ECBOT 10 Year T-Note Future September 2023
| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
116-065 |
116-290 |
0-225 |
0.6% |
116-285 |
| High |
116-315 |
117-210 |
0-215 |
0.6% |
116-285 |
| Low |
115-255 |
116-220 |
0-285 |
0.8% |
114-300 |
| Close |
116-315 |
117-105 |
0-110 |
0.3% |
115-195 |
| Range |
1-060 |
0-310 |
-0-070 |
-18.4% |
1-305 |
| ATR |
1-022 |
1-020 |
-0-002 |
-0.7% |
0-000 |
| Volume |
823 |
626 |
-197 |
-23.9% |
2,074 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-042 |
119-223 |
117-276 |
|
| R3 |
119-052 |
118-233 |
117-190 |
|
| R2 |
118-062 |
118-062 |
117-162 |
|
| R1 |
117-243 |
117-243 |
117-133 |
117-312 |
| PP |
117-072 |
117-072 |
117-072 |
117-106 |
| S1 |
116-253 |
116-253 |
117-077 |
117-002 |
| S2 |
116-082 |
116-082 |
117-048 |
|
| S3 |
115-092 |
115-263 |
117-020 |
|
| S4 |
114-102 |
114-273 |
116-254 |
|
|
| 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 |
117-210 |
114-300 |
2-230 |
2.3% |
0-282 |
0.8% |
88% |
True |
False |
509 |
| 10 |
117-250 |
114-300 |
2-270 |
2.4% |
0-292 |
0.8% |
84% |
False |
False |
380 |
| 20 |
117-250 |
111-090 |
6-160 |
5.5% |
1-125 |
1.2% |
93% |
False |
False |
210 |
| 40 |
117-250 |
110-275 |
6-295 |
5.9% |
0-269 |
0.7% |
93% |
False |
False |
172 |
| 60 |
117-250 |
110-275 |
6-295 |
5.9% |
0-195 |
0.5% |
93% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-248 |
|
2.618 |
120-062 |
|
1.618 |
119-072 |
|
1.000 |
118-200 |
|
0.618 |
118-082 |
|
HIGH |
117-210 |
|
0.618 |
117-092 |
|
0.500 |
117-055 |
|
0.382 |
117-018 |
|
LOW |
116-220 |
|
0.618 |
116-028 |
|
1.000 |
115-230 |
|
1.618 |
115-038 |
|
2.618 |
114-048 |
|
4.250 |
112-182 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
117-088 |
117-014 |
| PP |
117-072 |
116-243 |
| S1 |
117-055 |
116-152 |
|