ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 05-Jan-2023

Day Change Summary
	Previous	Current
	04-Jan-2023	05-Jan-2023	Change	Change %	Previous Week
Open	108-068	108-135	0-068	0.2%	108-155
High	108-185	108-140	-0-045	-0.1%	108-162
Low	108-048	107-262	-0-105	-0.3%	107-210
Close	108-100	108-045	-0-055	-0.2%	107-298
Range	0-138	0-198	0-060	43.6%	0-272
ATR	0-164	0-166	0-002	1.5%	0-000
Volume	1,019,159	995,409	-23,750	-2.3%	2,370,032

Daily Pivots for day following 05-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-315	109-218	108-154
R3	109-118	109-020	108-099
R2	108-240	108-240	108-081
R1	108-142	108-142	108-063	108-092
PP	108-042	108-042	108-042	108-018
S1	107-265	107-265	108-027	107-215
S2	107-165	107-165	108-009
S3	106-288	107-068	107-311
S4	106-090	106-190	107-256

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%	0-133	0.4%	53%	False	False	853,599
10	109-038	107-210	1-148	1.4%	0-132	0.4%	33%	False	False	685,112
20	109-262	107-210	2-052	2.0%	0-158	0.5%	22%	False	False	764,124
40	109-262	106-012	3-250	3.5%	0-175	0.5%	56%	False	False	753,735

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	111-019
2.618	110-017
1.618	109-140
1.000	109-018
0.618	108-262
HIGH	108-140
0.618	108-065
0.500	108-041
0.382	108-018
LOW	107-262
0.618	107-140
1.000	107-065
1.618	106-263
2.618	106-065
4.250	105-063

Fisher Pivots for day following 05-Jan-2023
Pivot	1 day	3 day
R1	108-044	108-064
PP	108-042	108-058
S1	108-041	108-051

Download as Excel Spreadsheet

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

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