ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 13-Jan-2023
Day Change Summary
Previous Current
12-Jan-2023 13-Jan-2023 Change Change % Previous Week
Open 109-088 109-252 0-165 0.5% 109-012
High 109-288 109-308 0-020 0.1% 109-308
Low 108-270 109-132 0-182 0.5% 108-262
Close 109-250 109-138 -0-112 -0.3% 109-138
Range 1-018 0-175 -0-162 -48.1% 1-045
ATR 0-186 0-185 -0-001 -0.4% 0-000
Volume 1,583,544 925,055 -658,489 -41.6% 5,300,575
Daily Pivots for day following 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 111-078 110-282 109-234
R3 110-222 110-108 109-186
R2 110-048 110-048 109-170
R1 109-252 109-252 109-154 109-222
PP 109-192 109-192 109-192 109-178
S1 109-078 109-078 109-121 109-048
S2 109-018 109-018 109-105
S3 108-162 108-222 109-089
S4 107-308 108-048 109-041
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 112-264 112-086 110-018
R3 111-219 111-041 109-238
R2 110-174 110-174 109-204
R1 109-316 109-316 109-171 110-085
PP 109-129 109-129 109-129 109-174
S1 108-271 108-271 109-104 109-040
S2 108-084 108-084 109-071
S3 107-039 107-226 109-037
S4 105-314 106-181 108-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-308 108-262 1-045 1.0% 0-185 0.5% 53% True False 1,060,115
10 109-308 107-210 2-098 2.1% 0-192 0.5% 77% True False 1,063,087
20 109-308 107-210 2-098 2.1% 0-162 0.5% 77% True False 834,699
40 109-308 107-210 2-098 2.1% 0-176 0.5% 77% True False 922,172
60 109-308 105-215 4-092 3.9% 0-183 0.5% 88% True False 617,710
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-091
2.618 111-126
1.618 110-271
1.000 110-162
0.618 110-096
HIGH 109-308
0.618 109-241
0.500 109-220
0.382 109-199
LOW 109-132
0.618 109-024
1.000 108-278
1.618 108-169
2.618 107-314
4.250 107-029
Fisher Pivots for day following 13-Jan-2023
Pivot 1 day 3 day
R1 109-220 109-135
PP 109-192 109-132
S1 109-165 109-129

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

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