ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 24-May-2023

Day Change Summary
	Previous	Current
	23-May-2023	24-May-2023	Change	Change %	Previous Week
Open	109-065	109-105	0-040	0.1%	110-210
High	109-105	109-125	0-020	0.1%	110-278
Low	108-295	108-300	0-005	0.0%	109-038
Close	109-090	109-045	-0-045	-0.1%	109-088
Range	0-130	0-145	0-015	11.5%	1-240
ATR	0-176	0-174	-0-002	-1.2%	0-000
Volume	1,495,547	2,797,245	1,301,698	87.0%	998,310

Daily Pivots for day following 24-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-165	110-090	109-125
R3	110-020	109-265	109-085
R2	109-195	109-195	109-072
R1	109-120	109-120	109-058	109-085
PP	109-050	109-050	109-050	109-032
S1	108-295	108-295	109-032	108-260
S2	108-225	108-225	109-018
S3	108-080	108-150	109-005
S4	107-255	108-005	108-285

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	110-048	108-295	1-072	1.1%	0-164	0.5%	18%	False	False	1,107,718
10	111-158	108-295	2-182	2.4%	0-160	0.5%	9%	False	False	591,583
20	111-310	108-295	3-015	2.8%	0-186	0.5%	7%	False	False	305,266
40	111-310	108-295	3-015	2.8%	0-142	0.4%	7%	False	False	153,056
60	111-310	106-240	5-070	4.8%	0-097	0.3%	46%	False	False	102,037
80	111-310	106-240	5-070	4.8%	0-073	0.2%	46%	False	False	76,528
100	111-310	106-240	5-070	4.8%	0-058	0.2%	46%	False	False	61,222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-101
2.618	110-185
1.618	110-040
1.000	109-270
0.618	109-215
HIGH	109-125
0.618	109-070
0.500	109-052
0.382	109-035
LOW	108-300
0.618	108-210
1.000	108-155
1.618	108-065
2.618	107-240
4.250	107-004

Fisher Pivots for day following 24-May-2023
Pivot	1 day	3 day
R1	109-052	109-079
PP	109-050	109-068
S1	109-048	109-056

Download as Excel Spreadsheet

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

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