ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary
Previous Current
10-Mar-2023 13-Mar-2023 Change Change % Previous Week
Open 106-298 108-005 1-028 1.0% 106-220
High 108-045 109-298 1-252 1.7% 108-045
Low 106-292 107-255 0-282 0.8% 106-025
Close 108-005 109-110 1-105 1.2% 108-005
Range 1-072 2-042 0-290 73.9% 2-020
ATR 0-184 0-219 0-036 19.4% 0-000
Volume 2,889,998 4,041,191 1,151,193 39.8% 8,163,351
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 115-135 114-165 110-165
R3 113-092 112-122 109-298
R2 111-050 111-050 109-235
R1 110-080 110-080 109-173 110-225
PP 109-008 109-008 109-008 109-080
S1 108-038 108-038 109-047 108-182
S2 106-285 106-285 108-305
S3 104-242 105-315 108-242
S4 102-200 103-272 108-055
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
5 109-298 106-025 3-272 3.5% 1-016 1.0% 85% True False 2,279,731
10 109-298 106-025 3-272 3.5% 0-230 0.7% 85% True False 1,706,195
20 109-298 106-025 3-272 3.5% 0-202 0.6% 85% True False 1,342,725
40 111-008 106-025 4-302 4.5% 0-180 0.5% 66% False False 676,555
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 0-032
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 118-318
2.618 115-164
1.618 113-122
1.000 112-020
0.618 111-079
HIGH 109-298
0.618 109-037
0.500 108-276
0.382 108-196
LOW 107-255
0.618 106-153
1.000 105-212
1.618 104-111
2.618 102-068
4.250 98-234
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 109-059 108-292
PP 109-008 108-155
S1 108-276 108-018

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

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