ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 27-Dec-2022
Day Change Summary
Previous Current
23-Dec-2022 27-Dec-2022 Change Change % Previous Week
Open 108-222 108-155 -0-068 -0.2% 109-148
High 108-238 108-162 -0-075 -0.2% 109-150
Low 108-122 107-305 -0-138 -0.4% 108-122
Close 108-140 107-315 -0-145 -0.4% 108-140
Range 0-115 0-178 0-062 54.3% 1-028
ATR 0-180 0-180 0-000 -0.1% 0-000
Volume 500,512 457,034 -43,478 -8.7% 2,862,793
Daily Pivots for day following 27-Dec-2022
Classic Woodie Camarilla DeMark
R4 109-260 109-145 108-093
R3 109-082 108-288 108-044
R2 108-225 108-225 108-028
R1 108-110 108-110 108-011 108-079
PP 108-048 108-048 108-048 108-032
S1 107-252 107-252 107-299 107-221
S2 107-190 107-190 107-282
S3 107-012 107-075 107-266
S4 106-155 106-218 107-217
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 112-007 111-101 109-011
R3 110-299 110-073 108-236
R2 109-272 109-272 108-204
R1 109-046 109-046 108-172 108-305
PP 108-244 108-244 108-244 108-214
S1 108-018 108-018 108-108 107-278
S2 107-217 107-217 108-076
S3 106-189 106-311 108-044
S4 105-162 105-283 107-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-038 107-305 1-052 1.1% 0-142 0.4% 3% False True 564,798
10 109-262 107-305 1-278 1.7% 0-170 0.5% 2% False True 747,154
20 109-262 107-245 2-018 1.9% 0-186 0.5% 11% False False 878,605
40 109-262 105-272 3-310 3.7% 0-183 0.5% 54% False False 633,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 110-277
2.618 109-307
1.618 109-130
1.000 109-020
0.618 108-272
HIGH 108-162
0.618 108-095
0.500 108-074
0.382 108-053
LOW 107-305
0.618 107-195
1.000 107-128
1.618 107-018
2.618 106-160
4.250 105-191
Fisher Pivots for day following 27-Dec-2022
Pivot 1 day 3 day
R1 108-074 108-155
PP 108-048 108-102
S1 108-021 108-048

These figures are updated between 7pm and 10pm EST after a trading day.

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