ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 30-May-2023

Day Change Summary
	Previous	Current
	26-May-2023	30-May-2023	Change	Change %	Previous Week
Open	108-112	108-058	-0-055	-0.2%	109-125
High	108-188	108-275	0-088	0.3%	109-182
Low	107-310	107-302	-0-008	0.0%	107-310
Close	108-058	108-235	0-178	0.5%	108-058
Range	0-198	0-292	0-095	48.1%	1-192
ATR	0-181	0-189	0-008	4.4%	0-000
Volume	1,598,644	1,672,183	73,539	4.6%	9,165,418

Daily Pivots for day following 30-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-082	110-291	109-076
R3	110-109	109-318	108-315
R2	109-137	109-137	108-289
R1	109-026	109-026	108-262	109-081
PP	108-164	108-164	108-164	108-192
S1	108-053	108-053	108-208	108-109
S2	107-192	107-192	108-181
S3	106-219	107-081	108-155
S4	105-247	106-108	108-074

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	109-125	107-302	1-142	1.3%	0-204	0.6%	55%	False	True	2,057,635
10	110-278	107-302	2-295	2.7%	0-192	0.6%	27%	False	True	1,179,849
20	111-310	107-302	4-008	3.7%	0-191	0.5%	20%	False	True	604,773
40	111-310	107-302	4-008	3.7%	0-161	0.5%	20%	False	True	302,941
60	111-310	106-240	5-070	4.8%	0-110	0.3%	38%	False	False	201,960
80	111-310	106-240	5-070	4.8%	0-082	0.2%	38%	False	False	151,470
100	111-310	106-240	5-070	4.8%	0-066	0.2%	38%	False	False	121,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 104 trading days

Fibonacci Retracements and Extensions
4.250	112-238
2.618	111-081
1.618	110-108
1.000	109-248
0.618	109-136
HIGH	108-275
0.618	108-163
0.500	108-129
0.382	108-094
LOW	107-302
0.618	107-122
1.000	107-010
1.618	106-149
2.618	105-177
4.250	104-019

Fisher Pivots for day following 30-May-2023
Pivot	1 day	3 day
R1	108-200	108-212
PP	108-164	108-190
S1	108-129	108-168

Download as Excel Spreadsheet

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

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