ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 17-Mar-2023
Day Change Summary
Previous Current
16-Mar-2023 17-Mar-2023 Change Change % Previous Week
Open 109-280 109-002 -0-278 -0.8% 108-005
High 110-092 110-092 0-000 0.0% 110-138
Low 108-295 108-252 -0-042 -0.1% 107-255
Close 108-312 110-072 1-080 1.1% 110-072
Range 1-118 1-160 0-042 9.7% 2-202
ATR 0-286 0-300 0-014 4.8% 0-000
Volume 2,187,362 1,506,776 -680,586 -31.1% 13,355,986
Daily Pivots for day following 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 114-086 113-239 111-016
R3 112-246 112-079 110-204
R2 111-086 111-086 110-160
R1 110-239 110-239 110-116 111-002
PP 109-246 109-246 109-246 109-288
S1 109-079 109-079 110-028 109-162
S2 108-086 108-086 109-304
S3 106-246 107-239 109-260
S4 105-086 106-079 109-128
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 117-122 116-140 111-216
R3 114-240 113-258 110-304
R2 112-038 112-038 110-227
R1 111-055 111-055 110-150 111-206
PP 109-155 109-155 109-155 109-231
S1 108-172 108-172 109-315 109-004
S2 106-272 106-272 109-238
S3 104-070 105-290 109-161
S4 101-188 103-088 108-249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-138 107-255 2-202 2.4% 1-248 1.6% 92% False False 2,671,197
10 110-138 106-025 4-112 3.9% 1-076 1.1% 95% False False 2,151,933
20 110-138 106-025 4-112 3.9% 0-274 0.8% 95% False False 1,792,491
40 110-258 106-025 4-232 4.3% 0-215 0.6% 88% False False 909,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-078
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-212
2.618 114-069
1.618 112-229
1.000 111-252
0.618 111-069
HIGH 110-092
0.618 109-229
0.500 109-172
0.382 109-116
LOW 108-252
0.618 107-276
1.000 107-092
1.618 106-116
2.618 104-276
4.250 102-132
Fisher Pivots for day following 17-Mar-2023
Pivot 1 day 3 day
R1 109-319 109-295
PP 109-246 109-198
S1 109-172 109-100

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

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