ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 23-May-2023

Day Change Summary
	Previous	Current
	22-May-2023	23-May-2023	Change	Change %	Previous Week
Open	109-125	109-065	-0-060	-0.2%	110-210
High	109-182	109-105	-0-078	-0.2%	110-278
Low	109-032	108-295	-0-058	-0.2%	109-038
Close	109-068	109-090	0-022	0.1%	109-088
Range	0-150	0-130	-0-020	-13.3%	1-240
ATR	0-179	0-176	-0-004	-2.0%	0-000
Volume	549,426	1,495,547	946,121	172.2%	998,310

Daily Pivots for day following 23-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-127	110-078	109-162
R3	109-317	109-268	109-126
R2	109-187	109-187	109-114
R1	109-138	109-138	109-102	109-162
PP	109-057	109-057	109-057	109-069
S1	109-008	109-008	109-078	109-032
S2	108-247	108-247	109-066
S3	108-117	108-198	109-054
S4	107-307	108-068	109-018

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	110-145	108-295	1-170	1.4%	0-164	0.5%	23%	False	True	581,515
10	111-158	108-295	2-182	2.4%	0-169	0.5%	14%	False	True	317,245
20	111-310	108-295	3-015	2.8%	0-186	0.5%	12%	False	True	165,556
40	111-310	108-295	3-015	2.8%	0-138	0.4%	12%	False	True	83,125
60	111-310	106-240	5-070	4.8%	0-095	0.3%	49%	False	False	55,416
80	111-310	106-240	5-070	4.8%	0-071	0.2%	49%	False	False	41,562

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-039
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	111-018
2.618	110-125
1.618	109-315
1.000	109-235
0.618	109-185
HIGH	109-105
0.618	109-055
0.500	109-040
0.382	109-025
LOW	108-295
0.618	108-215
1.000	108-165
1.618	108-085
2.618	107-275
4.250	107-062

Fisher Pivots for day following 23-May-2023
Pivot	1 day	3 day
R1	109-073	109-102
PP	109-057	109-098
S1	109-040	109-094

Download as Excel Spreadsheet

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

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