ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 08-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
111-030 |
110-315 |
-0-035 |
-0.1% |
111-120 |
| High |
111-130 |
111-145 |
0-015 |
0.0% |
111-255 |
| Low |
110-235 |
110-205 |
-0-030 |
-0.1% |
110-125 |
| Close |
110-305 |
110-295 |
-0-010 |
0.0% |
111-030 |
| Range |
0-215 |
0-260 |
0-045 |
20.9% |
1-130 |
| ATR |
0-232 |
0-234 |
0-002 |
0.9% |
0-000 |
| Volume |
1,767,698 |
2,299,251 |
531,553 |
30.1% |
8,984,582 |
|
| Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-142 |
112-318 |
111-118 |
|
| R3 |
112-202 |
112-058 |
111-046 |
|
| R2 |
111-262 |
111-262 |
111-023 |
|
| R1 |
111-118 |
111-118 |
110-319 |
111-060 |
| PP |
111-002 |
111-002 |
111-002 |
110-292 |
| S1 |
110-178 |
110-178 |
110-271 |
110-120 |
| S2 |
110-062 |
110-062 |
110-247 |
|
| S3 |
109-122 |
109-238 |
110-224 |
|
| S4 |
108-182 |
108-298 |
110-152 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-100 |
114-195 |
111-278 |
|
| R3 |
113-290 |
113-065 |
111-154 |
|
| R2 |
112-160 |
112-160 |
111-112 |
|
| R1 |
111-255 |
111-255 |
111-071 |
111-142 |
| PP |
111-030 |
111-030 |
111-030 |
110-294 |
| S1 |
110-125 |
110-125 |
110-309 |
110-012 |
| S2 |
109-220 |
109-220 |
110-268 |
|
| S3 |
108-090 |
108-315 |
110-226 |
|
| S4 |
106-280 |
107-185 |
110-102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-170 |
110-125 |
1-045 |
1.0% |
0-218 |
0.6% |
47% |
False |
False |
1,788,729 |
| 10 |
112-030 |
110-125 |
1-225 |
1.5% |
0-222 |
0.6% |
31% |
False |
False |
1,973,711 |
| 20 |
114-115 |
110-125 |
3-310 |
3.6% |
0-228 |
0.6% |
13% |
False |
False |
1,206,718 |
| 40 |
116-285 |
110-125 |
6-160 |
5.9% |
0-236 |
0.7% |
8% |
False |
False |
605,398 |
| 60 |
116-285 |
110-125 |
6-160 |
5.9% |
0-235 |
0.7% |
8% |
False |
False |
403,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-290 |
|
2.618 |
113-186 |
|
1.618 |
112-246 |
|
1.000 |
112-085 |
|
0.618 |
111-306 |
|
HIGH |
111-145 |
|
0.618 |
111-046 |
|
0.500 |
111-015 |
|
0.382 |
110-304 |
|
LOW |
110-205 |
|
0.618 |
110-044 |
|
1.000 |
109-265 |
|
1.618 |
109-104 |
|
2.618 |
108-164 |
|
4.250 |
107-060 |
|
|
| Fisher Pivots for day following 08-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-015 |
111-028 |
| PP |
111-002 |
111-010 |
| S1 |
110-308 |
110-312 |
|