ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 24-Mar-2023

Day Change Summary
	Previous	Current
	23-Mar-2023	24-Mar-2023	Change	Change %	Previous Week
Open	109-305	110-120	0-135	0.4%	109-280
High	110-202	111-098	0-215	0.6%	111-098
Low	109-225	110-070	0-165	0.5%	108-212
Close	110-148	110-155	0-008	0.0%	110-155
Range	0-298	1-028	0-050	16.8%	2-205
ATR	1-004	1-006	0-002	0.5%	0-000
Volume	1,369,794	1,557,889	188,095	13.7%	6,978,776

Daily Pivots for day following 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-297	113-093	111-026
R3	112-269	112-066	110-251
R2	111-242	111-242	110-219
R1	111-038	111-038	110-187	111-140
PP	110-214	110-214	110-214	110-265
S1	110-011	110-011	110-123	110-112
S2	109-187	109-187	110-091
S3	108-159	108-303	110-059
S4	107-132	107-276	109-284

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	118-023	116-294	111-300
R3	115-138	114-089	111-067
R2	112-253	112-253	110-310
R1	111-204	111-204	110-232	112-069
PP	110-048	110-048	110-048	110-141
S1	108-319	108-319	110-078	109-184
S2	107-163	107-163	110-000
S3	104-278	106-114	109-243
S4	102-073	103-229	109-010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-098	108-212	2-205	2.4%	1-068	1.1%	69%	True	False	1,395,755
10	111-098	107-255	3-162	3.2%	1-158	1.4%	77%	True	False	2,033,476
20	111-098	106-025	5-072	4.7%	1-007	0.9%	84%	True	False	1,725,543
40	111-098	106-025	5-072	4.7%	0-248	0.7%	84%	True	False	1,083,483

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	0-104
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-294
2.618	114-047
1.618	113-020
1.000	112-125
0.618	111-312
HIGH	111-098
0.618	110-285
0.500	110-244
0.382	110-203
LOW	110-070
0.618	109-175
1.000	109-042
1.618	108-148
2.618	107-120
4.250	105-193

Fisher Pivots for day following 24-Mar-2023
Pivot	1 day	3 day
R1	110-244	110-102
PP	110-214	110-048
S1	110-185	109-315

Download as Excel Spreadsheet

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

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