ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 12-May-2023

Day Change Summary
	Previous	Current
	11-May-2023	12-May-2023	Change	Change %	Previous Week
Open	110-128	110-160	0-032	0.1%	110-105
High	110-275	110-190	-0-085	-0.2%	110-275
Low	110-105	110-012	-0-092	-0.3%	109-245
Close	110-155	110-018	-0-138	-0.4%	110-018
Range	0-170	0-178	0-008	4.4%	1-030
ATR	0-215	0-212	-0-003	-1.2%	0-000
Volume	1,313,071	817,021	-496,050	-37.8%	5,346,835

Daily Pivots for day following 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-286	111-169	110-115
R3	111-108	110-312	110-066
R2	110-251	110-251	110-050
R1	110-134	110-134	110-034	110-104
PP	110-073	110-073	110-073	110-058
S1	109-277	109-277	110-001	109-246
S2	109-216	109-216	109-305
S3	109-038	109-099	109-289
S4	108-181	108-242	109-240

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-162	112-280	110-210
R3	112-132	111-250	110-114
R2	111-102	111-102	110-082
R1	110-220	110-220	110-050	110-146
PP	110-072	110-072	110-072	110-036
S1	109-190	109-190	109-305	109-116
S2	109-042	109-042	109-273
S3	108-012	108-160	109-241
S4	106-302	107-130	109-145

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-275	109-245	1-030	1.0%	0-168	0.5%	26%	False	False	1,069,367
10	111-112	109-078	2-035	1.9%	0-208	0.6%	39%	False	False	1,172,057
20	111-112	108-252	2-180	2.3%	0-184	0.5%	49%	False	False	1,090,270
40	111-112	108-212	2-220	2.4%	0-226	0.6%	52%	False	False	1,110,390
60	111-112	106-025	5-088	4.8%	0-237	0.7%	75%	False	False	1,315,431
80	111-112	106-025	5-088	4.8%	0-217	0.6%	75%	False	False	991,036

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	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-304
2.618	112-015
1.618	111-157
1.000	111-048
0.618	110-300
HIGH	110-190
0.618	110-122
0.500	110-101
0.382	110-080
LOW	110-012
0.618	109-223
1.000	109-155
1.618	109-045
2.618	108-188
4.250	107-218

Fisher Pivots for day following 12-May-2023
Pivot	1 day	3 day
R1	110-101	110-104
PP	110-073	110-075
S1	110-045	110-046

Download as Excel Spreadsheet

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

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