ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 19-May-2023

Day Change Summary
	Previous	Current
	18-May-2023	19-May-2023	Change	Change %	Previous Week
Open	110-025	109-198	-0-148	-0.4%	110-210
High	110-048	109-230	-0-138	-0.4%	110-278
Low	109-162	109-038	-0-125	-0.4%	109-038
Close	109-172	109-088	-0-085	-0.2%	109-088
Range	0-205	0-192	-0-012	-6.1%	1-240
ATR	0-181	0-181	0-001	0.5%	0-000
Volume	319,422	376,953	57,531	18.0%	998,310

Daily Pivots for day following 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-056	110-264	109-193
R3	110-183	110-072	109-140
R2	109-311	109-311	109-123
R1	109-199	109-199	109-105	109-159
PP	109-118	109-118	109-118	109-098
S1	109-007	109-007	109-070	108-286
S2	108-246	108-246	109-052
S3	108-053	108-134	109-035
S4	107-181	107-262	108-302

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	115-001	113-284	110-076
R3	113-081	112-044	109-242
R2	111-161	111-161	109-190
R1	110-124	110-124	109-139	110-022
PP	109-241	109-241	109-241	109-190
S1	108-204	108-204	109-036	108-102
S2	108-001	108-001	108-305
S3	106-081	106-284	108-254
S4	104-161	105-044	108-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-278	109-038	1-240	1.6%	0-166	0.5%	9%	False	True	199,662
10	111-158	109-038	2-120	2.2%	0-166	0.5%	7%	False	True	118,440
20	111-310	109-038	2-272	2.6%	0-186	0.5%	5%	False	True	63,524
40	111-310	109-038	2-272	2.6%	0-131	0.4%	5%	False	True	32,001
60	111-310	106-240	5-070	4.8%	0-090	0.3%	48%	False	False	21,334
80	111-310	106-240	5-070	4.8%	0-068	0.2%	48%	False	False	16,000

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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-088
2.618	111-094
1.618	110-221
1.000	110-102
0.618	110-029
HIGH	109-230
0.618	109-156
0.500	109-134
0.382	109-111
LOW	109-038
0.618	108-239
1.000	108-165
1.618	108-046
2.618	107-174
4.250	106-179

Fisher Pivots for day following 19-May-2023
Pivot	1 day	3 day
R1	109-134	109-251
PP	109-118	109-197
S1	109-103	109-142

Download as Excel Spreadsheet

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

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