ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 28-Feb-2023
Day Change Summary
Previous Current
27-Feb-2023 28-Feb-2023 Change Change % Previous Week
Open 106-278 107-030 0-072 0.2% 107-252
High 107-042 107-038 -0-005 0.0% 107-255
Low 106-228 106-258 0-030 0.1% 106-228
Close 107-020 107-018 -0-002 0.0% 106-282
Range 0-135 0-100 -0-035 -25.9% 1-028
ATR 0-169 0-164 -0-005 -2.9% 0-000
Volume 1,155,345 1,236,647 81,302 7.0% 8,144,085
Daily Pivots for day following 28-Feb-2023
Classic Woodie Camarilla DeMark
R4 107-298 107-258 107-072
R3 107-198 107-158 107-045
R2 107-098 107-098 107-036
R1 107-058 107-058 107-027 107-028
PP 106-318 106-318 106-318 106-302
S1 106-278 106-278 107-008 106-248
S2 106-218 106-218 106-319
S3 106-118 106-178 106-310
S4 106-018 106-078 106-282
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
5 107-148 106-228 0-240 0.7% 0-144 0.4% 46% False False 1,884,509
10 108-280 106-228 2-052 2.0% 0-178 0.5% 16% False False 1,101,098
20 110-258 106-228 4-030 3.8% 0-174 0.5% 8% False False 560,587
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-053
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 108-142
2.618 107-299
1.618 107-199
1.000 107-138
0.618 107-099
HIGH 107-038
0.618 106-319
0.500 106-308
0.382 106-296
LOW 106-258
0.618 106-196
1.000 106-158
1.618 106-096
2.618 105-316
4.250 105-152
Fisher Pivots for day following 28-Feb-2023
Pivot 1 day 3 day
R1 107-008 107-028
PP 106-318 107-024
S1 106-308 107-021

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

View Archives - Comment on this page... - Back to Index of Symbols