ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 01-Feb-2023

Day Change Summary
	Previous	Current
	31-Jan-2023	01-Feb-2023	Change	Change %	Previous Week
Open	109-190	109-262	0-072	0.2%	110-068
High	109-305	110-158	0-172	0.5%	110-112
Low	109-182	109-222	0-040	0.1%	109-218
Close	109-235	110-130	0-215	0.6%	109-260
Range	0-122	0-255	0-132	108.2%	0-215
ATR	0-147	0-155	0-008	5.2%	0-000
Volume	2,706	30,442	27,736	1,025.0%	12,546

Daily Pivots for day following 01-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-188	112-094	110-270
R3	111-253	111-159	110-200
R2	110-318	110-318	110-177
R1	110-224	110-224	110-153	110-271
PP	110-063	110-063	110-063	110-087
S1	109-289	109-289	110-107	110-016
S2	109-128	109-128	110-083
S3	108-193	109-034	110-060
S4	107-258	108-099	109-310

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-308	111-179	110-058
R3	111-093	110-284	109-319
R2	110-198	110-198	109-299
R1	110-069	110-069	109-280	110-026
PP	109-303	109-303	109-303	109-282
S1	109-174	109-174	109-240	109-131
S2	109-088	109-088	109-221
S3	108-193	108-279	109-201
S4	107-298	108-064	109-142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-158	109-158	1-000	0.9%	0-133	0.4%	91%	True	False	8,893
10	111-008	109-158	1-170	1.4%	0-134	0.4%	60%	False	False	5,539

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	113-281
2.618	112-185
1.618	111-250
1.000	111-092
0.618	110-315
HIGH	110-158
0.618	110-060
0.500	110-030
0.382	110-000
LOW	109-222
0.618	109-065
1.000	108-288
1.618	108-130
2.618	107-195
4.250	106-099

Fisher Pivots for day following 01-Feb-2023
Pivot	1 day	3 day
R1	110-097	110-086
PP	110-063	110-042
S1	110-030	109-318

Download as Excel Spreadsheet

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

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