ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 16-Mar-2023
Day Change Summary
Previous Current
15-Mar-2023 16-Mar-2023 Change Change % Previous Week
Open 108-145 109-280 1-135 1.3% 106-220
High 110-138 110-092 -0-045 -0.1% 108-045
Low 108-062 108-295 0-232 0.7% 106-025
Close 109-240 108-312 -0-248 -0.7% 108-005
Range 2-075 1-118 -0-278 -38.8% 2-020
ATR 0-275 0-286 0-012 4.2% 0-000
Volume 2,948,756 2,187,362 -761,394 -25.8% 8,163,351
Daily Pivots for day following 16-Mar-2023
Classic Woodie Camarilla DeMark
R4 113-159 112-193 109-233
R3 112-042 111-076 109-113
R2 110-244 110-244 109-073
R1 109-278 109-278 109-033 109-202
PP 109-127 109-127 109-127 109-089
S1 108-161 108-161 108-272 108-085
S2 108-009 108-009 108-232
S3 106-212 107-043 108-192
S4 105-094 105-246 108-072
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
5 110-138 106-292 3-165 3.2% 1-230 1.6% 59% False False 2,947,841
10 110-138 106-025 4-112 4.0% 1-039 1.0% 67% False False 2,105,801
20 110-138 106-025 4-112 4.0% 0-257 0.7% 67% False False 1,725,513
40 111-008 106-025 4-302 4.5% 0-208 0.6% 59% False False 871,683
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-073
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-032
2.618 113-278
1.618 112-160
1.000 111-210
0.618 111-043
HIGH 110-092
0.618 109-245
0.500 109-194
0.382 109-142
LOW 108-295
0.618 108-025
1.000 107-178
1.618 106-227
2.618 105-110
4.250 103-036
Fisher Pivots for day following 16-Mar-2023
Pivot 1 day 3 day
R1 109-194 109-100
PP 109-127 109-064
S1 109-060 109-028

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

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