ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 02-Feb-2023
Day Change Summary
Previous Current
01-Feb-2023 02-Feb-2023 Change Change % Previous Week
Open 109-262 110-118 0-175 0.5% 110-068
High 110-158 110-258 0-100 0.3% 110-112
Low 109-222 110-095 0-192 0.5% 109-218
Close 110-130 110-155 0-025 0.1% 109-260
Range 0-255 0-162 -0-092 -36.3% 0-215
ATR 0-155 0-156 0-001 0.3% 0-000
Volume 30,442 16,012 -14,430 -47.4% 12,546
Daily Pivots for day following 02-Feb-2023
Classic Woodie Camarilla DeMark
R4 112-017 111-248 110-244
R3 111-174 111-086 110-200
R2 111-012 111-012 110-185
R1 110-243 110-243 110-170 110-288
PP 110-169 110-169 110-169 110-191
S1 110-081 110-081 110-140 110-125
S2 110-007 110-007 110-125
S3 109-164 109-238 110-110
S4 109-002 109-076 110-066
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
5 110-258 109-158 1-100 1.2% 0-142 0.4% 76% True False 11,572
10 110-258 109-158 1-100 1.2% 0-132 0.4% 76% True False 6,952
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-308
2.618 112-043
1.618 111-200
1.000 111-100
0.618 111-038
HIGH 110-258
0.618 110-195
0.500 110-176
0.382 110-157
LOW 110-095
0.618 109-315
1.000 109-252
1.618 109-152
2.618 108-310
4.250 108-044
Fisher Pivots for day following 02-Feb-2023
Pivot 1 day 3 day
R1 110-176 110-123
PP 110-169 110-092
S1 110-162 110-060

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

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