ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 22-May-2023

Day Change Summary
	Previous	Current
	19-May-2023	22-May-2023	Change	Change %	Previous Week
Open	109-000	108-258	-0-062	-0.2%	110-020
High	109-035	108-312	-0-042	-0.1%	110-075
Low	108-165	108-165	0-000	0.0%	108-165
Close	108-220	108-195	-0-025	-0.1%	108-220
Range	0-190	0-148	-0-042	-22.4%	1-230
ATR	0-198	0-195	-0-004	-1.8%	0-000
Volume	1,719,670	1,407,793	-311,877	-18.1%	6,408,161

Daily Pivots for day following 22-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-027	109-258	108-276
R3	109-199	109-111	108-236
R2	109-052	109-052	108-222
R1	108-283	108-283	108-209	108-254
PP	108-224	108-224	108-224	108-209
S1	108-136	108-136	108-181	108-106
S2	108-077	108-077	108-168
S3	107-249	107-308	108-154
S4	107-102	107-161	108-114

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	114-097	113-068	109-202
R3	112-187	111-158	109-051
R2	110-277	110-277	109-001
R1	109-248	109-248	108-270	109-148
PP	109-047	109-047	109-047	108-316
S1	108-018	108-018	108-170	107-238
S2	107-137	107-137	108-119
S3	105-227	106-108	108-069
S4	103-317	104-198	107-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-075	108-165	1-230	1.6%	0-178	0.5%	5%	False	True	1,402,494
10	110-275	108-165	2-110	2.2%	0-166	0.5%	4%	False	True	1,233,611
20	111-112	108-165	2-268	2.6%	0-193	0.6%	3%	False	True	1,236,912
40	111-112	108-165	2-268	2.6%	0-190	0.5%	3%	False	True	1,093,650
60	111-112	106-025	5-088	4.9%	0-236	0.7%	48%	False	False	1,304,281
80	111-112	106-025	5-088	4.9%	0-219	0.6%	48%	False	False	1,088,566

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	0-039
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110-299
2.618	110-059
1.618	109-231
1.000	109-140
0.618	109-084
HIGH	108-312
0.618	108-256
0.500	108-239
0.382	108-221
LOW	108-165
0.618	108-074
1.000	108-018
1.618	107-246
2.618	107-099
4.250	106-178

Fisher Pivots for day following 22-May-2023
Pivot	1 day	3 day
R1	108-239	109-009
PP	108-224	108-284
S1	108-210	108-240

Download as Excel Spreadsheet

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

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