ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 01-May-2023

Day Change Summary
	Previous	Current
	28-Apr-2023	01-May-2023	Change	Change %	Previous Week
Open	109-165	109-305	0-140	0.4%	109-072
High	110-000	109-305	-0-015	0.0%	110-115
Low	109-112	109-078	-0-035	-0.1%	109-065
Close	109-238	109-105	-0-132	-0.4%	109-238
Range	0-208	0-228	0-020	9.6%	1-050
ATR	0-213	0-214	0-001	0.5%	0-000
Volume	1,449,755	845,188	-604,567	-41.7%	5,889,235

Daily Pivots for day following 01-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-205	111-062	109-230
R3	110-298	110-155	109-168
R2	110-070	110-070	109-147
R1	109-248	109-248	109-126	109-205
PP	109-162	109-162	109-162	109-141
S1	109-020	109-020	109-084	108-298
S2	108-255	108-255	109-063
S3	108-028	108-112	109-042
S4	107-120	107-205	108-300

Weekly Pivots for week ending 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-076	112-207	110-121
R3	112-026	111-157	110-019
R2	110-296	110-296	109-305
R1	110-107	110-107	109-271	110-201
PP	109-246	109-246	109-246	109-293
S1	109-057	109-057	109-204	109-151
S2	108-196	108-196	109-170
S3	107-146	108-007	109-136
S4	106-096	106-277	109-034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-115	109-078	1-038	1.0%	0-208	0.6%	8%	False	True	1,209,381
10	110-115	108-252	1-182	1.4%	0-167	0.5%	34%	False	False	1,010,199
20	111-058	108-252	2-125	2.2%	0-188	0.5%	23%	False	False	994,774
40	111-098	106-025	5-072	4.8%	0-267	0.8%	62%	False	False	1,338,819
60	111-098	106-025	5-072	4.8%	0-233	0.7%	62%	False	False	1,138,935

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	112-312
2.618	111-261
1.618	111-033
1.000	110-212
0.618	110-126
HIGH	109-305
0.618	109-218
0.500	109-191
0.382	109-164
LOW	109-078
0.618	108-257
1.000	108-170
1.618	108-029
2.618	107-122
4.250	106-071

Fisher Pivots for day following 01-May-2023
Pivot	1 day	3 day
R1	109-191	109-218
PP	109-162	109-180
S1	109-134	109-142

Download as Excel Spreadsheet

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

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