ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 05-Jan-2023
Day Change Summary
Previous Current
04-Jan-2023 05-Jan-2023 Change Change % Previous Week
Open 108-068 108-135 0-068 0.2% 108-155
High 108-185 108-140 -0-045 -0.1% 108-162
Low 108-048 107-262 -0-105 -0.3% 107-210
Close 108-100 108-045 -0-055 -0.2% 107-298
Range 0-138 0-198 0-060 43.6% 0-272
ATR 0-164 0-166 0-002 1.5% 0-000
Volume 1,019,159 995,409 -23,750 -2.3% 2,370,032
Daily Pivots for day following 05-Jan-2023
Classic Woodie Camarilla DeMark
R4 109-315 109-218 108-154
R3 109-118 109-020 108-099
R2 108-240 108-240 108-081
R1 108-142 108-142 108-063 108-092
PP 108-042 108-042 108-042 108-018
S1 107-265 107-265 108-027 107-215
S2 107-165 107-165 108-009
S3 106-288 107-068 107-311
S4 106-090 106-190 107-256
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% 0-133 0.4% 53% False False 853,599
10 109-038 107-210 1-148 1.4% 0-132 0.4% 33% False False 685,112
20 109-262 107-210 2-052 2.0% 0-158 0.5% 22% False False 764,124
40 109-262 106-012 3-250 3.5% 0-175 0.5% 56% False False 753,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 111-019
2.618 110-017
1.618 109-140
1.000 109-018
0.618 108-262
HIGH 108-140
0.618 108-065
0.500 108-041
0.382 108-018
LOW 107-262
0.618 107-140
1.000 107-065
1.618 106-263
2.618 106-065
4.250 105-063
Fisher Pivots for day following 05-Jan-2023
Pivot 1 day 3 day
R1 108-044 108-064
PP 108-042 108-058
S1 108-041 108-051

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

View Archives - Comment on this page... - Back to Index of Symbols