ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 13-Mar-2023

Day Change Summary
	Previous	Current
	10-Mar-2023	13-Mar-2023	Change	Change %	Previous Week
Open	106-298	108-005	1-028	1.0%	106-220
High	108-045	109-298	1-252	1.7%	108-045
Low	106-292	107-255	0-282	0.8%	106-025
Close	108-005	109-110	1-105	1.2%	108-005
Range	1-072	2-042	0-290	73.9%	2-020
ATR	0-184	0-219	0-036	19.4%	0-000
Volume	2,889,998	4,041,191	1,151,193	39.8%	8,163,351

Daily Pivots for day following 13-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-135	114-165	110-165
R3	113-092	112-122	109-298
R2	111-050	111-050	109-235
R1	110-080	110-080	109-173	110-225
PP	109-008	109-008	109-008	109-080
S1	108-038	108-038	109-047	108-182
S2	106-285	106-285	108-305
S3	104-242	105-315	108-242
S4	102-200	103-272	108-055

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	109-298	106-025	3-272	3.5%	1-016	1.0%	85%	True	False	2,279,731
10	109-298	106-025	3-272	3.5%	0-230	0.7%	85%	True	False	1,706,195
20	109-298	106-025	3-272	3.5%	0-202	0.6%	85%	True	False	1,342,725
40	111-008	106-025	4-302	4.5%	0-180	0.5%	66%	False	False	676,555

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	0-032
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	118-318
2.618	115-164
1.618	113-122
1.000	112-020
0.618	111-079
HIGH	109-298
0.618	109-037
0.500	108-276
0.382	108-196
LOW	107-255
0.618	106-153
1.000	105-212
1.618	104-111
2.618	102-068
4.250	98-234

Fisher Pivots for day following 13-Mar-2023
Pivot	1 day	3 day
R1	109-059	108-292
PP	109-008	108-155
S1	108-276	108-018

Download as Excel Spreadsheet

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

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