ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 03-Feb-2023

Day Change Summary
	Previous	Current
	02-Feb-2023	03-Feb-2023	Change	Change %	Previous Week
Open	109-252	109-288	0-035	0.1%	109-108
High	110-085	110-005	-0-080	-0.2%	110-085
Low	109-245	109-012	-0-232	-0.7%	108-315
Close	109-305	109-028	-0-278	-0.8%	109-028
Range	0-160	0-312	0-152	95.3%	1-090
ATR	0-168	0-178	0-010	6.2%	0-000
Volume	1,337,547	1,712,715	375,168	28.0%	6,630,723

Daily Pivots for day following 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-099	111-216	109-199
R3	111-107	110-223	109-113
R2	110-114	110-114	109-085
R1	109-231	109-231	109-056	109-176
PP	109-122	109-122	109-122	109-094
S1	108-238	108-238	108-319	108-184
S2	108-129	108-129	108-290
S3	107-137	107-246	108-262
S4	106-144	106-253	108-176

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-092	112-150	109-253
R3	112-002	111-060	109-140
R2	110-232	110-232	109-103
R1	109-290	109-290	109-065	109-216
PP	109-142	109-142	109-142	109-106
S1	108-200	108-200	108-310	108-126
S2	108-052	108-052	108-272
S3	106-282	107-110	108-235
S4	105-192	106-020	108-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-085	108-315	1-090	1.2%	0-199	0.6%	8%	False	False	1,326,144
10	110-085	108-315	1-090	1.2%	0-159	0.5%	8%	False	False	1,061,220
20	110-155	107-278	2-198	2.4%	0-184	0.5%	47%	False	False	1,088,679
40	110-155	107-210	2-265	2.6%	0-171	0.5%	51%	False	False	926,402
60	110-155	106-012	4-142	4.1%	0-178	0.5%	69%	False	False	865,383

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	114-053
2.618	112-183
1.618	111-191
1.000	110-318
0.618	110-198
HIGH	110-005
0.618	109-206
0.500	109-169
0.382	109-132
LOW	109-012
0.618	108-139
1.000	108-020
1.618	107-147
2.618	106-154
4.250	104-284

Fisher Pivots for day following 03-Feb-2023
Pivot	1 day	3 day
R1	109-169	109-209
PP	109-122	109-148
S1	109-075	109-088

Download as Excel Spreadsheet

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

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