ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 01-Jun-2023
Day Change Summary
Previous Current
31-May-2023 01-Jun-2023 Change Change % Previous Week
Open 108-242 109-010 0-088 0.3% 109-125
High 109-062 109-155 0-092 0.3% 109-182
Low 108-232 108-250 0-018 0.1% 107-310
Close 109-025 109-092 0-068 0.2% 108-058
Range 0-150 0-225 0-075 50.0% 1-192
ATR 0-186 0-189 0-003 1.5% 0-000
Volume 1,655,913 1,219,580 -436,333 -26.3% 9,165,418
Daily Pivots for day following 01-Jun-2023
Classic Woodie Camarilla DeMark
R4 111-094 110-318 109-216
R3 110-189 110-093 109-154
R2 109-284 109-284 109-134
R1 109-188 109-188 109-113 109-236
PP 109-059 109-059 109-059 109-083
S1 108-283 108-283 109-072 109-011
S2 108-154 108-154 109-051
S3 107-249 108-058 109-031
S4 107-024 107-153 108-289
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 113-121 112-122 109-019
R3 111-248 110-249 108-198
R2 110-056 110-056 108-151
R1 109-057 109-057 108-104 108-280
PP 108-183 108-183 108-183 108-135
S1 107-184 107-184 108-011 107-088
S2 106-311 106-311 107-284
S3 105-118 105-312 107-237
S4 103-246 104-119 107-096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-155 107-302 1-172 1.4% 0-224 0.6% 87% True False 1,774,175
10 110-048 107-302 2-065 2.0% 0-194 0.6% 61% False False 1,440,946
20 111-310 107-302 4-008 3.7% 0-183 0.5% 33% False False 747,152
40 111-310 107-302 4-008 3.7% 0-164 0.5% 33% False False 374,826
60 111-310 107-105 4-205 4.2% 0-116 0.3% 42% False False 249,885
80 111-310 106-240 5-070 4.8% 0-087 0.2% 49% False False 187,414
100 111-310 106-240 5-070 4.8% 0-070 0.2% 49% False False 149,931
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-151
2.618 111-104
1.618 110-199
1.000 110-060
0.618 109-294
HIGH 109-155
0.618 109-069
0.500 109-042
0.382 109-016
LOW 108-250
0.618 108-111
1.000 108-025
1.618 107-206
2.618 106-301
4.250 105-254
Fisher Pivots for day following 01-Jun-2023
Pivot 1 day 3 day
R1 109-076 109-031
PP 109-059 108-290
S1 109-042 108-229

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

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