ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 06-Jan-2023

Day Change Summary
	Previous	Current
	05-Jan-2023	06-Jan-2023	Change	Change %	Previous Week
Open	108-135	108-035	-0-100	-0.3%	108-020
High	108-140	109-032	0-212	0.6%	109-032
Low	107-262	107-278	0-015	0.0%	107-262
Close	108-045	109-008	0-282	0.8%	109-008
Range	0-198	1-075	0-198	100.0%	1-090
ATR	0-166	0-183	0-016	9.8%	0-000
Volume	995,409	1,588,005	592,596	59.5%	4,516,912

Daily Pivots for day following 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-118	111-298	109-225
R3	111-042	110-222	109-116
R2	109-288	109-288	109-080
R1	109-148	109-148	109-044	109-218
PP	108-212	108-212	108-212	108-248
S1	108-072	108-072	108-291	108-142
S2	107-138	107-138	108-255
S3	106-062	106-318	108-219
S4	104-308	105-242	108-110

Weekly Pivots for week ending 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-158	112-012	109-233
R3	111-068	110-242	109-120
R2	109-298	109-298	109-083
R1	109-152	109-152	109-045	109-225
PP	108-208	108-208	108-208	108-244
S1	108-062	108-062	108-290	108-135
S2	107-118	107-118	108-252
S3	106-028	106-292	108-215
S4	104-258	105-202	108-102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-032	107-210	1-142	1.3%	0-198	0.6%	95%	True	False	1,066,060
10	109-032	107-210	1-142	1.3%	0-156	0.4%	95%	True	False	789,156
20	109-262	107-210	2-052	2.0%	0-166	0.5%	63%	False	False	800,677
40	109-262	106-125	3-138	3.1%	0-181	0.5%	77%	False	False	793,099

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	0-026
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	114-111
2.618	112-107
1.618	111-032
1.000	110-108
0.618	109-277
HIGH	109-032
0.618	108-202
0.500	108-155
0.382	108-108
LOW	107-278
0.618	107-033
1.000	106-202
1.618	105-278
2.618	104-203
4.250	102-199

Fisher Pivots for day following 06-Jan-2023
Pivot	1 day	3 day
R1	108-270	108-268
PP	108-212	108-208
S1	108-155	108-148

Download as Excel Spreadsheet

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

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