ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	108-165	108-055	-0-110	-0.3%	108-175
High	108-168	108-132	-0-035	-0.1%	108-288
Low	108-042	108-020	-0-022	-0.1%	108-018
Close	108-068	108-078	0-010	0.0%	108-068
Range	0-125	0-112	-0-012	-10.0%	0-270
ATR	0-186	0-180	-0-005	-2.8%	0-000
Volume	754,511	875,858	121,347	16.1%	4,851,562

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	109-094	109-038	108-139
R3	108-302	108-246	108-108
R2	108-189	108-189	108-098
R1	108-133	108-133	108-088	108-161
PP	108-077	108-077	108-077	108-091
S1	108-021	108-021	108-067	108-049
S2	107-284	107-284	108-057
S3	107-172	107-228	108-047
S4	107-059	107-116	108-016

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%	0-156	0.4%	22%	False	False	927,759
10	109-155	107-302	1-172	1.4%	0-187	0.5%	19%	False	False	1,152,638
20	110-278	107-302	2-295	2.7%	0-179	0.5%	10%	False	False	1,084,505
40	111-310	107-302	4-008	3.7%	0-172	0.5%	7%	False	False	549,279
60	111-310	107-302	4-008	3.7%	0-133	0.4%	7%	False	False	366,197
80	111-310	106-240	5-070	4.8%	0-102	0.3%	29%	False	False	274,648
100	111-310	106-240	5-070	4.8%	0-082	0.2%	29%	False	False	219,718

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	109-291
2.618	109-107
1.618	108-315
1.000	108-245
0.618	108-202
HIGH	108-132
0.618	108-090
0.500	108-076
0.382	108-063
LOW	108-020
0.618	107-270
1.000	107-228
1.618	107-158
2.618	107-045
4.250	106-182

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	108-077	108-105
PP	108-077	108-096
S1	108-076	108-087

Download as Excel Spreadsheet

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

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