ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 17-May-2023
Day Change Summary
Previous Current
16-May-2023 17-May-2023 Change Change % Previous Week
Open 110-000 109-230 -0-090 -0.3% 110-105
High 110-075 109-265 -0-130 -0.4% 110-275
Low 109-195 109-120 -0-075 -0.2% 109-245
Close 109-242 109-138 -0-105 -0.3% 110-018
Range 0-200 0-145 -0-055 -27.5% 1-030
ATR 0-203 0-198 -0-004 -2.0% 0-000
Volume 1,281,666 1,172,393 -109,273 -8.5% 5,346,835
Daily Pivots for day following 17-May-2023
Classic Woodie Camarilla DeMark
R4 110-289 110-198 109-217
R3 110-144 110-053 109-177
R2 109-319 109-319 109-164
R1 109-228 109-228 109-151 109-201
PP 109-174 109-174 109-174 109-161
S1 109-083 109-083 109-124 109-056
S2 109-029 109-029 109-111
S3 108-204 108-258 109-098
S4 108-059 108-113 109-058
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
5 110-275 109-120 1-155 1.4% 0-154 0.4% 4% False True 1,077,526
10 111-112 109-120 1-312 1.8% 0-174 0.5% 3% False True 1,148,236
20 111-112 108-312 2-120 2.2% 0-188 0.5% 19% False False 1,129,537
40 111-112 108-212 2-220 2.5% 0-204 0.6% 28% False False 1,085,409
60 111-112 106-025 5-088 4.8% 0-235 0.7% 64% False False 1,345,483
80 111-112 106-025 5-088 4.8% 0-217 0.6% 64% False False 1,031,675
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-241
2.618 111-005
1.618 110-180
1.000 110-090
0.618 110-035
HIGH 109-265
0.618 109-210
0.500 109-192
0.382 109-175
LOW 109-120
0.618 109-030
1.000 108-295
1.618 108-205
2.618 108-060
4.250 107-144
Fisher Pivots for day following 17-May-2023
Pivot 1 day 3 day
R1 109-192 109-258
PP 109-174 109-218
S1 109-156 109-178

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

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