ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 22-May-2023

Day Change Summary
	Previous	Current
	19-May-2023	22-May-2023	Change	Change %	Previous Week
Open	109-198	109-125	-0-072	-0.2%	110-210
High	109-230	109-182	-0-048	-0.1%	110-278
Low	109-038	109-032	-0-005	0.0%	109-038
Close	109-088	109-068	-0-020	-0.1%	109-088
Range	0-192	0-150	-0-042	-22.1%	1-240
ATR	0-181	0-179	-0-002	-1.2%	0-000
Volume	376,953	549,426	172,473	45.8%	998,310

Daily Pivots for day following 22-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-224	110-136	109-150
R3	110-074	109-306	109-109
R2	109-244	109-244	109-095
R1	109-156	109-156	109-081	109-125
PP	109-094	109-094	109-094	109-079
S1	109-006	109-006	109-054	108-295
S2	108-264	108-264	109-040
S3	108-114	108-176	109-026
S4	107-284	108-026	108-305

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	109-032	1-245	1.6%	0-180	0.5%	6%	False	True	302,064
10	111-158	109-032	2-125	2.2%	0-166	0.5%	5%	False	True	169,655
20	111-310	109-032	2-278	2.6%	0-186	0.5%	4%	False	True	90,908
40	111-310	109-032	2-278	2.6%	0-135	0.4%	4%	False	True	45,736
60	111-310	106-240	5-070	4.8%	0-093	0.3%	47%	False	False	30,491
80	111-310	106-240	5-070	4.8%	0-070	0.2%	47%	False	False	22,868

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	0-040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111-180
2.618	110-255
1.618	110-105
1.000	110-012
0.618	109-275
HIGH	109-182
0.618	109-125
0.500	109-108
0.382	109-090
LOW	109-032
0.618	108-260
1.000	108-202
1.618	108-110
2.618	107-280
4.250	107-035

Fisher Pivots for day following 22-May-2023
Pivot	1 day	3 day
R1	109-108	109-200
PP	109-094	109-156
S1	109-081	109-112

Download as Excel Spreadsheet

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

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