ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 16-May-2023

Day Change Summary
	Previous	Current
	15-May-2023	16-May-2023	Change	Change %	Previous Week
Open	110-020	110-000	-0-020	-0.1%	110-105
High	110-045	110-075	0-030	0.1%	110-275
Low	109-285	109-195	-0-090	-0.3%	109-245
Close	110-002	109-242	-0-080	-0.2%	110-018
Range	0-080	0-200	0-120	150.0%	1-030
ATR	0-203	0-203	0-000	-0.1%	0-000
Volume	803,481	1,281,666	478,185	59.5%	5,346,835

Daily Pivots for day following 16-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-238	111-120	110-032
R3	111-038	110-240	109-298
R2	110-158	110-158	109-279
R1	110-040	110-040	109-261	109-319
PP	109-278	109-278	109-278	109-257
S1	109-160	109-160	109-224	109-119
S2	109-078	109-078	109-206
S3	108-198	108-280	109-188
S4	107-318	108-080	109-132

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	109-195	1-080	1.1%	0-173	0.5%	12%	False	True	1,141,450
10	111-112	109-195	1-238	1.6%	0-185	0.5%	9%	False	True	1,164,938
20	111-112	108-252	2-180	2.3%	0-186	0.5%	38%	False	False	1,116,759
40	111-112	108-212	2-220	2.4%	0-209	0.6%	41%	False	False	1,084,750
60	111-112	106-025	5-088	4.8%	0-236	0.7%	70%	False	False	1,344,502
80	111-112	106-025	5-088	4.8%	0-217	0.6%	70%	False	False	1,017,047

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	112-285
2.618	111-279
1.618	111-079
1.000	110-275
0.618	110-199
HIGH	110-075
0.618	109-319
0.500	109-295
0.382	109-271
LOW	109-195
0.618	109-071
1.000	108-315
1.618	108-191
2.618	107-311
4.250	106-305

Fisher Pivots for day following 16-May-2023
Pivot	1 day	3 day
R1	109-295	110-032
PP	109-278	109-316
S1	109-260	109-279

Download as Excel Spreadsheet

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

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