ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
115-130 |
115-055 |
-0-075 |
-0.2% |
116-010 |
| High |
115-200 |
115-125 |
-0-075 |
-0.2% |
117-250 |
| Low |
115-015 |
114-300 |
-0-035 |
-0.1% |
114-195 |
| Close |
115-075 |
115-080 |
0-005 |
0.0% |
116-280 |
| Range |
0-185 |
0-145 |
-0-040 |
-21.6% |
3-055 |
| ATR |
1-043 |
1-027 |
-0-016 |
-4.3% |
0-000 |
| Volume |
969 |
505 |
-464 |
-47.9% |
335 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-177 |
116-113 |
115-160 |
|
| R3 |
116-032 |
115-288 |
115-120 |
|
| R2 |
115-207 |
115-207 |
115-107 |
|
| R1 |
115-143 |
115-143 |
115-093 |
115-175 |
| PP |
115-062 |
115-062 |
115-062 |
115-078 |
| S1 |
114-318 |
114-318 |
115-067 |
115-030 |
| S2 |
114-237 |
114-237 |
115-053 |
|
| S3 |
114-092 |
114-173 |
115-040 |
|
| S4 |
113-267 |
114-028 |
115-000 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-300 |
124-185 |
118-198 |
|
| R3 |
122-245 |
121-130 |
117-239 |
|
| R2 |
119-190 |
119-190 |
117-146 |
|
| R1 |
118-075 |
118-075 |
117-053 |
118-292 |
| PP |
116-135 |
116-135 |
116-135 |
116-244 |
| S1 |
115-020 |
115-020 |
116-187 |
115-238 |
| S2 |
113-080 |
113-080 |
116-094 |
|
| S3 |
110-025 |
111-285 |
116-001 |
|
| S4 |
106-290 |
108-230 |
115-042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-250 |
114-300 |
2-270 |
2.5% |
0-265 |
0.7% |
11% |
False |
True |
345 |
| 10 |
117-250 |
114-195 |
3-055 |
2.8% |
1-070 |
1.1% |
20% |
False |
False |
192 |
| 20 |
117-250 |
111-005 |
6-245 |
5.9% |
1-096 |
1.1% |
63% |
False |
False |
237 |
| 40 |
117-250 |
110-275 |
6-295 |
6.0% |
0-244 |
0.7% |
63% |
False |
False |
121 |
| 60 |
117-250 |
110-275 |
6-295 |
6.0% |
0-177 |
0.5% |
63% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-101 |
|
2.618 |
116-185 |
|
1.618 |
116-040 |
|
1.000 |
115-270 |
|
0.618 |
115-215 |
|
HIGH |
115-125 |
|
0.618 |
115-070 |
|
0.500 |
115-052 |
|
0.382 |
115-035 |
|
LOW |
114-300 |
|
0.618 |
114-210 |
|
1.000 |
114-155 |
|
1.618 |
114-065 |
|
2.618 |
113-240 |
|
4.250 |
113-004 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-071 |
115-148 |
| PP |
115-062 |
115-125 |
| S1 |
115-052 |
115-102 |
|