ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 27-Apr-2023
Day Change Summary
Previous Current
26-Apr-2023 27-Apr-2023 Change Change % Previous Week
Open 110-068 110-000 -0-068 -0.2% 109-145
High 110-110 110-038 -0-072 -0.2% 109-190
Low 109-280 109-132 -0-148 -0.4% 108-252
Close 110-032 109-152 -0-200 -0.6% 109-072
Range 0-150 0-225 0-075 50.0% 0-258
ATR 0-213 0-214 0-001 0.4% 0-000
Volume 1,403,522 1,091,506 -312,016 -22.2% 4,195,599
Daily Pivots for day following 27-Apr-2023
Classic Woodie Camarilla DeMark
R4 111-249 111-106 109-276
R3 111-024 110-201 109-214
R2 110-119 110-119 109-194
R1 109-296 109-296 109-173 109-255
PP 109-214 109-214 109-214 109-194
S1 109-071 109-071 109-132 109-030
S2 108-309 108-309 109-111
S3 108-084 108-166 109-091
S4 107-179 107-261 109-029
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
5 110-115 109-052 1-062 1.1% 0-178 0.5% 26% False False 1,050,389
10 110-115 108-252 1-182 1.4% 0-164 0.5% 44% False False 979,513
20 111-058 108-252 2-125 2.2% 0-183 0.5% 29% False False 988,162
40 111-098 106-025 5-072 4.8% 0-262 0.7% 65% False False 1,337,278
60 111-098 106-025 5-072 4.8% 0-233 0.7% 65% False False 1,101,460
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-034
2.618 111-307
1.618 111-082
1.000 110-262
0.618 110-177
HIGH 110-038
0.618 109-272
0.500 109-245
0.382 109-218
LOW 109-132
0.618 108-313
1.000 108-228
1.618 108-088
2.618 107-183
4.250 106-136
Fisher Pivots for day following 27-Apr-2023
Pivot 1 day 3 day
R1 109-245 109-284
PP 109-214 109-240
S1 109-183 109-196

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

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