ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 27-Mar-2023

Day Change Summary
	Previous	Current
	24-Mar-2023	27-Mar-2023	Change	Change %	Previous Week
Open	110-120	110-182	0-062	0.2%	109-280
High	111-098	110-182	-0-235	-0.7%	111-098
Low	110-070	109-178	-0-212	-0.6%	108-212
Close	110-155	109-202	-0-272	-0.8%	110-155
Range	1-028	1-005	-0-022	-6.5%	2-205
ATR	1-006	1-006	0-000	0.0%	0-000
Volume	1,557,889	1,085,432	-472,457	-30.3%	6,978,776

Daily Pivots for day following 27-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-309	112-101	110-061
R3	111-304	111-096	109-292
R2	110-299	110-299	109-262
R1	110-091	110-091	109-232	110-032
PP	109-294	109-294	109-294	109-265
S1	109-086	109-086	109-173	109-028
S2	108-289	108-289	109-143
S3	107-284	108-081	109-113
S4	106-279	107-076	109-024

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%	1-034	1.0%	37%	False	False	1,292,054
10	111-098	108-062	3-035	2.8%	1-122	1.3%	46%	False	False	1,737,900
20	111-098	106-025	5-072	4.8%	1-016	1.0%	68%	False	False	1,722,047
40	111-098	106-025	5-072	4.8%	0-256	0.7%	68%	False	False	1,110,538

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-096
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-284
2.618	113-073
1.618	112-068
1.000	111-188
0.618	111-063
HIGH	110-182
0.618	110-058
0.500	110-020
0.382	109-302
LOW	109-178
0.618	108-297
1.000	108-172
1.618	107-292
2.618	106-287
4.250	105-076

Fisher Pivots for day following 27-Mar-2023
Pivot	1 day	3 day
R1	110-020	110-138
PP	109-294	110-052
S1	109-248	109-288

Download as Excel Spreadsheet

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

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