ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 110-200 109-202 -0-318 -0.9% 110-170
High 110-232 110-118 -0-115 -0.3% 110-232
Low 110-112 109-165 -0-268 -0.8% 108-145
Close 110-112 109-202 -0-230 -0.7% 110-112
Range 0-120 0-272 0-152 127.1% 2-088
ATR 0-285 0-284 -0-001 -0.3% 0-000
Volume 28 2 -26 -92.9% 231
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 112-126 111-277 110-032
R3 111-173 111-004 109-277
R2 110-221 110-221 109-252
R1 110-052 110-052 109-227 110-019
PP 109-268 109-268 109-268 109-252
S1 109-099 109-099 109-178 109-066
S2 108-316 108-316 109-153
S3 108-043 108-147 109-128
S4 107-091 107-194 109-053
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 116-212 115-250 111-193
R3 114-125 113-162 110-313
R2 112-038 112-038 110-246
R1 111-075 111-075 110-179 110-172
PP 109-270 109-270 109-270 109-159
S1 108-308 108-308 110-046 108-085
S2 107-182 107-182 109-299
S3 105-095 106-220 109-232
S4 103-008 104-132 109-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-232 108-145 2-088 2.1% 0-168 0.5% 52% False False 26
10 110-232 107-282 2-270 2.6% 1-014 1.0% 62% False False 318
20 110-232 105-238 4-315 4.5% 0-272 0.8% 78% False False 8,105
40 110-232 105-238 4-315 4.5% 0-223 0.6% 78% False False 766,410
60 110-232 105-238 4-315 4.5% 0-205 0.6% 78% False False 834,455
80 110-232 105-238 4-315 4.5% 0-200 0.6% 78% False False 840,489
100 110-232 105-238 4-315 4.5% 0-196 0.6% 78% False False 759,622
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-055
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-316
2.618 112-191
1.618 111-238
1.000 111-070
0.618 110-286
HIGH 110-118
0.618 110-013
0.500 109-301
0.382 109-269
LOW 109-165
0.618 108-317
1.000 108-212
1.618 108-044
2.618 107-092
4.250 105-287
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 109-301 110-039
PP 109-268 109-307
S1 109-235 109-255

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

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