ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 06-Jan-2023
Day Change Summary
Previous Current
05-Jan-2023 06-Jan-2023 Change Change % Previous Week
Open 108-135 108-035 -0-100 -0.3% 108-020
High 108-140 109-032 0-212 0.6% 109-032
Low 107-262 107-278 0-015 0.0% 107-262
Close 108-045 109-008 0-282 0.8% 109-008
Range 0-198 1-075 0-198 100.0% 1-090
ATR 0-166 0-183 0-016 9.8% 0-000
Volume 995,409 1,588,005 592,596 59.5% 4,516,912
Daily Pivots for day following 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 112-118 111-298 109-225
R3 111-042 110-222 109-116
R2 109-288 109-288 109-080
R1 109-148 109-148 109-044 109-218
PP 108-212 108-212 108-212 108-248
S1 108-072 108-072 108-291 108-142
S2 107-138 107-138 108-255
S3 106-062 106-318 108-219
S4 104-308 105-242 108-110
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 112-158 112-012 109-233
R3 111-068 110-242 109-120
R2 109-298 109-298 109-083
R1 109-152 109-152 109-045 109-225
PP 108-208 108-208 108-208 108-244
S1 108-062 108-062 108-290 108-135
S2 107-118 107-118 108-252
S3 106-028 106-292 108-215
S4 104-258 105-202 108-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-032 107-210 1-142 1.3% 0-198 0.6% 95% True False 1,066,060
10 109-032 107-210 1-142 1.3% 0-156 0.4% 95% True False 789,156
20 109-262 107-210 2-052 2.0% 0-166 0.5% 63% False False 800,677
40 109-262 106-125 3-138 3.1% 0-181 0.5% 77% False False 793,099
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 0-026
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 114-111
2.618 112-107
1.618 111-032
1.000 110-108
0.618 109-277
HIGH 109-032
0.618 108-202
0.500 108-155
0.382 108-108
LOW 107-278
0.618 107-033
1.000 106-202
1.618 105-278
2.618 104-203
4.250 102-199
Fisher Pivots for day following 06-Jan-2023
Pivot 1 day 3 day
R1 108-270 108-268
PP 108-212 108-208
S1 108-155 108-148

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

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