ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 01-Jun-2023

Day Change Summary
	Previous	Current
	31-May-2023	01-Jun-2023	Change	Change %	Previous Week
Open	108-040	108-148	0-108	0.3%	108-258
High	108-185	108-308	0-122	0.4%	108-312
Low	108-028	108-062	0-035	0.1%	107-125
Close	108-148	108-225	0-078	0.2%	107-182
Range	0-158	0-245	0-088	55.6%	1-188
ATR	0-195	0-199	0-004	1.8%	0-000
Volume	124,464	27,750	-96,714	-77.7%	12,723,405

Daily Pivots for day following 01-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-293	110-184	109-040
R3	110-048	109-259	108-292
R2	109-123	109-123	108-270
R1	109-014	109-014	108-247	109-069
PP	108-198	108-198	108-198	108-226
S1	108-089	108-089	108-203	108-144
S2	107-273	107-273	108-180
S3	107-028	107-164	108-158
S4	106-103	106-239	108-090

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	108-308	107-108	1-200	1.5%	0-224	0.6%	84%	True	False	1,205,433
10	109-172	107-108	2-065	2.0%	0-194	0.6%	62%	False	False	1,686,090
20	111-112	107-108	4-005	3.7%	0-184	0.5%	34%	False	False	1,417,163
40	111-112	107-108	4-005	3.7%	0-186	0.5%	34%	False	False	1,217,934
60	111-112	106-025	5-088	4.9%	0-244	0.7%	50%	False	False	1,373,034
80	111-112	106-025	5-088	4.9%	0-221	0.6%	50%	False	False	1,241,314

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-069
2.618	110-309
1.618	110-064
1.000	109-232
0.618	109-139
HIGH	108-308
0.618	108-214
0.500	108-185
0.382	108-156
LOW	108-062
0.618	107-231
1.000	107-138
1.618	106-306
2.618	106-061
4.250	104-301

Fisher Pivots for day following 01-Jun-2023
Pivot	1 day	3 day
R1	108-212	108-166
PP	108-198	108-107
S1	108-185	108-048

Download as Excel Spreadsheet

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

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