ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 19-Apr-2023

Day Change Summary
	Previous	Current
	18-Apr-2023	19-Apr-2023	Change	Change %	Previous Week
Open	109-020	109-042	0-022	0.1%	110-032
High	109-095	109-050	-0-045	-0.1%	110-158
Low	109-008	108-252	-0-075	-0.2%	109-118
Close	109-052	108-302	-0-070	-0.2%	109-150
Range	0-088	0-118	0-030	34.3%	1-040
ATR	0-238	0-230	-0-008	-3.5%	0-000
Volume	727,339	916,835	189,496	26.1%	4,628,397

Daily Pivots for day following 19-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-021	109-279	109-047
R3	109-223	109-162	109-015
R2	109-106	109-106	109-004
R1	109-044	109-044	108-313	109-016
PP	108-308	108-308	108-308	108-294
S1	108-247	108-247	108-292	108-219
S2	108-191	108-191	108-281
S3	108-073	108-129	108-270
S4	107-276	108-012	108-238

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	110-132	108-252	1-200	1.5%	0-154	0.4%	10%	False	True	905,519
10	111-058	108-252	2-125	2.2%	0-175	0.5%	7%	False	True	926,574
20	111-098	108-212	2-205	2.4%	0-220	0.6%	11%	False	False	1,041,282
40	111-098	106-025	5-072	4.8%	0-258	0.7%	55%	False	False	1,453,456
60	111-098	106-025	5-072	4.8%	0-227	0.6%	55%	False	False	999,054

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-229
2.618	110-038
1.618	109-240
1.000	109-168
0.618	109-123
HIGH	109-050
0.618	109-005
0.500	108-311
0.382	108-297
LOW	108-252
0.618	108-180
1.000	108-135
1.618	108-062
2.618	107-265
4.250	107-073

Fisher Pivots for day following 19-Apr-2023
Pivot	1 day	3 day
R1	108-311	109-051
PP	108-308	109-028
S1	108-305	109-005

Download as Excel Spreadsheet

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

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