ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 16-Mar-2023
Day Change Summary
Previous Current
15-Mar-2023 16-Mar-2023 Change Change % Previous Week
Open 108-010 109-162 1-152 1.4% 106-092
High 109-302 109-252 -0-050 -0.1% 107-232
Low 107-285 108-160 0-195 0.6% 105-238
Close 109-095 108-162 -0-252 -0.7% 107-198
Range 2-018 1-092 -0-245 -37.3% 1-315
ATR 0-263 0-274 0-011 4.1% 0-000
Volume 2,181 131 -2,050 -94.0% 16,156
Daily Pivots for day following 16-Mar-2023
Classic Woodie Camarilla DeMark
R4 112-256 111-302 109-069
R3 111-163 110-209 108-276
R2 110-071 110-071 108-238
R1 109-117 109-117 108-200 109-048
PP 108-298 108-298 108-298 108-264
S1 108-024 108-024 108-125 107-275
S2 107-206 107-206 108-087
S3 106-113 106-252 108-049
S4 105-021 105-159 107-256
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
5 109-302 106-238 3-065 3.0% 1-190 1.5% 55% False False 1,673
10 109-302 105-238 4-065 3.9% 1-012 1.0% 66% False False 3,179
20 109-302 105-238 4-065 3.9% 0-240 0.7% 66% False False 712,143
40 110-155 105-238 4-238 4.4% 0-203 0.6% 58% False False 915,160
60 110-155 105-238 4-238 4.4% 0-191 0.6% 58% False False 899,346
80 110-155 105-238 4-238 4.4% 0-190 0.5% 58% False False 946,229
100 110-155 105-215 4-260 4.4% 0-193 0.6% 59% False False 759,709
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-086
2.618 113-052
1.618 111-280
1.000 111-025
0.618 110-187
HIGH 109-252
0.618 109-095
0.500 109-046
0.382 108-318
LOW 108-160
0.618 107-225
1.000 107-068
1.618 106-133
2.618 105-040
4.250 103-007
Fisher Pivots for day following 16-Mar-2023
Pivot 1 day 3 day
R1 109-046 108-292
PP 108-298 108-249
S1 108-230 108-206

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

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