ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 22-Mar-2023

Day Change Summary
	Previous	Current
	21-Mar-2023	22-Mar-2023	Change	Change %	Previous Week
Open	109-198	108-285	-0-232	-0.7%	108-005
High	109-310	110-018	0-028	0.1%	110-138
Low	108-272	108-212	-0-060	-0.2%	107-255
Close	108-290	109-230	0-260	0.7%	110-072
Range	1-038	1-125	0-088	24.5%	2-202
ATR	0-317	1-006	0-009	2.9%	0-000
Volume	1,146,039	1,301,116	155,077	13.5%	13,355,986

Daily Pivots for day following 22-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-208	113-024	110-155
R3	112-083	111-219	110-032
R2	110-278	110-278	109-312
R1	110-094	110-094	109-271	110-186
PP	109-153	109-153	109-153	109-199
S1	108-289	108-289	109-189	109-061
S2	108-028	108-028	109-148
S3	106-223	107-164	109-108
S4	105-098	106-039	108-305

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	108-212	2-098	2.1%	1-122	1.3%	46%	False	True	1,549,046
10	110-310	106-058	4-252	4.4%	1-158	1.4%	74%	False	False	2,182,413
20	110-310	106-025	4-285	4.5%	0-313	0.9%	74%	False	False	1,810,486
40	110-310	106-025	4-285	4.5%	0-238	0.7%	74%	False	False	1,010,415

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-092
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-309
2.618	113-223
1.618	112-098
1.000	111-142
0.618	110-293
HIGH	110-018
0.618	109-168
0.500	109-115
0.382	109-062
LOW	108-212
0.618	107-257
1.000	107-088
1.618	106-132
2.618	105-007
4.250	102-241

Fisher Pivots for day following 22-Mar-2023
Pivot	1 day	3 day
R1	109-192	109-261
PP	109-153	109-251
S1	109-115	109-240

Download as Excel Spreadsheet

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

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