ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 09-Jan-2023
Day Change Summary
Previous Current
06-Jan-2023 09-Jan-2023 Change Change % Previous Week
Open 108-035 109-012 0-298 0.9% 108-020
High 109-032 109-118 0-085 0.2% 109-032
Low 107-278 108-285 1-008 0.9% 107-262
Close 109-008 109-095 0-088 0.3% 109-008
Range 1-075 0-152 -0-242 -61.4% 1-090
ATR 0-183 0-181 -0-002 -1.2% 0-000
Volume 1,588,005 1,008,117 -579,888 -36.5% 4,516,912
Daily Pivots for day following 09-Jan-2023
Classic Woodie Camarilla DeMark
R4 110-197 110-138 109-179
R3 110-044 109-306 109-137
R2 109-212 109-212 109-123
R1 109-153 109-153 109-109 109-182
PP 109-059 109-059 109-059 109-074
S1 109-001 109-001 109-081 109-030
S2 108-227 108-227 109-067
S3 108-074 108-168 109-053
S4 107-242 108-016 109-011
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
5 109-118 107-262 1-175 1.4% 0-202 0.6% 95% True False 1,105,005
10 109-118 107-210 1-228 1.6% 0-161 0.5% 96% True False 839,557
20 109-262 107-210 2-052 2.0% 0-167 0.5% 76% False False 813,099
40 109-262 106-210 3-052 2.9% 0-180 0.5% 83% False False 817,946
60 109-262 105-215 4-048 3.8% 0-186 0.5% 87% False False 546,179
Crabel Price Patterns
NR True
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-126
2.618 110-197
1.618 110-044
1.000 109-270
0.618 109-212
HIGH 109-118
0.618 109-059
0.500 109-041
0.382 109-023
LOW 108-285
0.618 108-191
1.000 108-132
1.618 108-038
2.618 107-206
4.250 106-277
Fisher Pivots for day following 09-Jan-2023
Pivot 1 day 3 day
R1 109-077 109-020
PP 109-059 108-265
S1 109-041 108-190

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

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