ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
106-230 |
106-195 |
-0-035 |
-0.1% |
107-108 |
| High |
106-232 |
106-205 |
-0-028 |
-0.1% |
107-112 |
| Low |
106-138 |
106-068 |
-0-070 |
-0.2% |
106-102 |
| Close |
106-215 |
106-092 |
-0-122 |
-0.4% |
106-160 |
| Range |
0-095 |
0-138 |
0-042 |
44.7% |
1-010 |
| ATR |
0-164 |
0-163 |
-0-001 |
-0.7% |
0-000 |
| Volume |
70,861 |
29,838 |
-41,023 |
-57.9% |
10,891,353 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-214 |
107-131 |
106-168 |
|
| R3 |
107-077 |
106-313 |
106-130 |
|
| R2 |
106-259 |
106-259 |
106-118 |
|
| R1 |
106-176 |
106-176 |
106-105 |
106-149 |
| PP |
106-122 |
106-122 |
106-122 |
106-108 |
| S1 |
106-038 |
106-038 |
106-080 |
106-011 |
| S2 |
105-304 |
105-304 |
106-067 |
|
| S3 |
105-167 |
105-221 |
106-055 |
|
| S4 |
105-029 |
105-083 |
106-017 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-262 |
109-061 |
107-022 |
|
| R3 |
108-252 |
108-051 |
106-251 |
|
| R2 |
107-242 |
107-242 |
106-220 |
|
| R1 |
107-041 |
107-041 |
106-190 |
106-296 |
| PP |
106-232 |
106-232 |
106-232 |
106-199 |
| S1 |
106-031 |
106-031 |
106-130 |
105-286 |
| S2 |
105-222 |
105-222 |
106-100 |
|
| S3 |
104-212 |
105-021 |
106-069 |
|
| S4 |
103-202 |
104-011 |
105-298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-005 |
106-068 |
0-258 |
0.8% |
0-145 |
0.4% |
10% |
False |
True |
1,183,245 |
| 10 |
107-200 |
106-068 |
1-132 |
1.3% |
0-151 |
0.4% |
6% |
False |
True |
1,554,687 |
| 20 |
110-085 |
106-068 |
4-018 |
3.8% |
0-173 |
0.5% |
2% |
False |
True |
1,421,770 |
| 40 |
110-155 |
106-068 |
4-088 |
4.0% |
0-172 |
0.5% |
2% |
False |
True |
1,216,670 |
| 60 |
110-155 |
106-068 |
4-088 |
4.0% |
0-170 |
0.5% |
2% |
False |
True |
1,067,317 |
| 80 |
110-155 |
105-272 |
4-202 |
4.4% |
0-174 |
0.5% |
9% |
False |
False |
948,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-149 |
|
2.618 |
107-245 |
|
1.618 |
107-107 |
|
1.000 |
107-022 |
|
0.618 |
106-290 |
|
HIGH |
106-205 |
|
0.618 |
106-152 |
|
0.500 |
106-136 |
|
0.382 |
106-120 |
|
LOW |
106-068 |
|
0.618 |
105-303 |
|
1.000 |
105-250 |
|
1.618 |
105-165 |
|
2.618 |
105-028 |
|
4.250 |
104-123 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-136 |
106-154 |
| PP |
106-122 |
106-133 |
| S1 |
106-107 |
106-113 |
|