ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 06-Mar-2023

Day Change Summary
	Previous	Current
	03-Mar-2023	06-Mar-2023	Change	Change %	Previous Week
Open	106-140	106-220	0-080	0.2%	106-278
High	106-238	106-295	0-058	0.2%	107-042
Low	106-120	106-178	0-058	0.2%	106-088
Close	106-215	106-188	-0-028	-0.1%	106-215
Range	0-118	0-118	0-000	0.0%	0-275
ATR	0-159	0-156	-0-003	-1.9%	0-000
Volume	1,045,449	805,887	-239,562	-22.9%	6,012,758

Daily Pivots for day following 06-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-252	107-178	106-252
R3	107-135	107-060	106-220
R2	107-018	107-018	106-209
R1	106-262	106-262	106-198	106-241
PP	106-220	106-220	106-220	106-209
S1	106-145	106-145	106-177	106-124
S2	106-102	106-102	106-166
S3	105-305	106-028	106-155
S4	105-188	105-230	106-123

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-087	108-266	107-046
R3	108-132	107-311	106-291
R2	107-177	107-177	106-265
R1	107-036	107-036	106-240	106-289
PP	106-222	106-222	106-222	106-188
S1	106-081	106-081	106-190	106-014
S2	105-267	105-267	106-165
S3	104-312	105-126	106-139
S4	104-037	104-171	106-064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-038	106-088	0-270	0.8%	0-124	0.4%	37%	False	False	1,132,660
10	107-255	106-088	1-168	1.4%	0-146	0.4%	21%	False	False	1,496,273
20	109-142	106-088	3-055	3.0%	0-156	0.5%	10%	False	False	778,988

Crabel Price Patterns
NR	False
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	0-025

Fibonacci Retracements and Extensions
4.250	108-154
2.618	107-283
1.618	107-165
1.000	107-092
0.618	107-048
HIGH	106-295
0.618	106-250
0.500	106-236
0.382	106-222
LOW	106-178
0.618	106-105
1.000	106-060
1.618	105-307
2.618	105-190
4.250	104-318

Fisher Pivots for day following 06-Mar-2023
Pivot	1 day	3 day
R1	106-236	106-191
PP	106-220	106-190
S1	106-204	106-189

Download as Excel Spreadsheet

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

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