ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	107-280	107-265	-0-015	0.0%	108-175
High	108-045	108-070	0-025	0.1%	108-288
Low	107-122	107-145	0-022	0.1%	108-018
Close	107-242	108-040	0-118	0.3%	108-068
Range	0-242	0-245	0-002	1.0%	0-270
ATR	0-193	0-197	0-004	1.9%	0-000
Volume	1,583,846	1,391,118	-192,728	-12.2%	4,851,562

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-073	109-302	108-175
R3	109-148	109-057	108-107
R2	108-223	108-223	108-085
R1	108-132	108-132	108-062	108-178
PP	107-298	107-298	107-298	108-001
S1	107-207	107-207	108-018	107-252
S2	107-053	107-053	107-315
S3	106-128	106-282	107-293
S4	105-203	106-037	107-225

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	108-218	107-122	1-095	1.2%	0-207	0.6%	57%	False	False	1,218,920
10	109-095	107-122	1-292	1.8%	0-200	0.6%	39%	False	False	1,144,294
20	110-048	107-122	2-245	2.6%	0-197	0.6%	27%	False	False	1,292,620
40	111-310	107-122	4-188	4.2%	0-186	0.5%	16%	False	False	660,882
60	111-310	107-122	4-188	4.2%	0-147	0.4%	16%	False	False	440,601
80	111-310	106-240	5-070	4.8%	0-112	0.3%	26%	False	False	330,451
100	111-310	106-240	5-070	4.8%	0-090	0.3%	26%	False	False	264,360

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	0-057
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-151
2.618	110-071
1.618	109-146
1.000	108-315
0.618	108-221
HIGH	108-070
0.618	107-296
0.500	107-268
0.382	107-239
LOW	107-145
0.618	106-314
1.000	106-220
1.618	106-069
2.618	105-144
4.250	104-064

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	108-009	108-030
PP	107-298	108-020
S1	107-268	108-010

Download as Excel Spreadsheet

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

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