ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 15-Mar-2023
Day Change Summary
Previous Current
14-Mar-2023 15-Mar-2023 Change Change % Previous Week
Open 109-065 108-145 -0-240 -0.7% 106-220
High 109-288 110-138 0-170 0.5% 108-045
Low 108-082 108-062 -0-020 -0.1% 106-025
Close 108-232 109-240 1-008 0.9% 108-005
Range 1-205 2-075 0-190 36.2% 2-020
ATR 0-241 0-275 0-034 14.0% 0-000
Volume 2,671,901 2,948,756 276,855 10.4% 8,163,351
Daily Pivots for day following 15-Mar-2023
Classic Woodie Camarilla DeMark
R4 116-052 115-061 110-313
R3 113-297 112-306 110-117
R2 111-222 111-222 110-051
R1 110-231 110-231 109-306 111-066
PP 109-147 109-147 109-147 109-224
S1 108-156 108-156 109-174 108-311
S2 107-072 107-072 109-109
S3 104-317 106-081 109-043
S4 102-242 104-006 108-167
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
5 110-138 106-058 4-080 3.9% 1-194 1.5% 84% True False 2,815,779
10 110-138 106-025 4-112 4.0% 1-009 0.9% 84% True False 2,005,851
20 110-138 106-025 4-112 4.0% 0-243 0.7% 84% True False 1,621,034
40 111-008 106-025 4-302 4.5% 0-204 0.6% 74% False False 817,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 119-296
2.618 116-089
1.618 114-014
1.000 112-212
0.618 111-259
HIGH 110-138
0.618 109-184
0.500 109-100
0.382 109-016
LOW 108-062
0.618 106-261
1.000 105-308
1.618 104-186
2.618 102-111
4.250 98-224
Fisher Pivots for day following 15-Mar-2023
Pivot 1 day 3 day
R1 109-193 109-172
PP 109-147 109-104
S1 109-100 109-036

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

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