ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 109-092 108-175 -0-238 -0.7% 108-058
High 109-095 108-275 -0-140 -0.4% 109-155
Low 108-178 108-085 -0-092 -0.3% 107-302
Close 108-200 108-215 0-015 0.0% 108-200
Range 0-238 0-190 -0-048 -20.0% 1-172
ATR 0-193 0-192 0-000 -0.1% 0-000
Volume 1,251,292 1,088,621 -162,671 -13.0% 5,798,968
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 110-122 110-038 109-000
R3 109-252 109-168 108-267
R2 109-062 109-062 108-250
R1 108-298 108-298 108-232 109-020
PP 108-192 108-192 108-192 108-212
S1 108-108 108-108 108-198 108-150
S2 108-002 108-002 108-180
S3 107-132 107-238 108-163
S4 106-262 107-048 108-110
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 113-097 112-161 109-151
R3 111-244 110-308 109-015
R2 110-072 110-072 108-290
R1 109-136 109-136 108-245 109-264
PP 108-219 108-219 108-219 108-283
S1 107-283 107-283 108-155 108-091
S2 107-047 107-047 108-110
S3 105-194 106-111 108-065
S4 104-022 104-258 107-249
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% 0-219 0.6% 47% False False 1,377,517
10 109-182 107-302 1-200 1.5% 0-197 0.6% 45% False False 1,605,300
20 111-158 107-302 3-175 3.3% 0-181 0.5% 20% False False 861,870
40 111-310 107-302 4-008 3.7% 0-173 0.5% 18% False False 433,324
60 111-310 107-302 4-008 3.7% 0-123 0.4% 18% False False 288,884
80 111-310 106-240 5-070 4.8% 0-092 0.3% 37% False False 216,663
100 111-310 106-240 5-070 4.8% 0-074 0.2% 37% False False 173,330
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 True
Bull Hook False
Stretch 0-050
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-122
2.618 110-132
1.618 109-262
1.000 109-145
0.618 109-072
HIGH 108-275
0.618 108-202
0.500 108-180
0.382 108-158
LOW 108-085
0.618 107-288
1.000 107-215
1.618 107-098
2.618 106-228
4.250 105-238
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 108-203 108-280
PP 108-192 108-258
S1 108-180 108-237

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

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