ECBOT 10 Year T-Note Future September 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 |
115-055 |
115-085 |
0-030 |
0.1% |
116-285 |
| High |
115-125 |
115-245 |
0-120 |
0.3% |
116-285 |
| Low |
114-300 |
115-000 |
0-020 |
0.1% |
114-300 |
| Close |
115-080 |
115-195 |
0-115 |
0.3% |
115-195 |
| Range |
0-145 |
0-245 |
0-100 |
69.0% |
1-305 |
| ATR |
1-027 |
1-020 |
-0-007 |
-2.1% |
0-000 |
| Volume |
505 |
548 |
43 |
8.5% |
2,074 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-242 |
117-143 |
116-010 |
|
| R3 |
116-317 |
116-218 |
115-262 |
|
| R2 |
116-072 |
116-072 |
115-240 |
|
| R1 |
115-293 |
115-293 |
115-217 |
116-022 |
| PP |
115-147 |
115-147 |
115-147 |
115-171 |
| S1 |
115-048 |
115-048 |
115-173 |
115-098 |
| S2 |
114-222 |
114-222 |
115-150 |
|
| S3 |
113-297 |
114-123 |
115-128 |
|
| S4 |
113-052 |
113-198 |
115-060 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-215 |
120-190 |
116-219 |
|
| R3 |
119-230 |
118-205 |
116-047 |
|
| R2 |
117-245 |
117-245 |
115-310 |
|
| R1 |
116-220 |
116-220 |
115-252 |
116-080 |
| PP |
115-260 |
115-260 |
115-260 |
115-190 |
| S1 |
114-235 |
114-235 |
115-138 |
114-095 |
| S2 |
113-275 |
113-275 |
115-080 |
|
| S3 |
111-290 |
112-250 |
115-023 |
|
| S4 |
109-305 |
110-265 |
114-171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-285 |
114-300 |
1-305 |
1.7% |
0-231 |
0.6% |
34% |
False |
False |
414 |
| 10 |
117-250 |
114-195 |
3-055 |
2.7% |
1-031 |
0.9% |
32% |
False |
False |
240 |
| 20 |
117-250 |
111-050 |
6-200 |
5.7% |
1-100 |
1.1% |
67% |
False |
False |
138 |
| 40 |
117-250 |
110-275 |
6-295 |
6.0% |
0-249 |
0.7% |
69% |
False |
False |
135 |
| 60 |
117-250 |
110-275 |
6-295 |
6.0% |
0-178 |
0.5% |
69% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-006 |
|
2.618 |
117-246 |
|
1.618 |
117-001 |
|
1.000 |
116-170 |
|
0.618 |
116-076 |
|
HIGH |
115-245 |
|
0.618 |
115-151 |
|
0.500 |
115-122 |
|
0.382 |
115-094 |
|
LOW |
115-000 |
|
0.618 |
114-169 |
|
1.000 |
114-075 |
|
1.618 |
113-244 |
|
2.618 |
112-319 |
|
4.250 |
111-239 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-171 |
115-168 |
| PP |
115-147 |
115-140 |
| S1 |
115-122 |
115-112 |
|