ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 30-Dec-2022
Day Change Summary
Previous Current
29-Dec-2022 30-Dec-2022 Change Change % Previous Week
Open 107-305 108-018 0-032 0.1% 108-155
High 108-038 108-020 -0-018 -0.1% 108-162
Low 107-288 107-210 -0-078 -0.2% 107-210
Close 108-005 107-298 -0-028 -0.1% 107-298
Range 0-070 0-130 0-060 85.7% 0-272
ATR 0-167 0-164 -0-003 -1.6% 0-000
Volume 525,701 813,390 287,689 54.7% 2,370,032
Daily Pivots for day following 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 109-032 108-295 108-049
R3 108-222 108-165 108-013
R2 108-092 108-092 108-001
R1 108-035 108-035 107-309 107-319
PP 107-282 107-282 107-282 107-264
S1 107-225 107-225 107-286 107-189
S2 107-152 107-152 107-274
S3 107-022 107-095 107-262
S4 106-212 106-285 107-226
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 110-188 110-035 108-127
R3 109-235 109-082 108-052
R2 108-282 108-282 108-027
R1 108-130 108-130 108-002 108-070
PP 108-010 108-010 108-010 107-300
S1 107-178 107-178 107-273 107-118
S2 107-058 107-058 107-248
S3 106-105 106-225 107-223
S4 105-152 105-272 107-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-238 107-210 1-028 1.0% 0-120 0.3% 25% False True 574,108
10 109-198 107-210 1-308 1.8% 0-134 0.4% 14% False True 597,259
20 109-262 107-210 2-052 2.0% 0-165 0.5% 13% False True 768,613
40 109-262 105-272 3-310 3.7% 0-175 0.5% 52% False False 680,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109-252
2.618 109-040
1.618 108-230
1.000 108-150
0.618 108-100
HIGH 108-020
0.618 107-290
0.500 107-275
0.382 107-260
LOW 107-210
0.618 107-130
1.000 107-080
1.618 107-000
2.618 106-190
4.250 105-298
Fisher Pivots for day following 30-Dec-2022
Pivot 1 day 3 day
R1 107-290 107-299
PP 107-282 107-298
S1 107-275 107-298

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

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