ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	108-148	108-230	0-082	0.2%	107-180
High	108-308	108-230	-0-078	-0.2%	108-308
Low	108-062	108-000	-0-062	-0.2%	107-108
Close	108-225	108-022	-0-202	-0.6%	108-022
Range	0-245	0-230	-0-015	-6.1%	1-200
ATR	0-199	0-201	0-002	1.1%	0-000
Volume	27,750	27,467	-283	-1.0%	1,014,349

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-134	109-308	108-149
R3	109-224	109-078	108-086
R2	108-314	108-314	108-065
R1	108-168	108-168	108-044	108-126
PP	108-084	108-084	108-084	108-063
S1	107-258	107-258	108-001	107-216
S2	107-174	107-174	107-300
S3	106-264	107-028	107-279
S4	106-034	106-118	107-216

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-319	112-051	108-308
R3	111-119	110-171	108-166
R2	109-239	109-239	108-118
R1	108-291	108-291	108-070	109-105
PP	108-039	108-039	108-039	108-106
S1	107-091	107-091	107-295	107-225
S2	106-159	106-159	107-247
S3	104-279	105-211	107-200
S4	103-079	104-011	107-056

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%	0-221	0.6%	45%	False	False	532,590
10	109-035	107-108	1-248	1.6%	0-196	0.6%	41%	False	False	1,545,742
20	110-275	107-108	3-168	3.3%	0-182	0.5%	21%	False	False	1,329,646
40	111-112	107-108	4-005	3.7%	0-185	0.5%	18%	False	False	1,188,705
60	111-112	106-058	5-055	4.8%	0-244	0.7%	37%	False	False	1,347,129
80	111-112	106-025	5-088	4.9%	0-222	0.6%	38%	False	False	1,241,160
100	111-112	106-025	5-088	4.9%	0-209	0.6%	38%	False	False	994,318

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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-248
2.618	110-192
1.618	109-282
1.000	109-140
0.618	109-052
HIGH	108-230
0.618	108-142
0.500	108-115
0.382	108-088
LOW	108-000
0.618	107-178
1.000	107-090
1.618	106-268
2.618	106-038
4.250	104-302

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	108-115	108-154
PP	108-084	108-110
S1	108-053	108-066

Download as Excel Spreadsheet

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

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