ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 110-120 110-182 0-062 0.2% 109-280
High 111-098 110-182 -0-235 -0.7% 111-098
Low 110-070 109-178 -0-212 -0.6% 108-212
Close 110-155 109-202 -0-272 -0.8% 110-155
Range 1-028 1-005 -0-022 -6.5% 2-205
ATR 1-006 1-006 0-000 0.0% 0-000
Volume 1,557,889 1,085,432 -472,457 -30.3% 6,978,776
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 112-309 112-101 110-061
R3 111-304 111-096 109-292
R2 110-299 110-299 109-262
R1 110-091 110-091 109-232 110-032
PP 109-294 109-294 109-294 109-265
S1 109-086 109-086 109-173 109-028
S2 108-289 108-289 109-143
S3 107-284 108-081 109-113
S4 106-279 107-076 109-024
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 118-023 116-294 111-300
R3 115-138 114-089 111-067
R2 112-253 112-253 110-310
R1 111-204 111-204 110-232 112-069
PP 110-048 110-048 110-048 110-141
S1 108-319 108-319 110-078 109-184
S2 107-163 107-163 110-000
S3 104-278 106-114 109-243
S4 102-073 103-229 109-010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-098 108-212 2-205 2.4% 1-034 1.0% 37% False False 1,292,054
10 111-098 108-062 3-035 2.8% 1-122 1.3% 46% False False 1,737,900
20 111-098 106-025 5-072 4.8% 1-016 1.0% 68% False False 1,722,047
40 111-098 106-025 5-072 4.8% 0-256 0.7% 68% False False 1,110,538
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-096
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-284
2.618 113-073
1.618 112-068
1.000 111-188
0.618 111-063
HIGH 110-182
0.618 110-058
0.500 110-020
0.382 109-302
LOW 109-178
0.618 108-297
1.000 108-172
1.618 107-292
2.618 106-287
4.250 105-076
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 110-020 110-138
PP 109-294 110-052
S1 109-248 109-288

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

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