ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 25-Jan-2023

Day Change Summary
	Previous	Current
	24-Jan-2023	25-Jan-2023	Change	Change %	Previous Week
Open	109-295	110-040	0-065	0.2%	109-270
High	110-040	110-112	0-072	0.2%	111-008
Low	109-235	110-008	0-092	0.3%	109-235
Close	110-020	110-055	0-035	0.1%	110-052
Range	0-125	0-105	-0-020	-16.0%	1-092
ATR
Volume	2,091	2,377	286	13.7%	7,169

Daily Pivots for day following 25-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-053	110-319	110-113
R3	110-268	110-214	110-084
R2	110-163	110-163	110-074
R1	110-109	110-109	110-065	110-136
PP	110-058	110-058	110-058	110-072
S1	110-004	110-004	110-045	110-031
S2	109-273	109-273	110-036
S3	109-168	109-219	110-026
S4	109-063	109-114	109-317

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%	0-135	0.4%	34%	False	False	2,186
10	111-008	109-125	1-202	1.5%	0-160	0.5%	48%	False	False	1,391

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-033
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	111-239
2.618	111-067
1.618	110-282
1.000	110-218
0.618	110-177
HIGH	110-112
0.618	110-072
0.500	110-060
0.382	110-048
LOW	110-008
0.618	109-263
1.000	109-222
1.618	109-158
2.618	109-053
4.250	108-201

Fisher Pivots for day following 25-Jan-2023
Pivot	1 day	3 day
R1	110-060	110-041
PP	110-058	110-028
S1	110-057	110-014

Download as Excel Spreadsheet

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

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