ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 31-May-2023

Day Change Summary
	Previous	Current
	30-May-2023	31-May-2023	Change	Change %	Previous Week
Open	108-058	108-242	0-185	0.5%	109-125
High	108-275	109-062	0-108	0.3%	109-182
Low	107-302	108-232	0-250	0.7%	107-310
Close	108-235	109-025	0-110	0.3%	108-058
Range	0-292	0-150	-0-142	-48.7%	1-192
ATR	0-189	0-186	-0-003	-1.5%	0-000
Volume	1,672,183	1,655,913	-16,270	-1.0%	9,165,418

Daily Pivots for day following 31-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-130	110-068	109-108
R3	109-300	109-238	109-066
R2	109-150	109-150	109-052
R1	109-088	109-088	109-039	109-119
PP	109-000	109-000	109-000	109-016
S1	108-258	108-258	109-011	108-289
S2	108-170	108-170	108-318
S3	108-020	108-108	108-304
S4	107-190	107-278	108-262

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%	0-208	0.6%	78%	False	False	2,089,708
10	110-145	107-302	2-162	2.3%	0-186	0.5%	45%	False	False	1,335,611
20	111-310	107-302	4-008	3.7%	0-184	0.5%	28%	False	False	687,087
40	111-310	107-302	4-008	3.7%	0-164	0.5%	28%	False	False	344,338
60	111-310	106-240	5-070	4.8%	0-112	0.3%	45%	False	False	229,559
80	111-310	106-240	5-070	4.8%	0-084	0.2%	45%	False	False	172,169
100	111-310	106-240	5-070	4.8%	0-067	0.2%	45%	False	False	137,735

Crabel Price Patterns
NR	True
NR4	True
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	0-041
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111-060
2.618	110-135
1.618	109-305
1.000	109-212
0.618	109-155
HIGH	109-062
0.618	109-005
0.500	108-308
0.382	108-290
LOW	108-232
0.618	108-140
1.000	108-082
1.618	107-310
2.618	107-160
4.250	106-235

Fisher Pivots for day following 31-May-2023
Pivot	1 day	3 day
R1	109-012	108-291
PP	109-000	108-237
S1	108-308	108-182

Download as Excel Spreadsheet

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

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