ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 31-Jan-2023

Day Change Summary
	Previous	Current
	30-Jan-2023	31-Jan-2023	Change	Change %	Previous Week
Open	109-108	109-038	-0-070	-0.2%	109-218
High	109-128	109-150	0-022	0.1%	109-270
Low	108-315	109-020	0-025	0.1%	109-058
Close	109-010	109-078	0-068	0.2%	109-100
Range	0-132	0-130	-0-002	-1.9%	0-212
ATR	0-163	0-161	-0-002	-1.0%	0-000
Volume	836,055	1,323,576	487,521	58.3%	3,981,485

Daily Pivots for day following 31-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-152	110-085	109-149
R3	110-022	109-275	109-113
R2	109-212	109-212	109-101
R1	109-145	109-145	109-089	109-179
PP	109-082	109-082	109-082	109-099
S1	109-015	109-015	109-066	109-049
S2	108-272	108-272	109-054
S3	108-142	108-205	109-042
S4	108-012	108-075	109-006

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%	30%	False	False	933,283
10	110-155	108-315	1-160	1.4%	0-149	0.4%	17%	False	False	944,867
20	110-155	107-262	2-212	2.4%	0-171	0.5%	53%	False	False	1,011,570
40	110-155	107-210	2-265	2.6%	0-168	0.5%	56%	False	False	890,091
60	110-155	105-272	4-202	4.2%	0-174	0.5%	73%	False	False	791,048

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-062
2.618	110-170
1.618	110-040
1.000	109-280
0.618	109-230
HIGH	109-150
0.618	109-100
0.500	109-085
0.382	109-070
LOW	109-020
0.618	108-260
1.000	108-210
1.618	108-130
2.618	108-000
4.250	107-108

Fisher Pivots for day following 31-Jan-2023
Pivot	1 day	3 day
R1	109-085	109-076
PP	109-082	109-074
S1	109-080	109-072

Download as Excel Spreadsheet

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

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