ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 11-Jan-2023

Day Change Summary
	Previous	Current
	10-Jan-2023	11-Jan-2023	Change	Change %	Previous Week
Open	109-062	108-310	-0-072	-0.2%	108-020
High	109-088	109-100	0-012	0.0%	109-032
Low	108-262	108-305	0-042	0.1%	107-262
Close	108-305	109-072	0-088	0.3%	109-008
Range	0-145	0-115	-0-030	-20.7%	1-090
ATR	0-179	0-174	-0-005	-2.5%	0-000
Volume	910,165	873,694	-36,471	-4.0%	4,516,912

Daily Pivots for day following 11-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-078	110-030	109-136
R3	109-282	109-235	109-104
R2	109-168	109-168	109-094
R1	109-120	109-120	109-083	109-144
PP	109-052	109-052	109-052	109-064
S1	109-005	109-005	109-062	109-029
S2	108-258	108-258	109-051
S3	108-142	108-210	109-041
S4	108-028	108-095	109-009

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%	0-201	0.6%	91%	False	False	1,075,078
10	109-118	107-210	1-228	1.6%	0-158	0.5%	92%	False	False	922,188
20	109-262	107-210	2-052	2.0%	0-164	0.5%	73%	False	False	834,671
40	109-262	107-210	2-052	2.0%	0-171	0.5%	73%	False	False	861,692
60	109-262	105-215	4-048	3.8%	0-179	0.5%	86%	False	False	575,904

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-027
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	110-269
2.618	110-081
1.618	109-286
1.000	109-215
0.618	109-171
HIGH	109-100
0.618	109-056
0.500	109-042
0.382	109-029
LOW	108-305
0.618	108-234
1.000	108-190
1.618	108-119
2.618	108-004
4.250	107-136

Fisher Pivots for day following 11-Jan-2023
Pivot	1 day	3 day
R1	109-062	109-058
PP	109-052	109-044
S1	109-042	109-030

Download as Excel Spreadsheet

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

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