ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 10-Mar-2023
Day Change Summary
Previous Current
09-Mar-2023 10-Mar-2023 Change Change % Previous Week
Open 106-065 106-298 0-232 0.7% 106-220
High 106-315 108-045 1-050 1.1% 108-045
Low 106-058 106-292 0-235 0.7% 106-025
Close 106-265 108-005 1-060 1.1% 108-005
Range 0-258 1-072 0-135 52.4% 2-020
ATR 0-165 0-184 0-018 11.0% 0-000
Volume 1,527,053 2,889,998 1,362,945 89.3% 8,163,351
Daily Pivots for day following 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 111-118 110-294 108-221
R3 110-046 109-222 108-113
R2 108-293 108-293 108-077
R1 108-149 108-149 108-041 108-221
PP 107-221 107-221 107-221 107-257
S1 107-077 107-077 107-289 107-149
S2 106-148 106-148 107-253
S3 105-076 106-004 107-217
S4 104-003 104-252 107-109
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 113-192 112-278 109-048
R3 111-172 110-258 108-186
R2 109-152 109-152 108-126
R1 108-238 108-238 108-066 109-035
PP 107-132 107-132 107-132 107-190
S1 106-218 106-218 107-264 107-015
S2 105-112 105-112 107-204
S3 103-092 104-198 107-144
S4 101-072 102-178 106-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-045 106-025 2-020 1.9% 0-223 0.6% 94% True False 1,632,670
10 108-045 106-025 2-020 1.9% 0-175 0.5% 94% True False 1,417,610
20 108-280 106-025 2-255 2.6% 0-174 0.5% 69% False False 1,142,806
40 111-008 106-025 4-302 4.6% 0-171 0.5% 39% False False 575,526
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 0-030
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 113-113
2.618 111-113
1.618 110-040
1.000 109-118
0.618 108-288
HIGH 108-045
0.618 107-215
0.500 107-169
0.382 107-122
LOW 106-292
0.618 106-050
1.000 105-220
1.618 104-297
2.618 103-225
4.250 101-224
Fisher Pivots for day following 10-Mar-2023
Pivot 1 day 3 day
R1 107-273 107-228
PP 107-221 107-132
S1 107-169 107-035

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

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