ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	108-230	107-312	-0-238	-0.7%	107-180
High	108-230	108-100	-0-130	-0.4%	108-308
Low	108-000	107-235	-0-085	-0.2%	107-108
Close	108-022	108-042	0-020	0.1%	108-022
Range	0-230	0-185	-0-045	-19.6%	1-200
ATR	0-201	0-200	-0-001	-0.6%	0-000
Volume	27,467	6,951	-20,516	-74.7%	1,014,349

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-254	109-173	108-144
R3	109-069	108-308	108-093
R2	108-204	108-204	108-076
R1	108-123	108-123	108-059	108-164
PP	108-019	108-019	108-019	108-039
S1	107-258	107-258	108-026	107-299
S2	107-154	107-154	108-009
S3	106-289	107-073	107-312
S4	106-104	106-208	107-261

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%	0-219	0.6%	49%	False	False	204,260
10	108-312	107-108	1-205	1.5%	0-196	0.6%	49%	False	False	1,374,470
20	110-275	107-108	3-168	3.3%	0-181	0.5%	23%	False	False	1,274,985
40	111-112	107-108	4-005	3.7%	0-185	0.5%	20%	False	False	1,164,666
60	111-112	106-292	4-140	4.1%	0-243	0.7%	27%	False	False	1,321,794
80	111-112	106-025	5-088	4.9%	0-223	0.6%	39%	False	False	1,241,053
100	111-112	106-025	5-088	4.9%	0-211	0.6%	39%	False	False	994,387

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	True
Bull Hook	False
Stretch	0-048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110-246
2.618	109-264
1.618	109-079
1.000	108-285
0.618	108-214
HIGH	108-100
0.618	108-029
0.500	108-008
0.382	107-306
LOW	107-235
0.618	107-121
1.000	107-050
1.618	106-256
2.618	106-071
4.250	105-089

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	108-031	108-111
PP	108-019	108-088
S1	108-008	108-065

Download as Excel Spreadsheet

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

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