ECBOT 5 Year T-Note Future June 2023

Trading Metrics calculated at close of trading on 06-Jun-2023

Day Change Summary
	Previous	Current
	05-Jun-2023	06-Jun-2023	Change	Change %	Previous Week
Open	107-312	108-098	0-105	0.3%	107-180
High	108-100	108-112	0-012	0.0%	108-308
Low	107-235	107-298	0-062	0.2%	107-108
Close	108-042	108-010	-0-032	-0.1%	108-022
Range	0-185	0-135	-0-050	-27.0%	1-200
ATR	0-200	0-195	-0-005	-2.3%	0-000
Volume	6,951	3,653	-3,298	-47.4%	1,014,349

Daily Pivots for day following 06-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-118	109-039	108-084
R3	108-303	108-224	108-047
R2	108-168	108-168	108-035
R1	108-089	108-089	108-022	108-061
PP	108-033	108-033	108-033	108-019
S1	107-274	107-274	107-318	107-246
S2	107-218	107-218	107-305
S3	107-083	107-139	107-293
S4	106-268	107-004	107-256

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	107-235	1-072	1.1%	0-190	0.6%	24%	False	False	38,057
10	108-308	107-108	1-200	1.5%	0-195	0.6%	43%	False	False	1,234,056
20	110-275	107-108	3-168	3.3%	0-180	0.5%	20%	False	False	1,233,833
40	111-112	107-108	4-005	3.7%	0-185	0.5%	17%	False	False	1,149,313
60	111-112	107-108	4-005	3.7%	0-239	0.7%	17%	False	False	1,273,688
80	111-112	106-025	5-088	4.9%	0-223	0.6%	37%	False	False	1,240,968
100	111-112	106-025	5-088	4.9%	0-212	0.6%	37%	False	False	994,423

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	110-046
2.618	109-146
1.618	109-011
1.000	108-248
0.618	108-196
HIGH	108-112
0.618	108-061
0.500	108-045
0.382	108-029
LOW	107-298
0.618	107-214
1.000	107-162
1.618	107-079
2.618	106-264
4.250	106-044

Fisher Pivots for day following 06-Jun-2023
Pivot	1 day	3 day
R1	108-045	108-072
PP	108-033	108-052
S1	108-022	108-031

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