ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 21-Apr-2023

Day Change Summary
	Previous	Current
	20-Apr-2023	21-Apr-2023	Change	Change %	Previous Week
Open	109-000	109-115	0-115	0.3%	109-145
High	109-138	109-190	0-052	0.1%	109-190
Low	108-312	109-052	0-060	0.2%	108-252
Close	109-100	109-072	-0-028	-0.1%	109-072
Range	0-145	0-138	-0-008	-5.2%	0-258
ATR	0-225	0-218	-0-006	-2.8%	0-000
Volume	910,929	812,468	-98,461	-10.8%	4,195,599

Daily Pivots for day following 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-198	110-112	109-148
R3	110-060	109-295	109-110
R2	109-242	109-242	109-098
R1	109-158	109-158	109-085	109-131
PP	109-105	109-105	109-105	109-092
S1	109-020	109-020	109-060	108-314
S2	108-288	108-288	109-047
S3	108-150	108-202	109-035
S4	108-012	108-065	108-317

Weekly Pivots for week ending 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-198	111-072	109-214
R3	110-260	110-135	109-143
R2	110-002	110-002	109-120
R1	109-198	109-198	109-096	109-131
PP	109-065	109-065	109-065	109-032
S1	108-260	108-260	109-049	108-194
S2	108-128	108-128	109-025
S3	107-190	108-002	109-002
S4	106-252	107-065	108-251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-190	108-252	0-258	0.7%	0-130	0.4%	54%	True	False	839,119
10	110-158	108-252	1-225	1.6%	0-158	0.5%	26%	False	False	882,399
20	111-098	108-252	2-165	2.3%	0-197	0.6%	17%	False	False	993,906
40	111-098	106-025	5-072	4.8%	0-259	0.7%	60%	False	False	1,367,642
60	111-098	106-025	5-072	4.8%	0-227	0.7%	60%	False	False	1,027,703

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	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-134
2.618	110-230
1.618	110-092
1.000	110-008
0.618	109-275
HIGH	109-190
0.618	109-137
0.500	109-121
0.382	109-105
LOW	109-052
0.618	108-288
1.000	108-235
1.618	108-150
2.618	108-013
4.250	107-108

Fisher Pivots for day following 21-Apr-2023
Pivot	1 day	3 day
R1	109-121	109-069
PP	109-105	109-065
S1	109-089	109-061

Download as Excel Spreadsheet

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

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