ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 09-Jan-2023

Day Change Summary
	Previous	Current
	06-Jan-2023	09-Jan-2023	Change	Change %	Previous Week
Open	108-035	109-012	0-298	0.9%	108-020
High	109-032	109-118	0-085	0.2%	109-032
Low	107-278	108-285	1-008	0.9%	107-262
Close	109-008	109-095	0-088	0.3%	109-008
Range	1-075	0-152	-0-242	-61.4%	1-090
ATR	0-183	0-181	-0-002	-1.2%	0-000
Volume	1,588,005	1,008,117	-579,888	-36.5%	4,516,912

Daily Pivots for day following 09-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-197	110-138	109-179
R3	110-044	109-306	109-137
R2	109-212	109-212	109-123
R1	109-153	109-153	109-109	109-182
PP	109-059	109-059	109-059	109-074
S1	109-001	109-001	109-081	109-030
S2	108-227	108-227	109-067
S3	108-074	108-168	109-053
S4	107-242	108-016	109-011

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	109-118	107-262	1-175	1.4%	0-202	0.6%	95%	True	False	1,105,005
10	109-118	107-210	1-228	1.6%	0-161	0.5%	96%	True	False	839,557
20	109-262	107-210	2-052	2.0%	0-167	0.5%	76%	False	False	813,099
40	109-262	106-210	3-052	2.9%	0-180	0.5%	83%	False	False	817,946
60	109-262	105-215	4-048	3.8%	0-186	0.5%	87%	False	False	546,179

Crabel Price Patterns
NR	True
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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111-126
2.618	110-197
1.618	110-044
1.000	109-270
0.618	109-212
HIGH	109-118
0.618	109-059
0.500	109-041
0.382	109-023
LOW	108-285
0.618	108-191
1.000	108-132
1.618	108-038
2.618	107-206
4.250	106-277

Fisher Pivots for day following 09-Jan-2023
Pivot	1 day	3 day
R1	109-077	109-020
PP	109-059	108-265
S1	109-041	108-190

Download as Excel Spreadsheet

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

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