ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 04-Apr-2023

Day Change Summary
	Previous	Current
	03-Apr-2023	04-Apr-2023	Change	Change %	Previous Week
Open	109-170	110-005	0-155	0.4%	110-182
High	110-010	110-188	0-178	0.5%	110-182
Low	109-088	109-215	0-128	0.4%	108-318
Close	109-288	110-175	0-208	0.6%	109-162
Range	0-242	0-292	0-050	20.6%	1-185
ATR	0-284	0-284	0-001	0.2%	0-000
Volume	1,032,404	1,139,532	107,128	10.4%	5,159,172

Daily Pivots for day following 04-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-003	112-222	111-016
R3	112-031	111-249	110-255
R2	111-058	111-058	110-229
R1	110-277	110-277	110-202	111-008
PP	110-086	110-086	110-086	110-111
S1	109-304	109-304	110-148	110-035
S2	109-113	109-113	110-121
S3	108-141	109-012	110-095
S4	107-168	108-039	110-014

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	110-188	108-318	1-190	1.4%	0-208	0.6%	98%	True	False	1,059,139
10	111-098	108-212	2-205	2.4%	0-265	0.7%	71%	False	False	1,155,990
20	111-098	106-025	5-072	4.7%	1-038	1.0%	86%	False	False	1,683,233
40	111-098	106-025	5-072	4.7%	0-256	0.7%	86%	False	False	1,264,694

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	0-064
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	114-151
2.618	112-313
1.618	112-021
1.000	111-160
0.618	111-048
HIGH	110-188
0.618	110-076
0.500	110-041
0.382	110-007
LOW	109-215
0.618	109-034
1.000	108-242
1.618	108-062
2.618	107-089
4.250	105-252

Fisher Pivots for day following 04-Apr-2023
Pivot	1 day	3 day
R1	110-130	110-096
PP	110-086	110-018
S1	110-041	109-259

Download as Excel Spreadsheet

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

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