ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 06-Jun-2023

Day Change Summary
	Previous	Current
	05-Jun-2023	06-Jun-2023	Change	Change %	Previous Week
Open	108-175	108-235	0-060	0.2%	108-058
High	108-275	108-288	0-012	0.0%	109-155
Low	108-085	108-140	0-055	0.2%	107-302
Close	108-215	108-172	-0-042	-0.1%	108-200
Range	0-190	0-148	-0-042	-22.4%	1-172
ATR	0-192	0-189	-0-003	-1.7%	0-000
Volume	1,088,621	831,479	-257,142	-23.6%	5,798,968

Daily Pivots for day following 06-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-002	109-235	108-254
R3	109-175	109-088	108-213
R2	109-028	109-028	108-200
R1	108-260	108-260	108-186	108-230
PP	108-200	108-200	108-200	108-185
S1	108-112	108-112	108-159	108-082
S2	108-052	108-052	108-145
S3	107-225	107-285	108-132
S4	107-078	107-138	108-091

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	108-085	1-070	1.1%	0-190	0.5%	22%	False	False	1,209,377
10	109-155	107-302	1-172	1.4%	0-197	0.6%	39%	False	False	1,633,506
20	111-158	107-302	3-175	3.3%	0-182	0.5%	17%	False	False	901,580
40	111-310	107-302	4-008	3.7%	0-175	0.5%	15%	False	False	454,111
60	111-310	107-302	4-008	3.7%	0-126	0.4%	15%	False	False	302,742
80	111-310	106-240	5-070	4.8%	0-094	0.3%	34%	False	False	227,056
100	111-310	106-240	5-070	4.8%	0-075	0.2%	34%	False	False	181,645

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-049
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	110-274
2.618	110-034
1.618	109-206
1.000	109-115
0.618	109-059
HIGH	108-288
0.618	108-231
0.500	108-214
0.382	108-196
LOW	108-140
0.618	108-049
1.000	107-312
1.618	107-221
2.618	107-074
4.250	106-153

Fisher Pivots for day following 06-Jun-2023
Pivot	1 day	3 day
R1	108-214	108-250
PP	108-200	108-224
S1	108-186	108-198

Download as Excel Spreadsheet

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

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