ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 03-Feb-2023
Day Change Summary
Previous Current
02-Feb-2023 03-Feb-2023 Change Change % Previous Week
Open 109-252 109-288 0-035 0.1% 109-108
High 110-085 110-005 -0-080 -0.2% 110-085
Low 109-245 109-012 -0-232 -0.7% 108-315
Close 109-305 109-028 -0-278 -0.8% 109-028
Range 0-160 0-312 0-152 95.3% 1-090
ATR 0-168 0-178 0-010 6.2% 0-000
Volume 1,337,547 1,712,715 375,168 28.0% 6,630,723
Daily Pivots for day following 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 112-099 111-216 109-199
R3 111-107 110-223 109-113
R2 110-114 110-114 109-085
R1 109-231 109-231 109-056 109-176
PP 109-122 109-122 109-122 109-094
S1 108-238 108-238 108-319 108-184
S2 108-129 108-129 108-290
S3 107-137 107-246 108-262
S4 106-144 106-253 108-176
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 113-092 112-150 109-253
R3 112-002 111-060 109-140
R2 110-232 110-232 109-103
R1 109-290 109-290 109-065 109-216
PP 109-142 109-142 109-142 109-106
S1 108-200 108-200 108-310 108-126
S2 108-052 108-052 108-272
S3 106-282 107-110 108-235
S4 105-192 106-020 108-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-085 108-315 1-090 1.2% 0-199 0.6% 8% False False 1,326,144
10 110-085 108-315 1-090 1.2% 0-159 0.5% 8% False False 1,061,220
20 110-155 107-278 2-198 2.4% 0-184 0.5% 47% False False 1,088,679
40 110-155 107-210 2-265 2.6% 0-171 0.5% 51% False False 926,402
60 110-155 106-012 4-142 4.1% 0-178 0.5% 69% False False 865,383
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 0-030
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 114-053
2.618 112-183
1.618 111-191
1.000 110-318
0.618 110-198
HIGH 110-005
0.618 109-206
0.500 109-169
0.382 109-132
LOW 109-012
0.618 108-139
1.000 108-020
1.618 107-147
2.618 106-154
4.250 104-284
Fisher Pivots for day following 03-Feb-2023
Pivot 1 day 3 day
R1 109-169 109-209
PP 109-122 109-148
S1 109-075 109-088

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

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