ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	107-070	106-242	-0-148	-0.4%	108-182
High	107-070	106-242	-0-148	-0.4%	108-182
Low	107-070	106-208	-0-182	-0.5%	107-220
Close	107-070	106-242	-0-148	-0.4%	107-235
Range	0-000	0-035	0-035		0-282
ATR	0-093	0-099	0-006	6.9%	0-000
Volume

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-016	107-004	106-262
R3	106-301	106-289	106-252
R2	106-266	106-266	106-249
R1	106-254	106-254	106-246	106-260
PP	106-231	106-231	106-231	106-234
S1	106-219	106-219	106-239	106-225
S2	106-196	106-196	106-236
S3	106-161	106-184	106-233
S4	106-126	106-149	106-223

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-207	110-023	108-070
R3	109-244	109-061	107-313
R2	108-282	108-282	107-287
R1	108-098	108-098	107-261	108-049
PP	107-319	107-319	107-319	107-294
S1	107-136	107-136	107-209	107-086
S2	107-037	107-037	107-183
S3	106-074	106-173	107-157
S4	105-112	105-211	107-080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-275	106-208	1-068	1.1%	0-026	0.1%	9%	False	True	2
10	108-182	106-208	1-295	1.8%	0-013	0.0%	6%	False	True	1
20	109-065	106-208	2-178	2.4%	0-006	0.0%	4%	False	True
40	111-198	106-208	4-310	4.7%	0-003	0.0%	2%	False	True
60	112-035	106-208	5-148	5.1%	0-002	0.0%	2%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	107-071
2.618	107-014
1.618	106-299
1.000	106-278
0.618	106-264
HIGH	106-242
0.618	106-229
0.500	106-225
0.382	106-221
LOW	106-208
0.618	106-186
1.000	106-172
1.618	106-151
2.618	106-116
4.250	106-059

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	106-237	107-021
PP	106-231	106-308
S1	106-225	106-275

Download as Excel Spreadsheet

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

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