ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 14-Mar-2023

Day Change Summary
	Previous	Current
	13-Mar-2023	14-Mar-2023	Change	Change %	Previous Week
Open	108-005	109-065	1-060	1.1%	106-220
High	109-298	109-288	-0-010	0.0%	108-045
Low	107-255	108-082	0-148	0.4%	106-025
Close	109-110	108-232	-0-198	-0.6%	108-005
Range	2-042	1-205	-0-158	-23.1%	2-020
ATR	0-219	0-241	0-022	10.0%	0-000
Volume	4,041,191	2,671,901	-1,369,290	-33.9%	8,163,351

Daily Pivots for day following 14-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-282	112-302	109-201
R3	112-078	111-098	109-057
R2	110-192	110-192	109-009
R1	109-212	109-212	108-281	109-100
PP	108-308	108-308	108-308	108-251
S1	108-008	108-008	108-184	107-215
S2	107-102	107-102	108-136
S3	105-218	106-122	108-088
S4	104-012	104-238	107-264

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%	1-088	1.2%	69%	False	False	2,542,378
10	109-298	106-025	3-272	3.5%	0-272	0.8%	69%	False	False	1,849,720
20	109-298	106-025	3-272	3.5%	0-225	0.6%	69%	False	False	1,475,409
40	111-008	106-025	4-302	4.5%	0-189	0.5%	54%	False	False	743,353

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-279
2.618	114-062
1.618	112-177
1.000	111-172
0.618	110-292
HIGH	109-288
0.618	109-087
0.500	109-025
0.382	108-283
LOW	108-082
0.618	107-078
1.000	106-198
1.618	105-193
2.618	103-308
4.250	101-091

Fisher Pivots for day following 14-Mar-2023
Pivot	1 day	3 day
R1	109-025	108-200
PP	108-308	108-168
S1	108-270	108-135

Download as Excel Spreadsheet

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

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