ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	109-010	109-092	0-082	0.2%	108-058
High	109-155	109-095	-0-060	-0.2%	109-155
Low	108-250	108-178	-0-072	-0.2%	107-302
Close	109-092	108-200	-0-212	-0.6%	108-200
Range	0-225	0-238	0-012	5.6%	1-172
ATR	0-189	0-193	0-003	1.8%	0-000
Volume	1,219,580	1,251,292	31,712	2.6%	5,798,968

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-017	110-186	109-011
R3	110-099	109-268	108-265
R2	109-182	109-182	108-244
R1	109-031	109-031	108-222	108-308
PP	108-264	108-264	108-264	108-242
S1	108-113	108-113	108-178	108-070
S2	108-027	108-027	108-156
S3	107-109	107-196	108-135
S4	106-192	106-278	108-069

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-097	112-161	109-151
R3	111-244	110-308	109-015
R2	110-072	110-072	108-290
R1	109-136	109-136	108-245	109-264
PP	108-219	108-219	108-219	108-283
S1	107-283	107-283	108-155	108-091
S2	107-047	107-047	108-110
S3	105-194	106-111	108-065
S4	104-022	104-258	107-249

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%	0-220	0.6%	44%	False	False	1,479,522
10	109-230	107-302	1-248	1.6%	0-197	0.6%	38%	False	False	1,534,133
20	111-158	107-302	3-175	3.3%	0-181	0.5%	19%	False	False	808,175
40	111-310	107-302	4-008	3.7%	0-168	0.5%	17%	False	False	406,109
60	111-310	107-302	4-008	3.7%	0-120	0.3%	17%	False	False	270,740
80	111-310	106-240	5-070	4.8%	0-090	0.3%	36%	False	False	203,055
100	111-310	106-240	5-070	4.8%	0-072	0.2%	36%	False	False	162,444

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	0-044
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-144
2.618	111-077
1.618	110-159
1.000	110-012
0.618	109-242
HIGH	109-095
0.618	109-004
0.500	108-296
0.382	108-268
LOW	108-178
0.618	108-031
1.000	107-260
1.618	107-113
2.618	106-196
4.250	105-128

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	108-296	109-006
PP	108-264	108-284
S1	108-232	108-242

Download as Excel Spreadsheet

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

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