ECBOT 10 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	113-310	112-305	-1-005	-0.9%	112-120
High	113-315	113-100	-0-215	-0.6%	114-130
Low	113-005	112-175	-0-150	-0.4%	112-035
Close	113-015	113-035	0-020	0.1%	113-015
Range	0-310	0-245	-0-065	-21.0%	2-095
ATR	0-269	0-267	-0-002	-0.6%	0-000
Volume	22,951	10,145	-12,806	-55.8%	1,256,048

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-092	114-308	113-170
R3	114-167	114-063	113-102
R2	113-242	113-242	113-080
R1	113-138	113-138	113-057	113-190
PP	112-317	112-317	112-317	113-022
S1	112-213	112-213	113-013	112-265
S2	112-072	112-072	112-310
S3	111-147	111-288	112-288
S4	110-222	111-043	112-220

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	120-025	118-275	114-099
R3	117-250	116-180	113-217
R2	115-155	115-155	113-150
R1	114-085	114-085	113-082	114-280
PP	113-060	113-060	113-060	113-158
S1	111-310	111-310	112-268	112-185
S2	110-285	110-285	112-200
S3	108-190	109-215	112-133
S4	106-095	107-120	111-251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-130	112-035	2-095	2.0%	0-305	0.8%	44%	False	False	253,238
10	114-130	112-035	2-095	2.0%	0-260	0.7%	44%	False	False	1,597,906
20	116-160	112-035	4-125	3.9%	0-244	0.7%	23%	False	False	1,518,571
40	117-000	112-035	4-285	4.3%	0-250	0.7%	20%	False	False	1,448,700
60	117-015	111-205	5-130	4.8%	0-318	0.9%	27%	False	False	1,668,401
80	117-015	110-125	6-210	5.9%	0-298	0.8%	41%	False	False	1,575,718
100	117-015	110-125	6-210	5.9%	0-286	0.8%	41%	False	False	1,261,612
120	117-015	110-125	6-210	5.9%	0-278	0.8%	41%	False	False	1,051,358

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	True
Bull Hook	False
Stretch	0-070
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-181
2.618	115-101
1.618	114-176
1.000	114-025
0.618	113-251
HIGH	113-100
0.618	113-006
0.500	112-298
0.382	112-269
LOW	112-175
0.618	112-024
1.000	111-250
1.618	111-099
2.618	110-174
4.250	109-094

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	113-016	113-152
PP	112-317	113-113
S1	112-298	113-074

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

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