ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 17-Apr-2023

Day Change Summary
	Previous	Current
	14-Apr-2023	17-Apr-2023	Change	Change %	Previous Week
Open	110-002	109-145	-0-178	-0.5%	110-032
High	110-045	109-170	-0-195	-0.6%	110-158
Low	109-118	109-010	-0-108	-0.3%	109-118
Close	109-150	109-032	-0-118	-0.3%	109-150
Range	0-248	0-160	-0-088	-35.4%	1-040
ATR	0-257	0-250	-0-007	-2.7%	0-000
Volume	1,160,058	828,028	-332,030	-28.6%	4,628,397

Daily Pivots for day following 17-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-231	110-132	109-120
R3	110-071	109-292	109-076
R2	109-231	109-231	109-062
R1	109-132	109-132	109-047	109-101
PP	109-071	109-071	109-071	109-056
S1	108-292	108-292	109-018	108-261
S2	108-231	108-231	109-003
S3	108-071	108-132	108-308
S4	107-231	107-292	108-264

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-048	112-139	110-028
R3	112-008	111-099	109-249
R2	110-288	110-288	109-216
R1	110-059	110-059	109-183	109-314
PP	109-248	109-248	109-248	109-216
S1	109-019	109-019	109-117	108-274
S2	108-208	108-208	109-084
S3	107-168	107-299	109-051
S4	106-128	106-259	108-272

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-158	109-010	1-148	1.3%	0-194	0.6%	5%	False	True	967,725
10	111-058	109-010	2-048	2.0%	0-208	0.6%	3%	False	True	979,350
20	111-098	108-212	2-205	2.4%	0-252	0.7%	17%	False	False	1,096,572
40	111-098	106-025	5-072	4.8%	0-263	0.8%	58%	False	False	1,444,532
60	111-098	106-025	5-072	4.8%	0-228	0.7%	58%	False	False	971,727

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	False
Bull Hook	False
Stretch	0-058
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-210
2.618	110-269
1.618	110-109
1.000	110-010
0.618	109-269
HIGH	109-170
0.618	109-109
0.500	109-090
0.382	109-071
LOW	109-010
0.618	108-231
1.000	108-170
1.618	108-071
2.618	107-231
4.250	106-290

Fisher Pivots for day following 17-Apr-2023
Pivot	1 day	3 day
R1	109-090	109-231
PP	109-071	109-165
S1	109-052	109-099

Download as Excel Spreadsheet

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

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