ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 24-May-2023

Day Change Summary
	Previous	Current
	23-May-2023	24-May-2023	Change	Change %	Previous Week
Open	108-195	108-232	0-038	0.1%	110-020
High	108-232	108-250	0-018	0.1%	110-075
Low	108-098	108-108	0-010	0.0%	108-165
Close	108-218	108-170	-0-048	-0.1%	108-220
Range	0-135	0-142	0-008	5.6%	1-230
ATR	0-190	0-187	-0-003	-1.8%	0-000
Volume	2,452,395	3,822,931	1,370,536	55.9%	6,408,161

Daily Pivots for day following 24-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-283	109-209	108-248
R3	109-141	109-067	108-209
R2	108-318	108-318	108-196
R1	108-244	108-244	108-183	108-210
PP	108-176	108-176	108-176	108-159
S1	108-102	108-102	108-157	108-068
S2	108-033	108-033	108-144
S3	107-211	107-279	108-131
S4	107-068	107-137	108-092

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	109-172	108-098	1-075	1.1%	0-164	0.5%	18%	False	False	2,166,748
10	110-275	108-098	2-178	2.4%	0-159	0.5%	9%	False	False	1,622,137
20	111-112	108-098	3-015	2.8%	0-188	0.5%	7%	False	False	1,417,655
40	111-112	108-098	3-015	2.8%	0-184	0.5%	7%	False	False	1,199,648
60	111-112	106-025	5-088	4.9%	0-236	0.7%	47%	False	False	1,369,003
80	111-112	106-025	5-088	4.9%	0-221	0.6%	47%	False	False	1,166,899

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-216
2.618	109-303
1.618	109-161
1.000	109-072
0.618	109-018
HIGH	108-250
0.618	108-196
0.500	108-179
0.382	108-162
LOW	108-108
0.618	108-019
1.000	107-285
1.618	107-197
2.618	107-054
4.250	106-142

Fisher Pivots for day following 24-May-2023
Pivot	1 day	3 day
R1	108-179	108-205
PP	108-176	108-193
S1	108-173	108-182

Download as Excel Spreadsheet

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

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