ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 11-May-2023

Day Change Summary
	Previous	Current
	10-May-2023	11-May-2023	Change	Change %	Previous Week
Open	110-180	111-010	0-150	0.4%	110-140
High	111-050	111-158	0-108	0.3%	111-310
Low	110-132	110-310	0-178	0.5%	109-265
Close	111-032	111-038	0-005	0.0%	110-292
Range	0-238	0-168	-0-070	-29.5%	2-045
ATR	0-190	0-188	-0-002	-0.8%	0-000
Volume	53,865	35,938	-17,927	-33.3%	76,646

Daily Pivots for day following 11-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	112-244	112-148	111-130
R3	112-077	111-301	111-084
R2	111-229	111-229	111-068
R1	111-133	111-133	111-053	111-181
PP	111-062	111-062	111-062	111-086
S1	110-286	110-286	111-022	111-014
S2	110-214	110-214	111-007
S3	110-047	110-118	110-311
S4	109-199	109-271	110-265

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-104	116-083	112-029
R3	115-059	114-038	111-161
R2	113-014	113-014	111-098
R1	111-313	111-313	111-035	112-164
PP	110-289	110-289	110-289	111-054
S1	109-268	109-268	110-230	110-119
S2	108-244	108-244	110-167
S3	106-199	107-223	110-104
S4	104-154	105-178	109-236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-158	110-122	1-035	1.0%	0-167	0.5%	66%	True	False	32,287
10	111-310	109-265	2-045	1.9%	0-207	0.6%	60%	False	False	22,460
20	111-310	109-105	2-205	2.4%	0-169	0.5%	68%	False	False	12,090
40	111-310	109-105	2-205	2.4%	0-106	0.3%	68%	False	False	6,059
60	111-310	106-240	5-070	4.7%	0-074	0.2%	84%	False	False	4,039
80	111-310	106-240	5-070	4.7%	0-055	0.2%	84%	False	False	3,029

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-229
2.618	112-276
1.618	112-109
1.000	112-005
0.618	111-261
HIGH	111-158
0.618	111-094
0.500	111-074
0.382	111-054
LOW	110-310
0.618	110-206
1.000	110-142
1.618	110-039
2.618	109-191
4.250	108-238

Fisher Pivots for day following 11-May-2023
Pivot	1 day	3 day
R1	111-074	111-018
PP	111-062	110-319
S1	111-050	110-300

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

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