ECBOT 5 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	106-312	106-270	-0-042	-0.1%	107-252
High	107-088	107-002	-0-085	-0.2%	108-022
Low	106-252	106-178	-0-075	-0.2%	106-268
Close	106-270	106-185	-0-085	-0.2%	107-030
Range	0-155	0-145	-0-010	-6.5%	1-075
ATR	0-176	0-174	-0-002	-1.3%	0-000
Volume	770,663	1,122,479	351,816	45.7%	5,835,831

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	108-023	107-249	106-265
R3	107-198	107-104	106-225
R2	107-053	107-053	106-212
R1	106-279	106-279	106-198	106-254
PP	106-228	106-228	106-228	106-216
S1	106-134	106-134	106-172	106-109
S2	106-083	106-083	106-158
S3	105-258	105-309	106-145
S4	105-113	105-164	106-105

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	111-012	110-096	107-247
R3	109-257	109-021	107-139
R2	108-182	108-182	107-102
R1	107-266	107-266	107-066	107-186
PP	107-107	107-107	107-107	107-067
S1	106-191	106-191	106-314	106-111
S2	106-032	106-032	106-278
S3	104-277	105-116	106-241
S4	103-202	104-041	106-133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-282	106-178	1-105	1.2%	0-162	0.5%	2%	False	True	1,185,240
10	108-030	106-178	1-172	1.4%	0-154	0.5%	2%	False	True	1,064,526
20	108-288	106-178	2-110	2.2%	0-174	0.5%	1%	False	True	1,096,595
40	111-158	106-178	4-300	4.6%	0-178	0.5%	0%	False	True	979,233
60	111-310	106-178	5-132	5.1%	0-173	0.5%	0%	False	True	654,414
80	111-310	106-178	5-132	5.1%	0-136	0.4%	0%	False	True	490,811
100	111-310	106-178	5-132	5.1%	0-109	0.3%	0%	False	True	392,649
120	111-310	106-178	5-132	5.1%	0-091	0.3%	0%	False	True	327,207

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108-299
2.618	108-062
1.618	107-237
1.000	107-148
0.618	107-092
HIGH	107-002
0.618	106-267
0.500	106-250
0.382	106-233
LOW	106-178
0.618	106-088
1.000	106-032
1.618	105-263
2.618	105-118
4.250	104-201

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	106-250	106-292
PP	106-228	106-257
S1	106-207	106-221

Download as Excel Spreadsheet

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

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