ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 30-Mar-2023
Day Change Summary
Previous Current
29-Mar-2023 30-Mar-2023 Change Change % Previous Week
Open 109-088 109-060 -0-028 -0.1% 109-280
High 109-170 109-130 -0-040 -0.1% 111-098
Low 109-005 108-318 -0-008 0.0% 108-212
Close 109-078 109-090 0-012 0.0% 110-155
Range 0-165 0-132 -0-032 -19.7% 2-205
ATR 0-305 0-293 -0-012 -4.0% 0-000
Volume 961,071 869,018 -92,053 -9.6% 6,978,776
Daily Pivots for day following 30-Mar-2023
Classic Woodie Camarilla DeMark
R4 110-150 110-092 109-163
R3 110-018 109-280 109-126
R2 109-205 109-205 109-114
R1 109-148 109-148 109-102 109-176
PP 109-072 109-072 109-072 109-087
S1 109-015 109-015 109-078 109-044
S2 108-260 108-260 109-066
S3 108-128 108-202 109-054
S4 107-315 108-070 109-017
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
5 111-098 108-318 2-100 2.1% 0-232 0.7% 13% False True 1,084,677
10 111-098 108-212 2-205 2.4% 1-004 0.9% 23% False False 1,235,105
20 111-098 106-025 5-072 4.8% 1-021 1.0% 61% False False 1,670,453
40 111-098 106-025 5-072 4.8% 0-255 0.7% 61% False False 1,179,074
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 0-073
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 111-053
2.618 110-157
1.618 110-024
1.000 109-262
0.618 109-212
HIGH 109-130
0.618 109-079
0.500 109-064
0.382 109-048
LOW 108-318
0.618 108-236
1.000 108-185
1.618 108-103
2.618 107-291
4.250 107-074
Fisher Pivots for day following 30-Mar-2023
Pivot 1 day 3 day
R1 109-081 109-131
PP 109-072 109-118
S1 109-064 109-104

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

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