ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	108-235	108-235	0-000	0.0%	108-058
High	108-288	108-242	-0-045	-0.1%	109-155
Low	108-140	108-025	-0-115	-0.3%	107-302
Close	108-172	108-085	-0-088	-0.3%	108-200
Range	0-148	0-218	0-070	47.5%	1-172
ATR	0-189	0-191	0-002	1.1%	0-000
Volume	831,479	1,182,436	350,957	42.2%	5,798,968

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-130	110-005	108-205
R3	109-232	109-108	108-145
R2	109-015	109-015	108-125
R1	108-210	108-210	108-105	108-164
PP	108-118	108-118	108-118	108-094
S1	107-312	107-312	108-065	107-266
S2	107-220	107-220	108-045
S3	107-002	107-095	108-025
S4	106-105	106-198	107-285

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	108-025	1-130	1.3%	0-204	0.6%	13%	False	True	1,114,681
10	109-155	107-302	1-172	1.4%	0-206	0.6%	21%	False	False	1,602,194
20	111-158	107-302	3-175	3.3%	0-187	0.5%	9%	False	False	959,720
40	111-310	107-302	4-008	3.7%	0-177	0.5%	8%	False	False	483,672
60	111-310	107-302	4-008	3.7%	0-129	0.4%	8%	False	False	322,449
80	111-310	106-240	5-070	4.8%	0-097	0.3%	29%	False	False	241,837
100	111-310	106-240	5-070	4.8%	0-078	0.2%	29%	False	False	193,469

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 3 trading days

Fibonacci Retracements and Extensions
4.250	111-207
2.618	110-172
1.618	109-274
1.000	109-140
0.618	109-057
HIGH	108-242
0.618	108-159
0.500	108-134
0.382	108-108
LOW	108-025
0.618	107-211
1.000	107-128
1.618	106-313
2.618	106-096
4.250	105-061

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	108-134	108-156
PP	108-118	108-132
S1	108-101	108-109

Download as Excel Spreadsheet

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

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