ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 15-Mar-2023

Day Change Summary
	Previous	Current
	14-Mar-2023	15-Mar-2023	Change	Change %	Previous Week
Open	109-065	108-145	-0-240	-0.7%	106-220
High	109-288	110-138	0-170	0.5%	108-045
Low	108-082	108-062	-0-020	-0.1%	106-025
Close	108-232	109-240	1-008	0.9%	108-005
Range	1-205	2-075	0-190	36.2%	2-020
ATR	0-241	0-275	0-034	14.0%	0-000
Volume	2,671,901	2,948,756	276,855	10.4%	8,163,351

Daily Pivots for day following 15-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	116-052	115-061	110-313
R3	113-297	112-306	110-117
R2	111-222	111-222	110-051
R1	110-231	110-231	109-306	111-066
PP	109-147	109-147	109-147	109-224
S1	108-156	108-156	109-174	108-311
S2	107-072	107-072	109-109
S3	104-317	106-081	109-043
S4	102-242	104-006	108-167

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	110-138	106-058	4-080	3.9%	1-194	1.5%	84%	True	False	2,815,779
10	110-138	106-025	4-112	4.0%	1-009	0.9%	84%	True	False	2,005,851
20	110-138	106-025	4-112	4.0%	0-243	0.7%	84%	True	False	1,621,034
40	111-008	106-025	4-302	4.5%	0-204	0.6%	74%	False	False	817,039

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	119-296
2.618	116-089
1.618	114-014
1.000	112-212
0.618	111-259
HIGH	110-138
0.618	109-184
0.500	109-100
0.382	109-016
LOW	108-062
0.618	106-261
1.000	105-308
1.618	104-186
2.618	102-111
4.250	98-224

Fisher Pivots for day following 15-Mar-2023
Pivot	1 day	3 day
R1	109-193	109-172
PP	109-147	109-104
S1	109-100	109-036

Download as Excel Spreadsheet

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

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