ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 10-Mar-2023

Day Change Summary
	Previous	Current
	09-Mar-2023	10-Mar-2023	Change	Change %	Previous Week
Open	106-065	106-298	0-232	0.7%	106-220
High	106-315	108-045	1-050	1.1%	108-045
Low	106-058	106-292	0-235	0.7%	106-025
Close	106-265	108-005	1-060	1.1%	108-005
Range	0-258	1-072	0-135	52.4%	2-020
ATR	0-165	0-184	0-018	11.0%	0-000
Volume	1,527,053	2,889,998	1,362,945	89.3%	8,163,351

Daily Pivots for day following 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-118	110-294	108-221
R3	110-046	109-222	108-113
R2	108-293	108-293	108-077
R1	108-149	108-149	108-041	108-221
PP	107-221	107-221	107-221	107-257
S1	107-077	107-077	107-289	107-149
S2	106-148	106-148	107-253
S3	105-076	106-004	107-217
S4	104-003	104-252	107-109

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-192	112-278	109-048
R3	111-172	110-258	108-186
R2	109-152	109-152	108-126
R1	108-238	108-238	108-066	109-035
PP	107-132	107-132	107-132	107-190
S1	106-218	106-218	107-264	107-015
S2	105-112	105-112	107-204
S3	103-092	104-198	107-144
S4	101-072	102-178	106-282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-045	106-025	2-020	1.9%	0-223	0.6%	94%	True	False	1,632,670
10	108-045	106-025	2-020	1.9%	0-175	0.5%	94%	True	False	1,417,610
20	108-280	106-025	2-255	2.6%	0-174	0.5%	69%	False	False	1,142,806
40	111-008	106-025	4-302	4.6%	0-171	0.5%	39%	False	False	575,526

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	113-113
2.618	111-113
1.618	110-040
1.000	109-118
0.618	108-288
HIGH	108-045
0.618	107-215
0.500	107-169
0.382	107-122
LOW	106-292
0.618	106-050
1.000	105-220
1.618	104-297
2.618	103-225
4.250	101-224

Fisher Pivots for day following 10-Mar-2023
Pivot	1 day	3 day
R1	107-273	107-228
PP	107-221	107-132
S1	107-169	107-035

Download as Excel Spreadsheet

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

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