ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 02-Feb-2023

Day Change Summary
	Previous	Current
	01-Feb-2023	02-Feb-2023	Change	Change %	Previous Week
Open	109-262	110-118	0-175	0.5%	110-068
High	110-158	110-258	0-100	0.3%	110-112
Low	109-222	110-095	0-192	0.5%	109-218
Close	110-130	110-155	0-025	0.1%	109-260
Range	0-255	0-162	-0-092	-36.3%	0-215
ATR	0-155	0-156	0-001	0.3%	0-000
Volume	30,442	16,012	-14,430	-47.4%	12,546

Daily Pivots for day following 02-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-017	111-248	110-244
R3	111-174	111-086	110-200
R2	111-012	111-012	110-185
R1	110-243	110-243	110-170	110-288
PP	110-169	110-169	110-169	110-191
S1	110-081	110-081	110-140	110-125
S2	110-007	110-007	110-125
S3	109-164	109-238	110-110
S4	109-002	109-076	110-066

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-308	111-179	110-058
R3	111-093	110-284	109-319
R2	110-198	110-198	109-299
R1	110-069	110-069	109-280	110-026
PP	109-303	109-303	109-303	109-282
S1	109-174	109-174	109-240	109-131
S2	109-088	109-088	109-221
S3	108-193	108-279	109-201
S4	107-298	108-064	109-142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-258	109-158	1-100	1.2%	0-142	0.4%	76%	True	False	11,572
10	110-258	109-158	1-100	1.2%	0-132	0.4%	76%	True	False	6,952

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-308
2.618	112-043
1.618	111-200
1.000	111-100
0.618	111-038
HIGH	110-258
0.618	110-195
0.500	110-176
0.382	110-157
LOW	110-095
0.618	109-315
1.000	109-252
1.618	109-152
2.618	108-310
4.250	108-044

Fisher Pivots for day following 02-Feb-2023
Pivot	1 day	3 day
R1	110-176	110-123
PP	110-169	110-092
S1	110-162	110-060

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols