ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 24-Jan-2023

Day Change Summary
	Previous	Current
	23-Jan-2023	24-Jan-2023	Change	Change %	Previous Week
Open	110-068	109-295	-0-092	-0.3%	109-270
High	110-092	110-040	-0-052	-0.1%	111-008
Low	109-275	109-235	-0-040	-0.1%	109-235
Close	109-280	110-020	0-060	0.2%	110-052
Range	0-138	0-125	-0-012	-9.1%	1-092
ATR
Volume	2,228	2,091	-137	-6.1%	7,169

Daily Pivots for day following 24-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-047	110-318	110-089
R3	110-242	110-193	110-054
R2	110-117	110-117	110-043
R1	110-068	110-068	110-031	110-092
PP	109-312	109-312	109-312	110-004
S1	109-263	109-263	110-009	109-288
S2	109-187	109-187	109-317
S3	109-062	109-138	109-306
S4	108-257	109-013	109-271

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-056	113-147	110-279
R3	112-283	112-054	110-166
R2	111-191	111-191	110-128
R1	110-282	110-282	110-090	111-076
PP	110-098	110-098	110-098	110-156
S1	109-189	109-189	110-015	109-304
S2	109-006	109-006	109-297
S3	107-233	108-097	109-259
S4	106-141	107-004	109-146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-008	109-235	1-092	1.2%	0-173	0.5%	25%	False	True	2,031
10	111-008	109-090	1-238	1.6%	0-152	0.4%	45%	False	False	1,153

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-030
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	111-251
2.618	111-047
1.618	110-242
1.000	110-165
0.618	110-117
HIGH	110-040
0.618	109-312
0.500	109-298
0.382	109-283
LOW	109-235
0.618	109-158
1.000	109-110
1.618	109-033
2.618	108-228
4.250	108-024

Fisher Pivots for day following 24-Jan-2023
Pivot	1 day	3 day
R1	110-006	110-028
PP	109-312	110-025
S1	109-298	110-022

Download as Excel Spreadsheet

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

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