ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 13-Jun-2023

Day Change Summary
	Previous	Current
	12-Jun-2023	13-Jun-2023	Change	Change %	Previous Week
Open	108-055	108-088	0-032	0.1%	108-175
High	108-132	108-218	0-085	0.2%	108-288
Low	108-020	107-228	-0-112	-0.3%	108-018
Close	108-078	107-238	-0-160	-0.5%	108-068
Range	0-112	0-310	0-198	175.6%	0-270
ATR	0-180	0-190	0-009	5.1%	0-000
Volume	875,858	1,489,270	613,412	70.0%	4,851,562

Daily Pivots for day following 13-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-304	110-101	108-088
R3	109-314	109-111	108-003
R2	109-004	109-004	107-294
R1	108-121	108-121	107-266	108-068
PP	108-014	108-014	108-014	107-308
S1	107-131	107-131	107-209	107-078
S2	107-024	107-024	107-181
S3	106-034	106-141	107-152
S4	105-044	105-151	107-067

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	108-242	107-228	1-015	1.0%	0-188	0.5%	3%	False	True	1,059,318
10	109-155	107-228	1-248	1.6%	0-189	0.5%	2%	False	True	1,134,347
20	110-278	107-228	3-050	2.9%	0-190	0.6%	1%	False	True	1,157,098
40	111-310	107-228	4-082	4.0%	0-177	0.5%	1%	False	True	586,510
60	111-310	107-228	4-082	4.0%	0-139	0.4%	1%	False	True	391,018
80	111-310	106-240	5-070	4.8%	0-106	0.3%	19%	False	False	293,263
100	111-310	106-240	5-070	4.8%	0-085	0.2%	19%	False	False	234,611

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 114 trading days

Fibonacci Retracements and Extensions
4.250	112-255
2.618	111-069
1.618	110-079
1.000	109-208
0.618	109-089
HIGH	108-218
0.618	108-099
0.500	108-062
0.382	108-026
LOW	107-228
0.618	107-036
1.000	106-238
1.618	106-046
2.618	105-056
4.250	103-190

Fisher Pivots for day following 13-Jun-2023
Pivot	1 day	3 day
R1	108-062	108-062
PP	108-014	108-014
S1	107-286	107-286

Download as Excel Spreadsheet

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

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