ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 21-Apr-2023
Day Change Summary
Previous Current
20-Apr-2023 21-Apr-2023 Change Change % Previous Week
Open 109-000 109-115 0-115 0.3% 109-145
High 109-138 109-190 0-052 0.1% 109-190
Low 108-312 109-052 0-060 0.2% 108-252
Close 109-100 109-072 -0-028 -0.1% 109-072
Range 0-145 0-138 -0-008 -5.2% 0-258
ATR 0-225 0-218 -0-006 -2.8% 0-000
Volume 910,929 812,468 -98,461 -10.8% 4,195,599
Daily Pivots for day following 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 110-198 110-112 109-148
R3 110-060 109-295 109-110
R2 109-242 109-242 109-098
R1 109-158 109-158 109-085 109-131
PP 109-105 109-105 109-105 109-092
S1 109-020 109-020 109-060 108-314
S2 108-288 108-288 109-047
S3 108-150 108-202 109-035
S4 108-012 108-065 108-317
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 111-198 111-072 109-214
R3 110-260 110-135 109-143
R2 110-002 110-002 109-120
R1 109-198 109-198 109-096 109-131
PP 109-065 109-065 109-065 109-032
S1 108-260 108-260 109-049 108-194
S2 108-128 108-128 109-025
S3 107-190 108-002 109-002
S4 106-252 107-065 108-251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-190 108-252 0-258 0.7% 0-130 0.4% 54% True False 839,119
10 110-158 108-252 1-225 1.6% 0-158 0.5% 26% False False 882,399
20 111-098 108-252 2-165 2.3% 0-197 0.6% 17% False False 993,906
40 111-098 106-025 5-072 4.8% 0-259 0.7% 60% False False 1,367,642
60 111-098 106-025 5-072 4.8% 0-227 0.7% 60% False False 1,027,703
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-134
2.618 110-230
1.618 110-092
1.000 110-008
0.618 109-275
HIGH 109-190
0.618 109-137
0.500 109-121
0.382 109-105
LOW 109-052
0.618 108-288
1.000 108-235
1.618 108-150
2.618 108-013
4.250 107-108
Fisher Pivots for day following 21-Apr-2023
Pivot 1 day 3 day
R1 109-121 109-069
PP 109-105 109-065
S1 109-089 109-061

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

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