ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 20-Mar-2023
Day Change Summary
Previous Current
17-Mar-2023 20-Mar-2023 Change Change % Previous Week
Open 109-002 109-280 0-278 0.8% 108-005
High 110-092 110-310 0-218 0.6% 110-138
Low 108-252 109-138 0-205 0.6% 107-255
Close 110-072 109-225 -0-168 -0.5% 110-072
Range 1-160 1-172 0-012 2.6% 2-202
ATR 0-300 0-314 0-014 4.6% 0-000
Volume 1,506,776 1,603,938 97,162 6.4% 13,355,986
Daily Pivots for day following 20-Mar-2023
Classic Woodie Camarilla DeMark
R4 114-208 113-229 110-176
R3 113-036 112-057 110-040
R2 111-183 111-183 109-315
R1 110-204 110-204 109-270 110-108
PP 110-011 110-011 110-011 109-282
S1 109-032 109-032 109-180 108-255
S2 108-158 108-158 109-135
S3 106-306 107-179 109-090
S4 105-133 106-007 108-274
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 117-122 116-140 111-216
R3 114-240 113-258 110-304
R2 112-038 112-038 110-227
R1 111-055 111-055 110-150 111-206
PP 109-155 109-155 109-155 109-231
S1 108-172 108-172 109-315 109-004
S2 106-272 106-272 109-238
S3 104-070 105-290 109-161
S4 101-188 103-088 108-249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-310 108-062 2-248 2.5% 1-210 1.5% 54% True False 2,183,746
10 110-310 106-025 4-285 4.5% 1-113 1.2% 74% True False 2,231,738
20 110-310 106-025 4-285 4.5% 0-289 0.8% 74% True False 1,864,005
40 110-310 106-025 4-285 4.5% 0-224 0.6% 74% True False 949,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-088
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-163
2.618 114-319
1.618 113-147
1.000 112-162
0.618 111-294
HIGH 110-310
0.618 110-122
0.500 110-064
0.382 110-006
LOW 109-138
0.618 108-153
1.000 107-285
1.618 106-301
2.618 105-128
4.250 102-284
Fisher Pivots for day following 20-Mar-2023
Pivot 1 day 3 day
R1 110-064 109-281
PP 110-011 109-262
S1 109-278 109-244

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

View Archives - Comment on this page... - Back to Index of Symbols