ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 04-Jan-2023

Day Change Summary
	Previous	Current
	03-Jan-2023	04-Jan-2023	Change	Change %	Previous Week
Open	108-020	108-068	0-048	0.1%	108-155
High	108-120	108-185	0-065	0.2%	108-162
Low	107-310	108-048	0-058	0.2%	107-210
Close	108-005	108-100	0-095	0.3%	107-298
Range	0-130	0-138	0-008	5.8%	0-272
ATR	0-163	0-164	0-001	0.8%	0-000
Volume	914,339	1,019,159	104,820	11.5%	2,370,032

Daily Pivots for day following 04-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-203	109-129	108-176
R3	109-066	108-312	108-138
R2	108-248	108-248	108-125
R1	108-174	108-174	108-113	108-211
PP	108-111	108-111	108-111	108-129
S1	108-037	108-037	108-087	108-074
S2	107-293	107-293	108-075
S3	107-156	107-219	108-062
S4	107-018	107-082	108-024

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	108-185	107-210	0-295	0.9%	0-114	0.3%	71%	True	False	769,299
10	109-038	107-210	1-148	1.3%	0-128	0.4%	45%	False	False	667,048
20	109-262	107-210	2-052	2.0%	0-154	0.4%	30%	False	False	751,145
40	109-262	106-012	3-250	3.5%	0-173	0.5%	60%	False	False	729,029

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	0-022
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	110-129
2.618	109-225
1.618	109-087
1.000	109-002
0.618	108-270
HIGH	108-185
0.618	108-132
0.500	108-116
0.382	108-100
LOW	108-048
0.618	107-283
1.000	107-230
1.618	107-145
2.618	107-008
4.250	106-103

Fisher Pivots for day following 04-Jan-2023
Pivot	1 day	3 day
R1	108-116	108-079
PP	108-111	108-058
S1	108-105	108-038

Download as Excel Spreadsheet

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

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