ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 107-115 106-278 -0-158 -0.5% 107-252
High 107-148 107-042 -0-105 -0.3% 107-255
Low 106-228 106-228 0-000 0.0% 106-228
Close 106-282 107-020 0-058 0.2% 106-282
Range 0-240 0-135 -0-105 -43.8% 1-028
ATR 0-172 0-169 -0-003 -1.5% 0-000
Volume 1,874,577 1,155,345 -719,232 -38.4% 8,144,085
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 108-075 108-022 107-094
R3 107-260 107-208 107-057
R2 107-125 107-125 107-045
R1 107-072 107-072 107-032 107-099
PP 106-310 106-310 106-310 107-003
S1 106-258 106-258 107-008 106-284
S2 106-175 106-175 106-315
S3 106-040 106-122 106-303
S4 105-225 105-308 106-266
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 110-124 109-231 107-154
R3 109-097 108-203 107-058
R2 108-069 108-069 107-026
R1 107-176 107-176 106-314 107-109
PP 107-042 107-042 107-042 107-008
S1 106-148 106-148 106-251 106-081
S2 106-014 106-014 106-219
S3 104-307 105-121 106-187
S4 103-279 104-093 106-091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-255 106-228 1-028 1.0% 0-167 0.5% 32% False True 1,859,886
10 108-280 106-228 2-052 2.0% 0-174 0.5% 16% False True 979,255
20 110-258 106-228 4-030 3.8% 0-175 0.5% 9% False True 499,028
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 0-055
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108-296
2.618 108-076
1.618 107-261
1.000 107-178
0.618 107-126
HIGH 107-042
0.618 106-311
0.500 106-295
0.382 106-279
LOW 106-228
0.618 106-144
1.000 106-092
1.618 106-009
2.618 105-194
4.250 104-294
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 107-005 107-028
PP 106-310 107-025
S1 106-295 107-022

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

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