ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 28-Mar-2023

Day Change Summary
	Previous	Current
	27-Mar-2023	28-Mar-2023	Change	Change %	Previous Week
Open	110-182	109-210	-0-292	-0.8%	109-280
High	110-182	109-265	-0-238	-0.7%	111-098
Low	109-178	109-072	-0-105	-0.3%	108-212
Close	109-202	109-102	-0-100	-0.3%	110-155
Range	1-005	0-192	-0-132	-40.8%	2-205
ATR	1-006	0-316	-0-010	-2.9%	0-000
Volume	1,085,432	949,978	-135,454	-12.5%	6,978,776

Daily Pivots for day following 28-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-084	110-286	109-208
R3	110-212	110-093	109-155
R2	110-019	110-019	109-138
R1	109-221	109-221	109-120	109-184
PP	109-147	109-147	109-147	109-128
S1	109-028	109-028	109-085	108-311
S2	108-274	108-274	109-067
S3	108-082	108-156	109-050
S4	107-209	107-283	108-317

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%	1-002	0.9%	25%	False	False	1,252,841
10	111-098	108-062	3-035	2.8%	1-089	1.2%	36%	False	False	1,565,708
20	111-098	106-025	5-072	4.8%	1-021	1.0%	62%	False	False	1,707,714
40	111-098	106-025	5-072	4.8%	0-257	0.7%	62%	False	False	1,134,150

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	0-080
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	112-123
2.618	111-129
1.618	110-256
1.000	110-138
0.618	110-064
HIGH	109-265
0.618	109-191
0.500	109-169
0.382	109-146
LOW	109-072
0.618	108-274
1.000	108-200
1.618	108-081
2.618	107-209
4.250	106-214

Fisher Pivots for day following 28-Mar-2023
Pivot	1 day	3 day
R1	109-169	110-085
PP	109-147	109-304
S1	109-125	109-203

Download as Excel Spreadsheet

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

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