ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 02-May-2023

Day Change Summary
	Previous	Current
	01-May-2023	02-May-2023	Change	Change %	Previous Week
Open	109-305	109-108	-0-198	-0.6%	109-072
High	109-305	110-062	0-078	0.2%	110-115
Low	109-078	109-098	0-020	0.1%	109-065
Close	109-105	110-028	0-242	0.7%	109-238
Range	0-228	0-285	0-058	25.3%	1-050
ATR	0-214	0-219	0-005	2.4%	0-000
Volume	845,188	1,311,145	465,957	55.1%	5,889,235

Daily Pivots for day following 02-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-171	112-064	110-184
R3	111-206	111-099	110-106
R2	110-241	110-241	110-080
R1	110-134	110-134	110-054	110-188
PP	109-276	109-276	109-276	109-302
S1	109-169	109-169	110-001	109-222
S2	108-311	108-311	109-295
S3	108-026	108-204	109-269
S4	107-061	107-239	109-191

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	110-110	109-078	1-032	1.0%	0-219	0.6%	77%	False	False	1,220,223
10	110-115	108-252	1-182	1.4%	0-187	0.5%	83%	False	False	1,068,580
20	111-058	108-252	2-125	2.2%	0-190	0.5%	54%	False	False	1,008,711
40	111-098	106-025	5-072	4.7%	0-271	0.8%	77%	False	False	1,351,450
60	111-098	106-025	5-072	4.7%	0-233	0.7%	77%	False	False	1,160,630

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 18 trading days

Fibonacci Retracements and Extensions
4.250	113-314
2.618	112-169
1.618	111-204
1.000	111-028
0.618	110-239
HIGH	110-062
0.618	109-274
0.500	109-240
0.382	109-206
LOW	109-098
0.618	108-241
1.000	108-132
1.618	107-276
2.618	106-311
4.250	105-166

Fisher Pivots for day following 02-May-2023
Pivot	1 day	3 day
R1	109-312	109-308
PP	109-276	109-269
S1	109-240	109-230

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols