ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 26-Jan-2023
Day Change Summary
Previous Current
25-Jan-2023 26-Jan-2023 Change Change % Previous Week
Open 109-198 109-228 0-030 0.1% 109-138
High 109-270 109-238 -0-032 -0.1% 110-155
Low 109-158 109-112 -0-045 -0.1% 109-062
Close 109-212 109-148 -0-065 -0.2% 109-212
Range 0-112 0-125 0-012 11.1% 1-092
ATR 0-175 0-171 -0-004 -2.0% 0-000
Volume 884,202 898,546 14,344 1.6% 4,272,800
Daily Pivots for day following 26-Jan-2023
Classic Woodie Camarilla DeMark
R4 110-221 110-149 109-216
R3 110-096 110-024 109-182
R2 109-291 109-291 109-170
R1 109-219 109-219 109-159 109-192
PP 109-166 109-166 109-166 109-152
S1 109-094 109-094 109-136 109-068
S2 109-041 109-041 109-125
S3 108-236 108-289 109-113
S4 108-111 108-164 109-079
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
5 110-010 109-072 0-258 0.7% 0-132 0.4% 29% False False 822,542
10 110-155 108-270 1-205 1.5% 0-179 0.5% 38% False False 1,003,884
20 110-155 107-210 2-265 2.6% 0-168 0.5% 64% False False 963,036
40 110-155 107-210 2-265 2.6% 0-177 0.5% 64% False False 920,820
60 110-155 105-272 4-202 4.2% 0-178 0.5% 78% False False 743,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-129
2.618 110-245
1.618 110-120
1.000 110-042
0.618 109-315
HIGH 109-238
0.618 109-190
0.500 109-175
0.382 109-160
LOW 109-112
0.618 109-035
1.000 108-308
1.618 108-230
2.618 108-105
4.250 107-221
Fisher Pivots for day following 26-Jan-2023
Pivot 1 day 3 day
R1 109-175 109-171
PP 109-166 109-163
S1 109-157 109-155

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

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