ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 03-Apr-2023

Day Change Summary
	Previous	Current
	31-Mar-2023	03-Apr-2023	Change	Change %	Previous Week
Open	109-060	109-170	0-110	0.3%	110-182
High	109-218	110-010	0-112	0.3%	110-182
Low	109-010	109-088	0-078	0.2%	108-318
Close	109-162	109-288	0-125	0.4%	109-162
Range	0-208	0-242	0-035	16.9%	1-185
ATR	0-287	0-284	-0-003	-1.1%	0-000
Volume	1,293,673	1,032,404	-261,269	-20.2%	5,159,172

Daily Pivots for day following 03-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-002	111-228	110-101
R3	111-080	110-305	110-034
R2	110-158	110-158	110-012
R1	110-062	110-062	109-310	110-110
PP	109-235	109-235	109-235	109-259
S1	109-140	109-140	109-265	109-188
S2	108-312	108-312	109-243
S3	108-070	108-218	109-221
S4	107-148	107-295	109-154

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	110-010	108-318	1-012	0.9%	0-188	0.5%	87%	True	False	1,021,228
10	111-098	108-212	2-205	2.4%	0-271	0.8%	47%	False	False	1,156,641
20	111-098	106-025	5-072	4.8%	1-032	1.0%	73%	False	False	1,694,190
40	111-098	106-025	5-072	4.8%	0-254	0.7%	73%	False	False	1,236,589

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-065
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113-081
2.618	112-005
1.618	111-082
1.000	110-252
0.618	110-160
HIGH	110-010
0.618	109-237
0.500	109-209
0.382	109-180
LOW	109-088
0.618	108-258
1.000	108-165
1.618	108-015
2.618	107-093
4.250	106-017

Fisher Pivots for day following 03-Apr-2023
Pivot	1 day	3 day
R1	109-261	109-246
PP	109-235	109-205
S1	109-209	109-164

Download as Excel Spreadsheet

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

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