ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 08-Mar-2023
Day Change Summary
Previous Current
07-Mar-2023 08-Mar-2023 Change Change % Previous Week
Open 106-208 106-118 -0-090 -0.3% 106-278
High 106-265 106-208 -0-058 -0.2% 107-042
Low 106-100 106-025 -0-075 -0.2% 106-088
Close 106-120 106-080 -0-040 -0.1% 106-215
Range 0-165 0-182 0-018 10.6% 0-275
ATR 0-156 0-158 0-002 1.2% 0-000
Volume 1,358,665 1,581,748 223,083 16.4% 6,012,758
Daily Pivots for day following 08-Mar-2023
Classic Woodie Camarilla DeMark
R4 108-012 107-228 106-180
R3 107-149 107-046 106-130
R2 106-287 106-287 106-113
R1 106-183 106-183 106-097 106-144
PP 106-104 106-104 106-104 106-084
S1 106-001 106-001 106-063 105-281
S2 105-242 105-242 106-047
S3 105-059 105-138 106-030
S4 104-197 104-276 105-300
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 109-087 108-266 107-046
R3 108-132 107-311 106-291
R2 107-177 107-177 106-265
R1 107-036 107-036 106-240 106-289
PP 106-222 106-222 106-222 106-188
S1 106-081 106-081 106-190 106-014
S2 105-267 105-267 106-165
S3 104-312 105-126 106-139
S4 104-037 104-171 106-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-295 106-025 0-270 0.8% 0-144 0.4% 20% False True 1,195,922
10 107-148 106-025 1-122 1.3% 0-148 0.4% 12% False True 1,438,559
20 109-025 106-025 3-000 2.8% 0-154 0.5% 6% False True 923,251
40 111-008 106-025 4-302 4.7% 0-156 0.5% 3% False True 465,101
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 0-038
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 109-023
2.618 108-045
1.618 107-183
1.000 107-070
0.618 107-000
HIGH 106-208
0.618 106-138
0.500 106-116
0.382 106-095
LOW 106-025
0.618 105-232
1.000 105-162
1.618 105-050
2.618 104-187
4.250 103-209
Fisher Pivots for day following 08-Mar-2023
Pivot 1 day 3 day
R1 106-116 106-160
PP 106-104 106-133
S1 106-092 106-107

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

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