ECBOT 5 Year T-Note Future June 2023


Trading Metrics calculated at close of trading on 28-Apr-2023
Day Change Summary
Previous Current
27-Apr-2023 28-Apr-2023 Change Change % Previous Week
Open 110-000 109-165 -0-155 -0.4% 109-072
High 110-038 110-000 -0-038 -0.1% 110-115
Low 109-132 109-112 -0-020 -0.1% 109-065
Close 109-152 109-238 0-085 0.2% 109-238
Range 0-225 0-208 -0-018 -7.8% 1-050
ATR 0-214 0-213 0-000 -0.2% 0-000
Volume 1,091,506 1,449,755 358,249 32.8% 5,889,235
Daily Pivots for day following 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 111-206 111-109 110-032
R3 110-318 110-222 109-295
R2 110-111 110-111 109-276
R1 110-014 110-014 109-257 110-062
PP 109-223 109-223 109-223 109-248
S1 109-127 109-127 109-218 109-175
S2 109-016 109-016 109-199
S3 108-128 108-239 109-180
S4 107-241 108-032 109-123
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 113-076 112-207 110-121
R3 112-026 111-157 110-019
R2 110-296 110-296 109-305
R1 110-107 110-107 109-271 110-201
PP 109-246 109-246 109-246 109-293
S1 109-057 109-057 109-204 109-151
S2 108-196 108-196 109-170
S3 107-146 108-007 109-136
S4 106-096 106-277 109-034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-115 109-065 1-050 1.1% 0-192 0.5% 47% False False 1,177,847
10 110-115 108-252 1-182 1.4% 0-160 0.5% 61% False False 1,008,483
20 111-058 108-252 2-125 2.2% 0-187 0.5% 40% False False 1,017,199
40 111-098 106-025 5-072 4.8% 0-264 0.8% 70% False False 1,343,826
60 111-098 106-025 5-072 4.8% 0-232 0.7% 70% False False 1,125,115
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-242
2.618 111-223
1.618 111-016
1.000 110-208
0.618 110-128
HIGH 110-000
0.618 109-241
0.500 109-216
0.382 109-192
LOW 109-112
0.618 108-304
1.000 108-225
1.618 108-097
2.618 107-209
4.250 106-191
Fisher Pivots for day following 28-Apr-2023
Pivot 1 day 3 day
R1 109-230 109-271
PP 109-223 109-260
S1 109-216 109-249

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

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