ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 01-Jun-2023

Day Change Summary
	Previous	Current
	31-May-2023	01-Jun-2023	Change	Change %	Previous Week
Open	108-242	109-010	0-088	0.3%	109-125
High	109-062	109-155	0-092	0.3%	109-182
Low	108-232	108-250	0-018	0.1%	107-310
Close	109-025	109-092	0-068	0.2%	108-058
Range	0-150	0-225	0-075	50.0%	1-192
ATR	0-186	0-189	0-003	1.5%	0-000
Volume	1,655,913	1,219,580	-436,333	-26.3%	9,165,418

Daily Pivots for day following 01-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-094	110-318	109-216
R3	110-189	110-093	109-154
R2	109-284	109-284	109-134
R1	109-188	109-188	109-113	109-236
PP	109-059	109-059	109-059	109-083
S1	108-283	108-283	109-072	109-011
S2	108-154	108-154	109-051
S3	107-249	108-058	109-031
S4	107-024	107-153	108-289

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	109-155	107-302	1-172	1.4%	0-224	0.6%	87%	True	False	1,774,175
10	110-048	107-302	2-065	2.0%	0-194	0.6%	61%	False	False	1,440,946
20	111-310	107-302	4-008	3.7%	0-183	0.5%	33%	False	False	747,152
40	111-310	107-302	4-008	3.7%	0-164	0.5%	33%	False	False	374,826
60	111-310	107-105	4-205	4.2%	0-116	0.3%	42%	False	False	249,885
80	111-310	106-240	5-070	4.8%	0-087	0.2%	49%	False	False	187,414
100	111-310	106-240	5-070	4.8%	0-070	0.2%	49%	False	False	149,931

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-151
2.618	111-104
1.618	110-199
1.000	110-060
0.618	109-294
HIGH	109-155
0.618	109-069
0.500	109-042
0.382	109-016
LOW	108-250
0.618	108-111
1.000	108-025
1.618	107-206
2.618	106-301
4.250	105-254

Fisher Pivots for day following 01-Jun-2023
Pivot	1 day	3 day
R1	109-076	109-031
PP	109-059	108-290
S1	109-042	108-229

Download as Excel Spreadsheet

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

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