6% |
86% |
False |
False |
39 |
| 20 |
117-205 |
110-275 |
6-250 |
5.8% |
1-074 |
1.1% |
88% |
False |
False |
155 |
| 40 |
117-205 |
110-275 |
6-250 |
5.8% |
0-228 |
0.6% |
88% |
False |
False |
78 |
| 60 |
117-205 |
110-275 |
6-250 |
5.8% |
0-156 |
0.4% |
88% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-101 |
|
2.618 |
119-211 |
|
1.618 |
118-206 |
|
1.000 |
118-005 |
|
0.618 |
117-201 |
|
HIGH |
117-000 |
|
0.618 |
116-196 |
|
0.500 |
116-158 |
|
0.382 |
116-119 |
|
LOW |
115-315 |
|
0.618 |
115-114 |
|
1.000 |
114-310 |
|
1.618 |
114-109 |
|
2.618 |
113-104 |
|
4.250 |
111-214 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-229 |
116-156 |
| PP |
116-193 |
116-047 |
| S1 |
116-158 |
115-258 |
|