ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 16-Mar-2023

Day Change Summary
	Previous	Current
	15-Mar-2023	16-Mar-2023	Change	Change %	Previous Week
Open	108-145	109-280	1-135	1.3%	106-220
High	110-138	110-092	-0-045	-0.1%	108-045
Low	108-062	108-295	0-232	0.7%	106-025
Close	109-240	108-312	-0-248	-0.7%	108-005
Range	2-075	1-118	-0-278	-38.8%	2-020
ATR	0-275	0-286	0-012	4.2%	0-000
Volume	2,948,756	2,187,362	-761,394	-25.8%	8,163,351

Daily Pivots for day following 16-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-159	112-193	109-233
R3	112-042	111-076	109-113
R2	110-244	110-244	109-073
R1	109-278	109-278	109-033	109-202
PP	109-127	109-127	109-127	109-089
S1	108-161	108-161	108-272	108-085
S2	108-009	108-009	108-232
S3	106-212	107-043	108-192
S4	105-094	105-246	108-072

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	106-292	3-165	3.2%	1-230	1.6%	59%	False	False	2,947,841
10	110-138	106-025	4-112	4.0%	1-039	1.0%	67%	False	False	2,105,801
20	110-138	106-025	4-112	4.0%	0-257	0.7%	67%	False	False	1,725,513
40	111-008	106-025	4-302	4.5%	0-208	0.6%	59%	False	False	871,683

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-073
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-032
2.618	113-278
1.618	112-160
1.000	111-210
0.618	111-043
HIGH	110-092
0.618	109-245
0.500	109-194
0.382	109-142
LOW	108-295
0.618	108-025
1.000	107-178
1.618	106-227
2.618	105-110
4.250	103-036

Fisher Pivots for day following 16-Mar-2023
Pivot	1 day	3 day
R1	109-194	109-100
PP	109-127	109-064
S1	109-060	109-028

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols