ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 04-Apr-2023
Day Change Summary
Previous Current
03-Apr-2023 04-Apr-2023 Change Change % Previous Week
Open 109-170 110-005 0-155 0.4% 110-182
High 110-010 110-188 0-178 0.5% 110-182
Low 109-088 109-215 0-128 0.4% 108-318
Close 109-288 110-175 0-208 0.6% 109-162
Range 0-242 0-292 0-050 20.6% 1-185
ATR 0-284 0-284 0-001 0.2% 0-000
Volume 1,032,404 1,139,532 107,128 10.4% 5,159,172
Daily Pivots for day following 04-Apr-2023
Classic Woodie Camarilla DeMark
R4 113-003 112-222 111-016
R3 112-031 111-249 110-255
R2 111-058 111-058 110-229
R1 110-277 110-277 110-202 111-008
PP 110-086 110-086 110-086 110-111
S1 109-304 109-304 110-148 110-035
S2 109-113 109-113 110-121
S3 108-141 109-012 110-095
S4 107-168 108-039 110-014
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
5 110-188 108-318 1-190 1.4% 0-208 0.6% 98% True False 1,059,139
10 111-098 108-212 2-205 2.4% 0-265 0.7% 71% False False 1,155,990
20 111-098 106-025 5-072 4.7% 1-038 1.0% 86% False False 1,683,233
40 111-098 106-025 5-072 4.7% 0-256 0.7% 86% False False 1,264,694
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 0-064
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114-151
2.618 112-313
1.618 112-021
1.000 111-160
0.618 111-048
HIGH 110-188
0.618 110-076
0.500 110-041
0.382 110-007
LOW 109-215
0.618 109-034
1.000 108-242
1.618 108-062
2.618 107-089
4.250 105-252
Fisher Pivots for day following 04-Apr-2023
Pivot 1 day 3 day
R1 110-130 110-096
PP 110-086 110-018
S1 110-041 109-259

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

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