ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 02-Mar-2023

Day Change Summary
	Previous	Current
	01-Mar-2023	02-Mar-2023	Change	Change %	Previous Week
Open	106-195	106-110	-0-085	-0.2%	107-108
High	106-205	106-112	-0-092	-0.3%	107-112
Low	106-068	105-308	-0-080	-0.2%	106-102
Close	106-092	106-022	-0-070	-0.2%	106-160
Range	0-138	0-125	-0-012	-9.1%	1-010
ATR	0-163	0-160	-0-003	-1.7%	0-000
Volume	29,838	29,380	-458	-1.5%	10,891,353

Daily Pivots for day following 02-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-096	107-024	106-091
R3	106-291	106-219	106-057
R2	106-166	106-166	106-045
R1	106-094	106-094	106-034	106-068
PP	106-041	106-041	106-041	106-028
S1	105-289	105-289	106-011	105-262
S2	105-236	105-236	106-000
S3	105-111	105-164	105-308
S4	104-306	105-039	105-274

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-262	109-061	107-022
R3	108-252	108-051	106-251
R2	107-242	107-242	106-220
R1	107-041	107-041	106-190	106-296
PP	106-232	106-232	106-232	106-199
S1	106-031	106-031	106-130	105-286
S2	105-222	105-222	106-100
S3	104-212	105-021	106-069
S4	103-202	104-011	105-298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-005	105-308	1-018	1.0%	0-143	0.4%	10%	False	True	536,620
10	107-178	105-308	1-190	1.5%	0-149	0.4%	7%	False	True	1,421,107
20	110-085	105-308	4-098	4.1%	0-166	0.5%	3%	False	True	1,352,197
40	110-155	105-308	4-168	4.3%	0-172	0.5%	2%	False	True	1,194,546
60	110-155	105-308	4-168	4.3%	0-167	0.5%	2%	False	True	1,044,626
80	110-155	105-272	4-202	4.4%	0-174	0.5%	5%	False	False	949,073

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108-004
2.618	107-120
1.618	106-315
1.000	106-238
0.618	106-190
HIGH	106-112
0.618	106-065
0.500	106-050
0.382	106-035
LOW	105-308
0.618	105-230
1.000	105-182
1.618	105-105
2.618	104-300
4.250	104-096

Fisher Pivots for day following 02-Mar-2023
Pivot	1 day	3 day
R1	106-050	106-110
PP	106-041	106-081
S1	106-032	106-052

Download as Excel Spreadsheet

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

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