ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	109-092	108-175	-0-238	-0.7%	108-058
High	109-095	108-275	-0-140	-0.4%	109-155
Low	108-178	108-085	-0-092	-0.3%	107-302
Close	108-200	108-215	0-015	0.0%	108-200
Range	0-238	0-190	-0-048	-20.0%	1-172
ATR	0-193	0-192	0-000	-0.1%	0-000
Volume	1,251,292	1,088,621	-162,671	-13.0%	5,798,968

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-122	110-038	109-000
R3	109-252	109-168	108-267
R2	109-062	109-062	108-250
R1	108-298	108-298	108-232	109-020
PP	108-192	108-192	108-192	108-212
S1	108-108	108-108	108-198	108-150
S2	108-002	108-002	108-180
S3	107-132	107-238	108-163
S4	106-262	107-048	108-110

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%	0-219	0.6%	47%	False	False	1,377,517
10	109-182	107-302	1-200	1.5%	0-197	0.6%	45%	False	False	1,605,300
20	111-158	107-302	3-175	3.3%	0-181	0.5%	20%	False	False	861,870
40	111-310	107-302	4-008	3.7%	0-173	0.5%	18%	False	False	433,324
60	111-310	107-302	4-008	3.7%	0-123	0.4%	18%	False	False	288,884
80	111-310	106-240	5-070	4.8%	0-092	0.3%	37%	False	False	216,663
100	111-310	106-240	5-070	4.8%	0-074	0.2%	37%	False	False	173,330

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	True
Bull Hook	False
Stretch	0-050
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111-122
2.618	110-132
1.618	109-262
1.000	109-145
0.618	109-072
HIGH	108-275
0.618	108-202
0.500	108-180
0.382	108-158
LOW	108-085
0.618	107-288
1.000	107-215
1.618	107-098
2.618	106-228
4.250	105-238

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	108-203	108-280
PP	108-192	108-258
S1	108-180	108-237

Download as Excel Spreadsheet

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

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