ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 31-May-2023

Day Change Summary
	Previous	Current
	30-May-2023	31-May-2023	Change	Change %	Previous Week
Open	107-180	108-040	0-180	0.5%	108-258
High	108-065	108-185	0-120	0.3%	108-312
Low	107-108	108-028	0-240	0.7%	107-125
Close	108-025	108-148	0-122	0.4%	107-182
Range	0-278	0-158	-0-120	-43.2%	1-188
ATR	0-198	0-195	-0-003	-1.4%	0-000
Volume	834,668	124,464	-710,204	-85.1%	12,723,405

Daily Pivots for day following 31-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-272	109-208	108-234
R3	109-115	109-050	108-191
R2	108-278	108-278	108-176
R1	108-212	108-212	108-162	108-245
PP	108-120	108-120	108-120	108-136
S1	108-055	108-055	108-133	108-088
S2	107-282	107-282	108-119
S3	107-125	107-218	108-104
S4	106-288	107-060	108-061

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-236	111-237	108-142
R3	111-048	110-049	108-002
R2	109-181	109-181	107-276
R1	108-182	108-182	107-229	108-088
PP	107-313	107-313	107-313	107-266
S1	106-314	106-314	107-136	106-220
S2	106-126	106-126	107-089
S3	104-258	105-127	107-043
S4	103-071	103-259	106-223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-250	107-108	1-142	1.3%	0-204	0.6%	78%	False	False	1,964,469
10	109-265	107-108	2-158	2.3%	0-184	0.5%	45%	False	False	1,800,555
20	111-112	107-108	4-005	3.7%	0-185	0.5%	28%	False	False	1,482,746
40	111-112	107-108	4-005	3.7%	0-187	0.5%	28%	False	False	1,245,729
60	111-112	106-025	5-088	4.9%	0-242	0.7%	45%	False	False	1,395,216
80	111-112	106-025	5-088	4.9%	0-221	0.6%	45%	False	False	1,241,159

Crabel Price Patterns
NR	True
NR4	True
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	0-041
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	110-214
2.618	109-277
1.618	109-120
1.000	109-022
0.618	108-282
HIGH	108-185
0.618	108-125
0.500	108-106
0.382	108-088
LOW	108-028
0.618	107-250
1.000	107-190
1.618	107-093
2.618	106-255
4.250	105-318

Fisher Pivots for day following 31-May-2023
Pivot	1 day	3 day
R1	108-134	108-094
PP	108-120	108-040
S1	108-106	107-306

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols