ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 03-Jan-2023
Day Change Summary
Previous Current
30-Dec-2022 03-Jan-2023 Change Change % Previous Week
Open 108-018 108-020 0-002 0.0% 108-155
High 108-020 108-120 0-100 0.3% 108-162
Low 107-210 107-310 0-100 0.3% 107-210
Close 107-298 108-005 0-028 0.1% 107-298
Range 0-130 0-130 0-000 0.0% 0-272
ATR 0-164 0-163 -0-002 -0.9% 0-000
Volume 813,390 914,339 100,949 12.4% 2,370,032
Daily Pivots for day following 03-Jan-2023
Classic Woodie Camarilla DeMark
R4 109-108 109-027 108-076
R3 108-298 108-217 108-041
R2 108-168 108-168 108-029
R1 108-087 108-087 108-017 108-062
PP 108-038 108-038 108-038 108-026
S1 107-277 107-277 107-313 107-252
S2 107-228 107-228 107-301
S3 107-098 107-147 107-289
S4 106-288 107-017 107-254
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
5 108-162 107-210 0-272 0.8% 0-122 0.4% 42% False False 656,874
10 109-150 107-210 1-260 1.7% 0-129 0.4% 20% False False 614,716
20 109-262 107-210 2-052 2.0% 0-157 0.5% 17% False False 744,788
40 109-262 105-272 3-310 3.7% 0-175 0.5% 55% False False 703,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0-020
Fibonacci Retracements and Extensions
4.250 110-032
2.618 109-140
1.618 109-010
1.000 108-250
0.618 108-200
HIGH 108-120
0.618 108-070
0.500 108-055
0.382 108-040
LOW 107-310
0.618 107-230
1.000 107-180
1.618 107-100
2.618 106-290
4.250 106-078
Fisher Pivots for day following 03-Jan-2023
Pivot 1 day 3 day
R1 108-055 108-005
PP 108-038 108-005
S1 108-022 108-005

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

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