ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 14-Mar-2023
Day Change Summary
Previous Current
13-Mar-2023 14-Mar-2023 Change Change % Previous Week
Open 108-005 109-065 1-060 1.1% 106-220
High 109-298 109-288 -0-010 0.0% 108-045
Low 107-255 108-082 0-148 0.4% 106-025
Close 109-110 108-232 -0-198 -0.6% 108-005
Range 2-042 1-205 -0-158 -23.1% 2-020
ATR 0-219 0-241 0-022 10.0% 0-000
Volume 4,041,191 2,671,901 -1,369,290 -33.9% 8,163,351
Daily Pivots for day following 14-Mar-2023
Classic Woodie Camarilla DeMark
R4 113-282 112-302 109-201
R3 112-078 111-098 109-057
R2 110-192 110-192 109-009
R1 109-212 109-212 108-281 109-100
PP 108-308 108-308 108-308 108-251
S1 108-008 108-008 108-184 107-215
S2 107-102 107-102 108-136
S3 105-218 106-122 108-088
S4 104-012 104-238 107-264
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% 1-088 1.2% 69% False False 2,542,378
10 109-298 106-025 3-272 3.5% 0-272 0.8% 69% False False 1,849,720
20 109-298 106-025 3-272 3.5% 0-225 0.6% 69% False False 1,475,409
40 111-008 106-025 4-302 4.5% 0-189 0.5% 54% False False 743,353
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-279
2.618 114-062
1.618 112-177
1.000 111-172
0.618 110-292
HIGH 109-288
0.618 109-087
0.500 109-025
0.382 108-283
LOW 108-082
0.618 107-078
1.000 106-198
1.618 105-193
2.618 103-308
4.250 101-091
Fisher Pivots for day following 14-Mar-2023
Pivot 1 day 3 day
R1 109-025 108-200
PP 108-308 108-168
S1 108-270 108-135

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

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