ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 24-Feb-2023
Day Change Summary
Previous Current
23-Feb-2023 24-Feb-2023 Change Change % Previous Week
Open 107-075 107-115 0-040 0.1% 107-252
High 107-142 107-148 0-005 0.0% 107-255
Low 107-005 106-228 -0-098 -0.3% 106-228
Close 107-122 106-282 -0-160 -0.5% 106-282
Range 0-138 0-240 0-102 74.5% 1-028
ATR 0-166 0-172 0-005 3.2% 0-000
Volume 2,751,959 1,874,577 -877,382 -31.9% 8,144,085
Daily Pivots for day following 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 109-086 108-264 107-094
R3 108-166 108-024 107-028
R2 107-246 107-246 107-006
R1 107-104 107-104 106-304 107-055
PP 107-006 107-006 107-006 106-301
S1 106-184 106-184 106-260 106-135
S2 106-086 106-086 106-238
S3 105-166 105-264 106-216
S4 104-246 105-024 106-150
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 110-124 109-231 107-154
R3 109-097 108-203 107-058
R2 108-069 108-069 107-026
R1 107-176 107-176 106-314 107-109
PP 107-042 107-042 107-042 107-008
S1 106-148 106-148 106-251 106-081
S2 106-014 106-014 106-219
S3 104-307 105-121 106-187
S4 103-279 104-093 106-091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-272 106-228 1-045 1.1% 0-176 0.5% 15% False True 1,663,547
10 108-280 106-228 2-052 2.0% 0-172 0.5% 8% False True 868,002
20 110-258 106-228 4-030 3.8% 0-170 0.5% 4% False True 441,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 110-208
2.618 109-136
1.618 108-216
1.000 108-068
0.618 107-296
HIGH 107-148
0.618 107-056
0.500 107-028
0.382 106-319
LOW 106-228
0.618 106-079
1.000 105-308
1.618 105-159
2.618 104-239
4.250 103-168
Fisher Pivots for day following 24-Feb-2023
Pivot 1 day 3 day
R1 107-028 107-028
PP 107-006 107-006
S1 106-304 106-304

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

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