ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 30-Mar-2023

Day Change Summary
	Previous	Current
	29-Mar-2023	30-Mar-2023	Change	Change %	Previous Week
Open	109-088	109-060	-0-028	-0.1%	109-280
High	109-170	109-130	-0-040	-0.1%	111-098
Low	109-005	108-318	-0-008	0.0%	108-212
Close	109-078	109-090	0-012	0.0%	110-155
Range	0-165	0-132	-0-032	-19.7%	2-205
ATR	0-305	0-293	-0-012	-4.0%	0-000
Volume	961,071	869,018	-92,053	-9.6%	6,978,776

Daily Pivots for day following 30-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-150	110-092	109-163
R3	110-018	109-280	109-126
R2	109-205	109-205	109-114
R1	109-148	109-148	109-102	109-176
PP	109-072	109-072	109-072	109-087
S1	109-015	109-015	109-078	109-044
S2	108-260	108-260	109-066
S3	108-128	108-202	109-054
S4	107-315	108-070	109-017

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	108-318	2-100	2.1%	0-232	0.7%	13%	False	True	1,084,677
10	111-098	108-212	2-205	2.4%	1-004	0.9%	23%	False	False	1,235,105
20	111-098	106-025	5-072	4.8%	1-021	1.0%	61%	False	False	1,670,453
40	111-098	106-025	5-072	4.8%	0-255	0.7%	61%	False	False	1,179,074

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	0-073
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	111-053
2.618	110-157
1.618	110-024
1.000	109-262
0.618	109-212
HIGH	109-130
0.618	109-079
0.500	109-064
0.382	109-048
LOW	108-318
0.618	108-236
1.000	108-185
1.618	108-103
2.618	107-291
4.250	107-074

Fisher Pivots for day following 30-Mar-2023
Pivot	1 day	3 day
R1	109-081	109-131
PP	109-072	109-118
S1	109-064	109-104

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

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