ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 03-Jan-2023

Day Change Summary
	Previous	Current
	30-Dec-2022	03-Jan-2023	Change	Change %	Previous Week
Open	108-018	108-020	0-002	0.0%	108-155
High	108-020	108-120	0-100	0.3%	108-162
Low	107-210	107-310	0-100	0.3%	107-210
Close	107-298	108-005	0-028	0.1%	107-298
Range	0-130	0-130	0-000	0.0%	0-272
ATR	0-164	0-163	-0-002	-0.9%	0-000
Volume	813,390	914,339	100,949	12.4%	2,370,032

Daily Pivots for day following 03-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-108	109-027	108-076
R3	108-298	108-217	108-041
R2	108-168	108-168	108-029
R1	108-087	108-087	108-017	108-062
PP	108-038	108-038	108-038	108-026
S1	107-277	107-277	107-313	107-252
S2	107-228	107-228	107-301
S3	107-098	107-147	107-289
S4	106-288	107-017	107-254

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-188	110-035	108-127
R3	109-235	109-082	108-052
R2	108-282	108-282	108-027
R1	108-130	108-130	108-002	108-070
PP	108-010	108-010	108-010	107-300
S1	107-178	107-178	107-273	107-118
S2	107-058	107-058	107-248
S3	106-105	106-225	107-223
S4	105-152	105-272	107-148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-162	107-210	0-272	0.8%	0-122	0.4%	42%	False	False	656,874
10	109-150	107-210	1-260	1.7%	0-129	0.4%	20%	False	False	614,716
20	109-262	107-210	2-052	2.0%	0-157	0.5%	17%	False	False	744,788
40	109-262	105-272	3-310	3.7%	0-175	0.5%	55%	False	False	703,600

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0-020

Fibonacci Retracements and Extensions
4.250	110-032
2.618	109-140
1.618	109-010
1.000	108-250
0.618	108-200
HIGH	108-120
0.618	108-070
0.500	108-055
0.382	108-040
LOW	107-310
0.618	107-230
1.000	107-180
1.618	107-100
2.618	106-290
4.250	106-078

Fisher Pivots for day following 03-Jan-2023
Pivot	1 day	3 day
R1	108-055	108-005
PP	108-038	108-005
S1	108-022	108-005

Download as Excel Spreadsheet

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

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