ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 29-Mar-2023

Day Change Summary
	Previous	Current
	28-Mar-2023	29-Mar-2023	Change	Change %	Previous Week
Open	109-102	109-078	-0-025	-0.1%	110-170
High	109-102	109-078	-0-025	-0.1%	110-232
Low	109-095	109-045	-0-050	-0.1%	108-145
Close	109-102	109-078	-0-025	-0.1%	110-112
Range	0-008	0-032	0-025	333.3%	2-088
ATR	0-271	0-256	-0-015	-5.6%	0-000
Volume	0	15	15		231

Daily Pivots for day following 29-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-164	109-153	109-095
R3	109-132	109-121	109-086
R2	109-099	109-099	109-083
R1	109-088	109-088	109-080	109-094
PP	109-067	109-067	109-067	109-069
S1	109-056	109-056	109-075	109-061
S2	109-034	109-034	109-072
S3	109-002	109-023	109-069
S4	108-289	108-311	109-060

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	109-045	1-188	1.5%	0-086	0.2%	6%	False	True	9
10	110-232	108-140	2-092	2.1%	0-222	0.6%	35%	False	False	38
20	110-232	105-238	4-315	4.6%	0-262	0.8%	70%	False	False	3,071
40	110-232	105-238	4-315	4.6%	0-218	0.6%	70%	False	False	712,420
60	110-232	105-238	4-315	4.6%	0-202	0.6%	70%	False	False	812,137
80	110-232	105-238	4-315	4.6%	0-193	0.6%	70%	False	False	801,256
100	110-232	105-238	4-315	4.6%	0-191	0.5%	70%	False	False	759,597

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109-216
2.618	109-163
1.618	109-130
1.000	109-110
0.618	109-098
HIGH	109-078
0.618	109-065
0.500	109-061
0.382	109-057
LOW	109-045
0.618	109-025
1.000	109-012
1.618	108-312
2.618	108-280
4.250	108-227

Fisher Pivots for day following 29-Mar-2023
Pivot	1 day	3 day
R1	109-072	109-241
PP	109-067	109-187
S1	109-061	109-132

Download as Excel Spreadsheet

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

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