ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 27-Apr-2023

Day Change Summary
	Previous	Current
	26-Apr-2023	27-Apr-2023	Change	Change %	Previous Week
Open	110-068	110-000	-0-068	-0.2%	109-145
High	110-110	110-038	-0-072	-0.2%	109-190
Low	109-280	109-132	-0-148	-0.4%	108-252
Close	110-032	109-152	-0-200	-0.6%	109-072
Range	0-150	0-225	0-075	50.0%	0-258
ATR	0-213	0-214	0-001	0.4%	0-000
Volume	1,403,522	1,091,506	-312,016	-22.2%	4,195,599

Daily Pivots for day following 27-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-249	111-106	109-276
R3	111-024	110-201	109-214
R2	110-119	110-119	109-194
R1	109-296	109-296	109-173	109-255
PP	109-214	109-214	109-214	109-194
S1	109-071	109-071	109-132	109-030
S2	108-309	108-309	109-111
S3	108-084	108-166	109-091
S4	107-179	107-261	109-029

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	110-115	109-052	1-062	1.1%	0-178	0.5%	26%	False	False	1,050,389
10	110-115	108-252	1-182	1.4%	0-164	0.5%	44%	False	False	979,513
20	111-058	108-252	2-125	2.2%	0-183	0.5%	29%	False	False	988,162
40	111-098	106-025	5-072	4.8%	0-262	0.7%	65%	False	False	1,337,278
60	111-098	106-025	5-072	4.8%	0-233	0.7%	65%	False	False	1,101,460

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-034
2.618	111-307
1.618	111-082
1.000	110-262
0.618	110-177
HIGH	110-038
0.618	109-272
0.500	109-245
0.382	109-218
LOW	109-132
0.618	108-313
1.000	108-228
1.618	108-088
2.618	107-183
4.250	106-136

Fisher Pivots for day following 27-Apr-2023
Pivot	1 day	3 day
R1	109-245	109-284
PP	109-214	109-240
S1	109-183	109-196

Download as Excel Spreadsheet

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

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