ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 23-May-2023

Day Change Summary
	Previous	Current
	22-May-2023	23-May-2023	Change	Change %	Previous Week
Open	108-258	108-195	-0-062	-0.2%	110-020
High	108-312	108-232	-0-080	-0.2%	110-075
Low	108-165	108-098	-0-068	-0.2%	108-165
Close	108-195	108-218	0-022	0.1%	108-220
Range	0-148	0-135	-0-012	-8.5%	1-230
ATR	0-195	0-190	-0-004	-2.2%	0-000
Volume	1,407,793	2,452,395	1,044,602	74.2%	6,408,161

Daily Pivots for day following 23-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-268	109-218	108-292
R3	109-132	109-082	108-255
R2	108-318	108-318	108-242
R1	108-268	108-268	108-230	108-292
PP	108-182	108-182	108-182	108-195
S1	108-132	108-132	108-205	108-158
S2	108-048	108-048	108-193
S3	107-232	107-318	108-180
S4	107-098	107-182	108-143

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	109-265	108-098	1-168	1.4%	0-164	0.5%	25%	False	True	1,636,640
10	110-275	108-098	2-178	2.4%	0-169	0.5%	15%	False	True	1,389,045
20	111-112	108-098	3-015	2.8%	0-188	0.5%	12%	False	True	1,296,685
40	111-112	108-098	3-015	2.8%	0-185	0.5%	12%	False	True	1,127,824
60	111-112	106-025	5-088	4.9%	0-236	0.7%	49%	False	False	1,325,898
80	111-112	106-025	5-088	4.9%	0-220	0.6%	49%	False	False	1,119,181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-038
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	110-166
2.618	109-266
1.618	109-131
1.000	109-048
0.618	108-316
HIGH	108-232
0.618	108-181
0.500	108-165
0.382	108-149
LOW	108-098
0.618	108-014
1.000	107-282
1.618	107-199
2.618	107-064
4.250	106-164

Fisher Pivots for day following 23-May-2023
Pivot	1 day	3 day
R1	108-200	108-226
PP	108-182	108-223
S1	108-165	108-220

Download as Excel Spreadsheet

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

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