ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 30-Mar-2023
Day Change Summary
Previous Current
29-Mar-2023 30-Mar-2023 Change Change % Previous Week
Open 109-078 109-078 0-000 0.0% 110-170
High 109-078 109-105 0-028 0.1% 110-232
Low 109-045 109-035 -0-010 0.0% 108-145
Close 109-078 109-105 0-028 0.1% 110-112
Range 0-032 0-070 0-038 115.4% 2-088
ATR 0-256 0-243 -0-013 -5.2% 0-000
Volume 15 2 -13 -86.7% 231
Daily Pivots for day following 30-Mar-2023
Classic Woodie Camarilla DeMark
R4 109-292 109-268 109-144
R3 109-222 109-198 109-124
R2 109-152 109-152 109-118
R1 109-128 109-128 109-111 109-140
PP 109-082 109-082 109-082 109-088
S1 109-058 109-058 109-099 109-070
S2 109-012 109-012 109-092
S3 108-262 108-308 109-086
S4 108-192 108-238 109-066
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
5 110-232 109-035 1-198 1.5% 0-100 0.3% 14% False True 9
10 110-232 108-140 2-092 2.1% 0-188 0.5% 39% False False 25
20 110-232 105-238 4-315 4.6% 0-260 0.7% 72% False False 1,602
40 110-232 105-238 4-315 4.6% 0-213 0.6% 72% False False 676,899
60 110-232 105-238 4-315 4.6% 0-201 0.6% 72% False False 796,898
80 110-232 105-238 4-315 4.6% 0-190 0.5% 72% False False 783,870
100 110-232 105-238 4-315 4.6% 0-191 0.5% 72% False False 759,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110-082
2.618 109-288
1.618 109-218
1.000 109-175
0.618 109-148
HIGH 109-105
0.618 109-078
0.500 109-070
0.382 109-062
LOW 109-035
0.618 108-312
1.000 108-285
1.618 108-242
2.618 108-172
4.250 108-058
Fisher Pivots for day following 30-Mar-2023
Pivot 1 day 3 day
R1 109-093 109-093
PP 109-082 109-082
S1 109-070 109-070

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

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