ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 15-Mar-2023

Day Change Summary
	Previous	Current
	14-Mar-2023	15-Mar-2023	Change	Change %	Previous Week
Open	108-225	108-010	-0-215	-0.6%	106-092
High	109-150	109-302	0-152	0.4%	107-232
Low	107-282	107-285	0-002	0.0%	105-238
Close	108-098	109-095	0-318	0.9%	107-198
Range	1-188	2-018	0-150	29.6%	1-315
ATR	0-233	0-263	0-030	13.0%	0-000
Volume	641	2,181	1,540	240.2%	16,156

Daily Pivots for day following 15-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-067	114-098	110-137
R3	113-049	112-081	109-276
R2	111-032	111-032	109-216
R1	110-063	110-063	109-155	110-208
PP	109-014	109-014	109-014	109-086
S1	108-046	108-046	109-035	108-190
S2	106-317	106-317	108-294
S3	104-299	106-028	108-234
S4	102-282	104-011	108-053

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-314	112-091	108-227
R3	110-319	110-096	108-052
R2	109-004	109-004	107-314
R1	108-101	108-101	107-256	108-212
PP	107-009	107-009	107-009	107-065
S1	106-106	106-106	107-139	106-218
S2	105-014	105-014	107-081
S3	103-019	104-111	107-023
S4	101-024	102-116	106-168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-302	105-272	4-030	3.7%	1-154	1.4%	84%	True	False	2,147
10	109-302	105-238	4-065	3.8%	0-303	0.9%	85%	True	False	6,104
20	109-302	105-238	4-065	3.8%	0-227	0.6%	85%	True	False	780,395
40	110-155	105-238	4-238	4.3%	0-200	0.6%	75%	False	False	948,627
60	110-155	105-238	4-238	4.3%	0-188	0.5%	75%	False	False	911,674
80	110-155	105-238	4-238	4.3%	0-187	0.5%	75%	False	False	946,984
100	110-155	105-215	4-260	4.4%	0-191	0.5%	75%	False	False	759,727

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	0-057
Widest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	118-217
2.618	115-104
1.618	113-086
1.000	112-000
0.618	111-069
HIGH	109-302
0.618	109-051
0.500	108-294
0.382	108-216
LOW	107-285
0.618	106-199
1.000	105-268
1.618	104-181
2.618	102-164
4.250	99-051

Fisher Pivots for day following 15-Mar-2023
Pivot	1 day	3 day
R1	109-055	109-031
PP	109-014	108-288
S1	108-294	108-224

Download as Excel Spreadsheet

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

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