ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 27-Jan-2023
Day Change Summary
Previous Current
26-Jan-2023 27-Jan-2023 Change Change % Previous Week
Open 109-228 109-135 -0-092 -0.3% 109-218
High 109-238 109-150 -0-088 -0.2% 109-270
Low 109-112 109-058 -0-055 -0.2% 109-058
Close 109-148 109-100 -0-048 -0.1% 109-100
Range 0-125 0-092 -0-032 -26.0% 0-212
ATR 0-171 0-165 -0-006 -3.3% 0-000
Volume 898,546 724,036 -174,510 -19.4% 3,981,485
Daily Pivots for day following 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 110-060 110-012 109-151
R3 109-288 109-240 109-125
R2 109-195 109-195 109-117
R1 109-148 109-148 109-108 109-125
PP 109-102 109-102 109-102 109-091
S1 109-055 109-055 109-092 109-032
S2 109-010 109-010 109-083
S3 108-238 108-282 109-075
S4 108-145 108-190 109-049
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 111-140 111-012 109-217
R3 110-248 110-120 109-158
R2 110-035 110-035 109-139
R1 109-228 109-228 109-119 109-185
PP 109-142 109-142 109-142 109-121
S1 109-015 109-015 109-081 108-292
S2 108-250 108-250 109-061
S3 108-038 108-122 109-042
S4 107-145 107-230 108-303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-270 109-058 0-212 0.6% 0-119 0.3% 20% False True 796,297
10 110-155 109-058 1-098 1.2% 0-154 0.4% 10% False True 917,934
20 110-155 107-210 2-265 2.6% 0-168 0.5% 59% False False 970,543
40 110-155 107-210 2-265 2.6% 0-176 0.5% 59% False False 914,568
60 110-155 105-272 4-202 4.2% 0-178 0.5% 75% False False 755,096
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 0-036
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 110-223
2.618 110-072
1.618 109-300
1.000 109-242
0.618 109-207
HIGH 109-150
0.618 109-115
0.500 109-104
0.382 109-093
LOW 109-058
0.618 109-000
1.000 108-285
1.618 108-228
2.618 108-135
4.250 107-304
Fisher Pivots for day following 27-Jan-2023
Pivot 1 day 3 day
R1 109-104 109-164
PP 109-102 109-142
S1 109-101 109-121

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

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