ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 27-Mar-2023

Day Change Summary
	Previous	Current
	24-Mar-2023	27-Mar-2023	Change	Change %	Previous Week
Open	110-200	109-202	-0-318	-0.9%	110-170
High	110-232	110-118	-0-115	-0.3%	110-232
Low	110-112	109-165	-0-268	-0.8%	108-145
Close	110-112	109-202	-0-230	-0.7%	110-112
Range	0-120	0-272	0-152	127.1%	2-088
ATR	0-285	0-284	-0-001	-0.3%	0-000
Volume	28	2	-26	-92.9%	231

Daily Pivots for day following 27-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-126	111-277	110-032
R3	111-173	111-004	109-277
R2	110-221	110-221	109-252
R1	110-052	110-052	109-227	110-019
PP	109-268	109-268	109-268	109-252
S1	109-099	109-099	109-178	109-066
S2	108-316	108-316	109-153
S3	108-043	108-147	109-128
S4	107-091	107-194	109-053

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-212	115-250	111-193
R3	114-125	113-162	110-313
R2	112-038	112-038	110-246
R1	111-075	111-075	110-179	110-172
PP	109-270	109-270	109-270	109-159
S1	108-308	108-308	110-046	108-085
S2	107-182	107-182	109-299
S3	105-095	106-220	109-232
S4	103-008	104-132	109-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-232	108-145	2-088	2.1%	0-168	0.5%	52%	False	False	26
10	110-232	107-282	2-270	2.6%	1-014	1.0%	62%	False	False	318
20	110-232	105-238	4-315	4.5%	0-272	0.8%	78%	False	False	8,105
40	110-232	105-238	4-315	4.5%	0-223	0.6%	78%	False	False	766,410
60	110-232	105-238	4-315	4.5%	0-205	0.6%	78%	False	False	834,455
80	110-232	105-238	4-315	4.5%	0-200	0.6%	78%	False	False	840,489
100	110-232	105-238	4-315	4.5%	0-196	0.6%	78%	False	False	759,622

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-055
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-316
2.618	112-191
1.618	111-238
1.000	111-070
0.618	110-286
HIGH	110-118
0.618	110-013
0.500	109-301
0.382	109-269
LOW	109-165
0.618	108-317
1.000	108-212
1.618	108-044
2.618	107-092
4.250	105-287

Fisher Pivots for day following 27-Mar-2023
Pivot	1 day	3 day
R1	109-301	110-039
PP	109-268	109-307
S1	109-235	109-255

Download as Excel Spreadsheet

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

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