ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 29-Dec-2022
Day Change Summary
Previous Current
28-Dec-2022 29-Dec-2022 Change Change % Previous Week
Open 108-030 107-305 -0-045 -0.1% 109-148
High 108-068 108-038 -0-030 -0.1% 109-150
Low 107-282 107-288 0-005 0.0% 108-122
Close 107-298 108-005 0-028 0.1% 108-140
Range 0-105 0-070 -0-035 -33.3% 1-028
ATR 0-174 0-167 -0-007 -4.3% 0-000
Volume 573,907 525,701 -48,206 -8.4% 2,862,793
Daily Pivots for day following 29-Dec-2022
Classic Woodie Camarilla DeMark
R4 108-213 108-179 108-044
R3 108-143 108-109 108-024
R2 108-073 108-073 108-018
R1 108-039 108-039 108-011 108-056
PP 108-003 108-003 108-003 108-012
S1 107-289 107-289 107-319 107-306
S2 107-253 107-253 107-312
S3 107-183 107-219 107-306
S4 107-113 107-149 107-286
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
5 109-005 107-282 1-042 1.0% 0-115 0.3% 12% False False 512,253
10 109-198 107-282 1-235 1.6% 0-133 0.4% 8% False False 606,312
20 109-262 107-282 1-300 1.8% 0-168 0.5% 7% False False 791,948
40 109-262 105-272 3-310 3.7% 0-178 0.5% 55% False False 660,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 109-015
2.618 108-221
1.618 108-151
1.000 108-108
0.618 108-081
HIGH 108-038
0.618 108-011
0.500 108-002
0.382 107-314
LOW 107-288
0.618 107-244
1.000 107-218
1.618 107-174
2.618 107-104
4.250 106-310
Fisher Pivots for day following 29-Dec-2022
Pivot 1 day 3 day
R1 108-004 108-062
PP 108-003 108-043
S1 108-002 108-024

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

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