ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 05-Apr-2023
Day Change Summary
Previous Current
04-Apr-2023 05-Apr-2023 Change Change % Previous Week
Open 111-010 111-085 0-075 0.2% 110-042
High 111-015 111-160 0-145 0.4% 110-042
Low 111-010 110-265 -0-065 -0.2% 109-238
Close 111-010 111-085 0-075 0.2% 110-002
Range 0-005 0-215 0-210 4,200.0% 0-125
ATR 0-150 0-155 0-005 3.1% 0-000
Volume 21 40 19 90.5% 0
Daily Pivots for day following 05-Apr-2023
Classic Woodie Camarilla DeMark
R4 113-068 112-292 111-203
R3 112-173 112-077 111-144
R2 111-278 111-278 111-124
R1 111-182 111-182 111-105 111-192
PP 111-063 111-063 111-063 111-069
S1 110-287 110-287 111-065 110-298
S2 110-168 110-168 111-046
S3 109-273 110-072 111-026
S4 109-058 109-177 110-287
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 111-042 110-308 110-071
R3 110-238 110-182 110-037
R2 110-112 110-112 110-025
R1 110-058 110-058 110-014 110-022
PP 109-308 109-308 109-308 109-290
S1 109-252 109-252 109-311 109-218
S2 109-182 109-182 109-300
S3 109-058 109-128 109-288
S4 108-252 109-002 109-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-160 109-250 1-230 1.5% 0-044 0.1% 86% True False 12
10 111-160 109-238 1-242 1.6% 0-022 0.1% 87% True False 6
20 111-160 107-105 4-055 3.7% 0-019 0.1% 94% True False 3
40 111-160 106-240 4-240 4.3% 0-010 0.0% 95% True False 1
60 111-160 106-240 4-240 4.3% 0-006 0.0% 95% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 114-114
2.618 113-083
1.618 112-188
1.000 112-055
0.618 111-293
HIGH 111-160
0.618 111-078
0.500 111-052
0.382 111-027
LOW 110-265
0.618 110-132
1.000 110-050
1.618 109-237
2.618 109-022
4.250 107-311
Fisher Pivots for day following 05-Apr-2023
Pivot 1 day 3 day
R1 111-074 111-051
PP 111-063 111-018
S1 111-052 110-304

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

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