ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 04-Jan-2023
Day Change Summary
Previous Current
03-Jan-2023 04-Jan-2023 Change Change % Previous Week
Open 108-020 108-068 0-048 0.1% 108-155
High 108-120 108-185 0-065 0.2% 108-162
Low 107-310 108-048 0-058 0.2% 107-210
Close 108-005 108-100 0-095 0.3% 107-298
Range 0-130 0-138 0-008 5.8% 0-272
ATR 0-163 0-164 0-001 0.8% 0-000
Volume 914,339 1,019,159 104,820 11.5% 2,370,032
Daily Pivots for day following 04-Jan-2023
Classic Woodie Camarilla DeMark
R4 109-203 109-129 108-176
R3 109-066 108-312 108-138
R2 108-248 108-248 108-125
R1 108-174 108-174 108-113 108-211
PP 108-111 108-111 108-111 108-129
S1 108-037 108-037 108-087 108-074
S2 107-293 107-293 108-075
S3 107-156 107-219 108-062
S4 107-018 107-082 108-024
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
5 108-185 107-210 0-295 0.9% 0-114 0.3% 71% True False 769,299
10 109-038 107-210 1-148 1.3% 0-128 0.4% 45% False False 667,048
20 109-262 107-210 2-052 2.0% 0-154 0.4% 30% False False 751,145
40 109-262 106-012 3-250 3.5% 0-173 0.5% 60% False False 729,029
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 0-022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110-129
2.618 109-225
1.618 109-087
1.000 109-002
0.618 108-270
HIGH 108-185
0.618 108-132
0.500 108-116
0.382 108-100
LOW 108-048
0.618 107-283
1.000 107-230
1.618 107-145
2.618 107-008
4.250 106-103
Fisher Pivots for day following 04-Jan-2023
Pivot 1 day 3 day
R1 108-116 108-079
PP 108-111 108-058
S1 108-105 108-038

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

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