ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	108-060	108-165	0-105	0.3%	108-175
High	108-192	108-168	-0-025	-0.1%	108-288
Low	108-018	108-042	0-025	0.1%	108-018
Close	108-170	108-068	-0-102	-0.3%	108-068
Range	0-175	0-125	-0-050	-28.6%	0-270
ATR	0-190	0-186	-0-004	-2.4%	0-000
Volume	994,515	754,511	-240,004	-24.1%	4,851,562

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-148	109-072	108-136
R3	109-022	108-268	108-102
R2	108-218	108-218	108-090
R1	108-142	108-142	108-079	108-118
PP	108-092	108-092	108-092	108-080
S1	108-018	108-018	108-056	107-312
S2	107-288	107-288	108-045
S3	107-162	107-212	108-033
S4	107-038	107-088	107-319

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-294	110-131	108-216
R3	110-024	109-181	108-142
R2	109-074	109-074	108-117
R1	108-231	108-231	108-092	108-178
PP	108-124	108-124	108-124	108-098
S1	107-281	107-281	108-043	107-228
S2	107-174	107-174	108-018
S3	106-224	107-011	107-313
S4	105-274	106-061	107-239

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-288	108-018	0-270	0.8%	0-171	0.5%	19%	False	False	970,312
10	109-155	107-302	1-172	1.4%	0-196	0.6%	17%	False	False	1,224,917
20	111-070	107-302	3-088	3.0%	0-182	0.5%	8%	False	False	1,042,681
40	111-310	107-302	4-008	3.7%	0-176	0.5%	7%	False	False	527,386
60	111-310	107-302	4-008	3.7%	0-132	0.4%	7%	False	False	351,599
80	111-310	106-240	5-070	4.8%	0-101	0.3%	28%	False	False	263,699
100	111-310	106-240	5-070	4.8%	0-081	0.2%	28%	False	False	210,959

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	110-059
2.618	109-175
1.618	109-050
1.000	108-292
0.618	108-245
HIGH	108-168
0.618	108-120
0.500	108-105
0.382	108-090
LOW	108-042
0.618	107-285
1.000	107-238
1.618	107-160
2.618	107-035
4.250	106-151

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	108-105	108-130
PP	108-092	108-109
S1	108-080	108-088

Download as Excel Spreadsheet

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

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