ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 01-Feb-2023
Day Change Summary
Previous Current
31-Jan-2023 01-Feb-2023 Change Change % Previous Week
Open 109-190 109-262 0-072 0.2% 110-068
High 109-305 110-158 0-172 0.5% 110-112
Low 109-182 109-222 0-040 0.1% 109-218
Close 109-235 110-130 0-215 0.6% 109-260
Range 0-122 0-255 0-132 108.2% 0-215
ATR 0-147 0-155 0-008 5.2% 0-000
Volume 2,706 30,442 27,736 1,025.0% 12,546
Daily Pivots for day following 01-Feb-2023
Classic Woodie Camarilla DeMark
R4 112-188 112-094 110-270
R3 111-253 111-159 110-200
R2 110-318 110-318 110-177
R1 110-224 110-224 110-153 110-271
PP 110-063 110-063 110-063 110-087
S1 109-289 109-289 110-107 110-016
S2 109-128 109-128 110-083
S3 108-193 109-034 110-060
S4 107-258 108-099 109-310
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 111-308 111-179 110-058
R3 111-093 110-284 109-319
R2 110-198 110-198 109-299
R1 110-069 110-069 109-280 110-026
PP 109-303 109-303 109-303 109-282
S1 109-174 109-174 109-240 109-131
S2 109-088 109-088 109-221
S3 108-193 108-279 109-201
S4 107-298 108-064 109-142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-158 109-158 1-000 0.9% 0-133 0.4% 91% True False 8,893
10 111-008 109-158 1-170 1.4% 0-134 0.4% 60% False False 5,539
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 0-026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 113-281
2.618 112-185
1.618 111-250
1.000 111-092
0.618 110-315
HIGH 110-158
0.618 110-060
0.500 110-030
0.382 110-000
LOW 109-222
0.618 109-065
1.000 108-288
1.618 108-130
2.618 107-195
4.250 106-099
Fisher Pivots for day following 01-Feb-2023
Pivot 1 day 3 day
R1 110-097 110-086
PP 110-063 110-042
S1 110-030 109-318

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

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