ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 30-Jan-2023

Day Change Summary
	Previous	Current
	27-Jan-2023	30-Jan-2023	Change	Change %	Previous Week
Open	109-135	109-108	-0-028	-0.1%	109-218
High	109-150	109-128	-0-022	-0.1%	109-270
Low	109-058	108-315	-0-062	-0.2%	109-058
Close	109-100	109-010	-0-090	-0.3%	109-100
Range	0-092	0-132	0-040	43.2%	0-212
ATR	0-165	0-163	-0-002	-1.4%	0-000
Volume	724,036	836,055	112,019	15.5%	3,981,485

Daily Pivots for day following 30-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-122	110-038	109-083
R3	109-309	109-226	109-046
R2	109-177	109-177	109-034
R1	109-093	109-093	109-022	109-069
PP	109-044	109-044	109-044	109-032
S1	108-281	108-281	108-318	108-256
S2	108-232	108-232	108-306
S3	108-099	108-148	108-294
S4	107-287	108-016	108-257

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-140	111-012	109-217
R3	110-248	110-120	109-158
R2	110-035	110-035	109-139
R1	109-228	109-228	109-119	109-185
PP	109-142	109-142	109-142	109-121
S1	109-015	109-015	109-081	108-292
S2	108-250	108-250	109-061
S3	108-038	108-122	109-042
S4	107-145	107-230	108-303

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-270	108-315	0-275	0.8%	0-118	0.3%	5%	False	True	822,016
10	110-155	108-315	1-160	1.4%	0-150	0.4%	3%	False	True	909,034
20	110-155	107-210	2-265	2.6%	0-171	0.5%	49%	False	False	986,060
40	110-155	107-210	2-265	2.6%	0-170	0.5%	49%	False	False	889,004
60	110-155	105-272	4-202	4.2%	0-176	0.5%	69%	False	False	769,001

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	111-051
2.618	110-154
1.618	110-022
1.000	109-260
0.618	109-209
HIGH	109-128
0.618	109-077
0.500	109-061
0.382	109-046
LOW	108-315
0.618	108-233
1.000	108-182
1.618	108-101
2.618	107-288
4.250	107-072

Fisher Pivots for day following 30-Jan-2023
Pivot	1 day	3 day
R1	109-061	109-116
PP	109-044	109-081
S1	109-027	109-045

Download as Excel Spreadsheet

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

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