ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 31-Mar-2023

Day Change Summary
	Previous	Current
	30-Mar-2023	31-Mar-2023	Change	Change %	Previous Week
Open	109-060	109-060	0-000	0.0%	110-182
High	109-130	109-218	0-088	0.2%	110-182
Low	108-318	109-010	0-012	0.0%	108-318
Close	109-090	109-162	0-072	0.2%	109-162
Range	0-132	0-208	0-075	56.6%	1-185
ATR	0-293	0-287	-0-006	-2.1%	0-000
Volume	869,018	1,293,673	424,655	48.9%	5,159,172

Daily Pivots for day following 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-112	111-025	109-277
R3	110-225	110-138	109-220
R2	110-018	110-018	109-201
R1	109-250	109-250	109-182	109-294
PP	109-130	109-130	109-130	109-152
S1	109-042	109-042	109-143	109-086
S2	108-242	108-242	109-124
S3	108-035	108-155	109-105
S4	107-148	107-268	109-048

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-136	113-174	110-120
R3	112-271	111-309	109-301
R2	111-086	111-086	109-255
R1	110-124	110-124	109-209	110-012
PP	109-221	109-221	109-221	109-165
S1	108-259	108-259	109-116	108-148
S2	108-036	108-036	109-070
S3	106-171	107-074	109-024
S4	104-306	105-209	108-205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-182	108-318	1-185	1.4%	0-204	0.6%	33%	False	False	1,031,834
10	111-098	108-212	2-205	2.4%	0-296	0.8%	32%	False	False	1,213,794
20	111-098	106-025	5-072	4.8%	1-026	1.0%	66%	False	False	1,682,864
40	111-098	106-025	5-072	4.8%	0-256	0.7%	66%	False	False	1,211,015

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-071
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	112-139
2.618	111-121
1.618	110-233
1.000	110-105
0.618	110-026
HIGH	109-218
0.618	109-138
0.500	109-114
0.382	109-089
LOW	109-010
0.618	108-202
1.000	108-122
1.618	107-314
2.618	107-107
4.250	106-088

Fisher Pivots for day following 31-Mar-2023
Pivot	1 day	3 day
R1	109-146	109-144
PP	109-130	109-126
S1	109-114	109-108

Download as Excel Spreadsheet

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

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