ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 20-Mar-2023

Day Change Summary
	Previous	Current
	17-Mar-2023	20-Mar-2023	Change	Change %	Previous Week
Open	109-002	109-280	0-278	0.8%	108-005
High	110-092	110-310	0-218	0.6%	110-138
Low	108-252	109-138	0-205	0.6%	107-255
Close	110-072	109-225	-0-168	-0.5%	110-072
Range	1-160	1-172	0-012	2.6%	2-202
ATR	0-300	0-314	0-014	4.6%	0-000
Volume	1,506,776	1,603,938	97,162	6.4%	13,355,986

Daily Pivots for day following 20-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-208	113-229	110-176
R3	113-036	112-057	110-040
R2	111-183	111-183	109-315
R1	110-204	110-204	109-270	110-108
PP	110-011	110-011	110-011	109-282
S1	109-032	109-032	109-180	108-255
S2	108-158	108-158	109-135
S3	106-306	107-179	109-090
S4	105-133	106-007	108-274

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	110-310	108-062	2-248	2.5%	1-210	1.5%	54%	True	False	2,183,746
10	110-310	106-025	4-285	4.5%	1-113	1.2%	74%	True	False	2,231,738
20	110-310	106-025	4-285	4.5%	0-289	0.8%	74%	True	False	1,864,005
40	110-310	106-025	4-285	4.5%	0-224	0.6%	74%	True	False	949,345

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	0-088
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-163
2.618	114-319
1.618	113-147
1.000	112-162
0.618	111-294
HIGH	110-310
0.618	110-122
0.500	110-064
0.382	110-006
LOW	109-138
0.618	108-153
1.000	107-285
1.618	106-301
2.618	105-128
4.250	102-284

Fisher Pivots for day following 20-Mar-2023
Pivot	1 day	3 day
R1	110-064	109-281
PP	110-011	109-262
S1	109-278	109-244

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