ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	108-235	108-060	-0-175	-0.5%	108-058
High	108-242	108-192	-0-050	-0.1%	109-155
Low	108-025	108-018	-0-008	0.0%	107-302
Close	108-085	108-170	0-085	0.2%	108-200
Range	0-218	0-175	-0-042	-19.5%	1-172
ATR	0-191	0-190	-0-001	-0.6%	0-000
Volume	1,182,436	994,515	-187,921	-15.9%	5,798,968

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-012	109-266	108-266
R3	109-157	109-091	108-218
R2	108-302	108-302	108-202
R1	108-236	108-236	108-186	108-269
PP	108-127	108-127	108-127	108-143
S1	108-061	108-061	108-154	108-094
S2	107-272	107-272	108-138
S3	107-097	107-206	108-122
S4	106-242	107-031	108-074

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	109-095	108-018	1-078	1.1%	0-194	0.6%	38%	False	True	1,069,668
10	109-155	107-302	1-172	1.4%	0-208	0.6%	38%	False	False	1,421,921
20	111-158	107-302	3-175	3.3%	0-184	0.5%	17%	False	False	1,006,752
40	111-310	107-302	4-008	3.7%	0-176	0.5%	15%	False	False	508,534
60	111-310	107-302	4-008	3.7%	0-132	0.4%	15%	False	False	339,024
80	111-310	106-240	5-070	4.8%	0-099	0.3%	34%	False	False	254,268
100	111-310	106-240	5-070	4.8%	0-079	0.2%	34%	False	False	203,414

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	False
Bull Hook	False
Stretch	0-048
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-296
2.618	110-011
1.618	109-156
1.000	109-048
0.618	108-301
HIGH	108-192
0.618	108-126
0.500	108-105
0.382	108-084
LOW	108-018
0.618	107-229
1.000	107-162
1.618	107-054
2.618	106-199
4.250	105-234

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	108-148	108-164
PP	108-127	108-158
S1	108-105	108-152

Download as Excel Spreadsheet

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

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