ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 11-Jan-2023
Day Change Summary
Previous Current
10-Jan-2023 11-Jan-2023 Change Change % Previous Week
Open 109-062 108-310 -0-072 -0.2% 108-020
High 109-088 109-100 0-012 0.0% 109-032
Low 108-262 108-305 0-042 0.1% 107-262
Close 108-305 109-072 0-088 0.3% 109-008
Range 0-145 0-115 -0-030 -20.7% 1-090
ATR 0-179 0-174 -0-005 -2.5% 0-000
Volume 910,165 873,694 -36,471 -4.0% 4,516,912
Daily Pivots for day following 11-Jan-2023
Classic Woodie Camarilla DeMark
R4 110-078 110-030 109-136
R3 109-282 109-235 109-104
R2 109-168 109-168 109-094
R1 109-120 109-120 109-083 109-144
PP 109-052 109-052 109-052 109-064
S1 109-005 109-005 109-062 109-029
S2 108-258 108-258 109-051
S3 108-142 108-210 109-041
S4 108-028 108-095 109-009
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% 0-201 0.6% 91% False False 1,075,078
10 109-118 107-210 1-228 1.6% 0-158 0.5% 92% False False 922,188
20 109-262 107-210 2-052 2.0% 0-164 0.5% 73% False False 834,671
40 109-262 107-210 2-052 2.0% 0-171 0.5% 73% False False 861,692
60 109-262 105-215 4-048 3.8% 0-179 0.5% 86% False False 575,904
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-027
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 110-269
2.618 110-081
1.618 109-286
1.000 109-215
0.618 109-171
HIGH 109-100
0.618 109-056
0.500 109-042
0.382 109-029
LOW 108-305
0.618 108-234
1.000 108-190
1.618 108-119
2.618 108-004
4.250 107-136
Fisher Pivots for day following 11-Jan-2023
Pivot 1 day 3 day
R1 109-062 109-058
PP 109-052 109-044
S1 109-042 109-030

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

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