ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 03-Apr-2023
Day Change Summary
Previous Current
31-Mar-2023 03-Apr-2023 Change Change % Previous Week
Open 109-060 109-170 0-110 0.3% 110-182
High 109-218 110-010 0-112 0.3% 110-182
Low 109-010 109-088 0-078 0.2% 108-318
Close 109-162 109-288 0-125 0.4% 109-162
Range 0-208 0-242 0-035 16.9% 1-185
ATR 0-287 0-284 -0-003 -1.1% 0-000
Volume 1,293,673 1,032,404 -261,269 -20.2% 5,159,172
Daily Pivots for day following 03-Apr-2023
Classic Woodie Camarilla DeMark
R4 112-002 111-228 110-101
R3 111-080 110-305 110-034
R2 110-158 110-158 110-012
R1 110-062 110-062 109-310 110-110
PP 109-235 109-235 109-235 109-259
S1 109-140 109-140 109-265 109-188
S2 108-312 108-312 109-243
S3 108-070 108-218 109-221
S4 107-148 107-295 109-154
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 114-136 113-174 110-120
R3 112-271 111-309 109-301
R2 111-086 111-086 109-255
R1 110-124 110-124 109-209 110-012
PP 109-221 109-221 109-221 109-165
S1 108-259 108-259 109-116 108-148
S2 108-036 108-036 109-070
S3 106-171 107-074 109-024
S4 104-306 105-209 108-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-010 108-318 1-012 0.9% 0-188 0.5% 87% True False 1,021,228
10 111-098 108-212 2-205 2.4% 0-271 0.8% 47% False False 1,156,641
20 111-098 106-025 5-072 4.8% 1-032 1.0% 73% False False 1,694,190
40 111-098 106-025 5-072 4.8% 0-254 0.7% 73% False False 1,236,589
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-065
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113-081
2.618 112-005
1.618 111-082
1.000 110-252
0.618 110-160
HIGH 110-010
0.618 109-237
0.500 109-209
0.382 109-180
LOW 109-088
0.618 108-258
1.000 108-165
1.618 108-015
2.618 107-093
4.250 106-017
Fisher Pivots for day following 03-Apr-2023
Pivot 1 day 3 day
R1 109-261 109-246
PP 109-235 109-205
S1 109-209 109-164

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

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