ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
111-220 |
111-295 |
0-075 |
0.2% |
112-160 |
| High |
112-015 |
112-030 |
0-015 |
0.0% |
112-165 |
| Low |
111-100 |
111-045 |
-0-055 |
-0.2% |
111-045 |
| Close |
111-305 |
111-130 |
-0-175 |
-0.5% |
111-130 |
| Range |
0-235 |
0-305 |
0-070 |
29.8% |
1-120 |
| ATR |
0-245 |
0-249 |
0-004 |
1.7% |
0-000 |
| Volume |
3,164,770 |
2,181,226 |
-983,544 |
-31.1% |
9,318,323 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-130 |
113-275 |
111-298 |
|
| R3 |
113-145 |
112-290 |
111-214 |
|
| R2 |
112-160 |
112-160 |
111-186 |
|
| R1 |
111-305 |
111-305 |
111-158 |
111-240 |
| PP |
111-175 |
111-175 |
111-175 |
111-142 |
| S1 |
111-000 |
111-000 |
111-102 |
110-255 |
| S2 |
110-190 |
110-190 |
111-074 |
|
| S3 |
109-205 |
110-015 |
111-046 |
|
| S4 |
108-220 |
109-030 |
110-282 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-260 |
114-315 |
112-052 |
|
| R3 |
114-140 |
113-195 |
111-251 |
|
| R2 |
113-020 |
113-020 |
111-211 |
|
| R1 |
112-075 |
112-075 |
111-170 |
111-308 |
| PP |
111-220 |
111-220 |
111-220 |
111-176 |
| S1 |
110-275 |
110-275 |
111-090 |
110-188 |
| S2 |
110-100 |
110-100 |
111-049 |
|
| S3 |
108-300 |
109-155 |
111-009 |
|
| S4 |
107-180 |
108-035 |
110-208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-180 |
111-045 |
1-135 |
1.3% |
0-260 |
0.7% |
19% |
False |
True |
1,892,558 |
| 10 |
114-025 |
111-045 |
2-300 |
2.6% |
0-249 |
0.7% |
9% |
False |
True |
971,372 |
| 20 |
116-190 |
111-045 |
5-145 |
4.9% |
0-244 |
0.7% |
5% |
False |
True |
489,901 |
| 40 |
116-285 |
111-045 |
5-240 |
5.2% |
0-240 |
0.7% |
5% |
False |
True |
245,648 |
| 60 |
116-285 |
111-045 |
5-240 |
5.2% |
0-242 |
0.7% |
5% |
False |
True |
163,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-046 |
|
2.618 |
114-188 |
|
1.618 |
113-203 |
|
1.000 |
113-015 |
|
0.618 |
112-218 |
|
HIGH |
112-030 |
|
0.618 |
111-233 |
|
0.500 |
111-198 |
|
0.382 |
111-162 |
|
LOW |
111-045 |
|
0.618 |
110-177 |
|
1.000 |
110-060 |
|
1.618 |
109-192 |
|
2.618 |
108-207 |
|
4.250 |
107-029 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-198 |
111-198 |
| PP |
111-175 |
111-175 |
| S1 |
111-152 |
111-152 |
|