ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 13-Jan-2023

Day Change Summary
	Previous	Current
	12-Jan-2023	13-Jan-2023	Change	Change %	Previous Week
Open	109-088	109-252	0-165	0.5%	109-012
High	109-288	109-308	0-020	0.1%	109-308
Low	108-270	109-132	0-182	0.5%	108-262
Close	109-250	109-138	-0-112	-0.3%	109-138
Range	1-018	0-175	-0-162	-48.1%	1-045
ATR	0-186	0-185	-0-001	-0.4%	0-000
Volume	1,583,544	925,055	-658,489	-41.6%	5,300,575

Daily Pivots for day following 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-078	110-282	109-234
R3	110-222	110-108	109-186
R2	110-048	110-048	109-170
R1	109-252	109-252	109-154	109-222
PP	109-192	109-192	109-192	109-178
S1	109-078	109-078	109-121	109-048
S2	109-018	109-018	109-105
S3	108-162	108-222	109-089
S4	107-308	108-048	109-041

Weekly Pivots for week ending 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-264	112-086	110-018
R3	111-219	111-041	109-238
R2	110-174	110-174	109-204
R1	109-316	109-316	109-171	110-085
PP	109-129	109-129	109-129	109-174
S1	108-271	108-271	109-104	109-040
S2	108-084	108-084	109-071
S3	107-039	107-226	109-037
S4	105-314	106-181	108-257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-308	108-262	1-045	1.0%	0-185	0.5%	53%	True	False	1,060,115
10	109-308	107-210	2-098	2.1%	0-192	0.5%	77%	True	False	1,063,087
20	109-308	107-210	2-098	2.1%	0-162	0.5%	77%	True	False	834,699
40	109-308	107-210	2-098	2.1%	0-176	0.5%	77%	True	False	922,172
60	109-308	105-215	4-092	3.9%	0-183	0.5%	88%	True	False	617,710

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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-091
2.618	111-126
1.618	110-271
1.000	110-162
0.618	110-096
HIGH	109-308
0.618	109-241
0.500	109-220
0.382	109-199
LOW	109-132
0.618	109-024
1.000	108-278
1.618	108-169
2.618	107-314
4.250	107-029

Fisher Pivots for day following 13-Jan-2023
Pivot	1 day	3 day
R1	109-220	109-135
PP	109-192	109-132
S1	109-165	109-129

Download as Excel Spreadsheet

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

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