ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 21-Mar-2023

Day Change Summary
	Previous	Current
	20-Mar-2023	21-Mar-2023	Change	Change %	Previous Week
Open	109-280	109-198	-0-082	-0.2%	108-005
High	110-310	109-310	-1-000	-0.9%	110-138
Low	109-138	108-272	-0-185	-0.5%	107-255
Close	109-225	108-290	-0-255	-0.7%	110-072
Range	1-172	1-038	-0-135	-27.4%	2-202
ATR	0-314	0-317	0-003	1.0%	0-000
Volume	1,603,938	1,146,039	-457,899	-28.5%	13,355,986

Daily Pivots for day following 21-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-190	111-278	109-167
R3	111-152	110-240	109-068
R2	110-115	110-115	109-036
R1	109-202	109-202	109-003	109-140
PP	109-078	109-078	109-078	109-046
S1	108-165	108-165	108-257	108-102
S2	108-040	108-040	108-224
S3	107-002	107-128	108-192
S4	105-285	106-090	108-093

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%	1-176	1.4%	26%	False	False	1,878,574
10	110-310	106-025	4-285	4.5%	1-132	1.3%	58%	False	False	2,210,476
20	110-310	106-025	4-285	4.5%	0-296	0.9%	58%	False	False	1,865,631
40	110-310	106-025	4-285	4.5%	0-230	0.7%	58%	False	False	977,940

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-094
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	114-229
2.618	112-286
1.618	111-248
1.000	111-028
0.618	110-211
HIGH	109-310
0.618	109-173
0.500	109-131
0.382	109-089
LOW	108-272
0.618	108-052
1.000	107-235
1.618	107-014
2.618	105-297
4.250	104-033

Fisher Pivots for day following 21-Mar-2023
Pivot	1 day	3 day
R1	109-131	109-281
PP	109-078	109-178
S1	109-024	109-074

Download as Excel Spreadsheet

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

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