ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 26-May-2023

Day Change Summary
	Previous	Current
	25-May-2023	26-May-2023	Change	Change %	Previous Week
Open	108-308	108-112	-0-195	-0.6%	109-125
High	109-032	108-188	-0-165	-0.5%	109-182
Low	108-100	107-310	-0-110	-0.3%	107-310
Close	108-142	108-058	-0-085	-0.2%	108-058
Range	0-252	0-198	-0-055	-21.8%	1-192
ATR	0-180	0-181	0-001	0.7%	0-000
Volume	2,724,556	1,598,644	-1,125,912	-41.3%	9,165,418

Daily Pivots for day following 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-031	109-242	108-166
R3	109-153	109-044	108-112
R2	108-276	108-276	108-094
R1	108-167	108-167	108-076	108-122
PP	108-078	108-078	108-078	108-056
S1	107-289	107-289	108-039	107-245
S2	107-201	107-201	108-021
S3	107-003	107-092	108-003
S4	106-126	106-214	107-269

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-121	112-122	109-019
R3	111-248	110-249	108-198
R2	110-056	110-056	108-151
R1	109-057	109-057	108-104	108-280
PP	108-183	108-183	108-183	108-135
S1	107-184	107-184	108-011	107-088
S2	106-311	106-311	107-284
S3	105-118	105-312	107-237
S4	103-246	104-119	107-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-182	107-310	1-192	1.5%	0-175	0.5%	13%	False	True	1,833,083
10	110-278	107-310	2-288	2.7%	0-170	0.5%	7%	False	True	1,016,372
20	111-310	107-310	4-000	3.7%	0-187	0.5%	5%	False	True	521,323
40	111-310	107-310	4-000	3.7%	0-153	0.4%	5%	False	True	261,136
60	111-310	106-240	5-070	4.8%	0-105	0.3%	27%	False	False	174,090
80	111-310	106-240	5-070	4.8%	0-079	0.2%	27%	False	False	130,568
100	111-310	106-240	5-070	4.8%	0-063	0.2%	27%	False	False	104,454

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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-067
2.618	110-065
1.618	109-187
1.000	109-065
0.618	108-310
HIGH	108-188
0.618	108-112
0.500	108-089
0.382	108-065
LOW	107-310
0.618	107-188
1.000	107-112
1.618	106-310
2.618	106-113
4.250	105-111

Fisher Pivots for day following 26-May-2023
Pivot	1 day	3 day
R1	108-089	108-218
PP	108-078	108-164
S1	108-068	108-111

Download as Excel Spreadsheet

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

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