ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 24-Jan-2023
Day Change Summary
Previous Current
23-Jan-2023 24-Jan-2023 Change Change % Previous Week
Open 109-218 109-130 -0-088 -0.2% 109-138
High 109-250 109-200 -0-050 -0.1% 110-155
Low 109-112 109-072 -0-040 -0.1% 109-062
Close 109-120 109-178 0-058 0.2% 109-212
Range 0-138 0-128 -0-010 -7.3% 1-092
ATR 0-183 0-179 -0-004 -2.2% 0-000
Volume 707,460 767,241 59,781 8.5% 4,272,800
Daily Pivots for day following 24-Jan-2023
Classic Woodie Camarilla DeMark
R4 110-212 110-162 109-248
R3 110-085 110-035 109-213
R2 109-278 109-278 109-201
R1 109-228 109-228 109-189 109-252
PP 109-150 109-150 109-150 109-162
S1 109-100 109-100 109-166 109-125
S2 109-022 109-022 109-154
S3 108-215 108-292 109-142
S4 108-088 108-165 109-107
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 113-208 112-302 110-119
R3 112-115 111-210 110-006
R2 111-022 111-022 109-288
R1 110-118 110-118 109-250 110-230
PP 109-250 109-250 109-250 109-306
S1 109-025 109-025 109-175 109-138
S2 108-158 108-158 109-137
S3 107-065 107-252 109-099
S4 105-292 106-160 108-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-155 109-072 1-082 1.1% 0-180 0.5% 26% False True 956,452
10 110-155 108-262 1-212 1.5% 0-181 0.5% 44% False False 1,003,995
20 110-155 107-210 2-265 2.6% 0-171 0.5% 67% False False 921,776
40 110-155 107-210 2-265 2.6% 0-179 0.5% 67% False False 936,489
60 110-155 105-272 4-202 4.2% 0-183 0.5% 80% False False 713,442
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 0-047
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 111-102
2.618 110-214
1.618 110-086
1.000 110-008
0.618 109-279
HIGH 109-200
0.618 109-151
0.500 109-136
0.382 109-121
LOW 109-072
0.618 108-314
1.000 108-265
1.618 108-186
2.618 108-059
4.250 107-171
Fisher Pivots for day following 24-Jan-2023
Pivot 1 day 3 day
R1 109-164 109-201
PP 109-150 109-193
S1 109-136 109-185

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

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