ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 28-Mar-2023
Day Change Summary
Previous Current
27-Mar-2023 28-Mar-2023 Change Change % Previous Week
Open 110-182 109-210 -0-292 -0.8% 109-280
High 110-182 109-265 -0-238 -0.7% 111-098
Low 109-178 109-072 -0-105 -0.3% 108-212
Close 109-202 109-102 -0-100 -0.3% 110-155
Range 1-005 0-192 -0-132 -40.8% 2-205
ATR 1-006 0-316 -0-010 -2.9% 0-000
Volume 1,085,432 949,978 -135,454 -12.5% 6,978,776
Daily Pivots for day following 28-Mar-2023
Classic Woodie Camarilla DeMark
R4 111-084 110-286 109-208
R3 110-212 110-093 109-155
R2 110-019 110-019 109-138
R1 109-221 109-221 109-120 109-184
PP 109-147 109-147 109-147 109-128
S1 109-028 109-028 109-085 108-311
S2 108-274 108-274 109-067
S3 108-082 108-156 109-050
S4 107-209 107-283 108-317
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% 1-002 0.9% 25% False False 1,252,841
10 111-098 108-062 3-035 2.8% 1-089 1.2% 36% False False 1,565,708
20 111-098 106-025 5-072 4.8% 1-021 1.0% 62% False False 1,707,714
40 111-098 106-025 5-072 4.8% 0-257 0.7% 62% False False 1,134,150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-080
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 112-123
2.618 111-129
1.618 110-256
1.000 110-138
0.618 110-064
HIGH 109-265
0.618 109-191
0.500 109-169
0.382 109-146
LOW 109-072
0.618 108-274
1.000 108-200
1.618 108-081
2.618 107-209
4.250 106-214
Fisher Pivots for day following 28-Mar-2023
Pivot 1 day 3 day
R1 109-169 110-085
PP 109-147 109-304
S1 109-125 109-203

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

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