ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 07-Jun-2023
Day Change Summary
Previous Current
06-Jun-2023 07-Jun-2023 Change Change % Previous Week
Open 108-235 108-235 0-000 0.0% 108-058
High 108-288 108-242 -0-045 -0.1% 109-155
Low 108-140 108-025 -0-115 -0.3% 107-302
Close 108-172 108-085 -0-088 -0.3% 108-200
Range 0-148 0-218 0-070 47.5% 1-172
ATR 0-189 0-191 0-002 1.1% 0-000
Volume 831,479 1,182,436 350,957 42.2% 5,798,968
Daily Pivots for day following 07-Jun-2023
Classic Woodie Camarilla DeMark
R4 110-130 110-005 108-205
R3 109-232 109-108 108-145
R2 109-015 109-015 108-125
R1 108-210 108-210 108-105 108-164
PP 108-118 108-118 108-118 108-094
S1 107-312 107-312 108-065 107-266
S2 107-220 107-220 108-045
S3 107-002 107-095 108-025
S4 106-105 106-198 107-285
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
5 109-155 108-025 1-130 1.3% 0-204 0.6% 13% False True 1,114,681
10 109-155 107-302 1-172 1.4% 0-206 0.6% 21% False False 1,602,194
20 111-158 107-302 3-175 3.3% 0-187 0.5% 9% False False 959,720
40 111-310 107-302 4-008 3.7% 0-177 0.5% 8% False False 483,672
60 111-310 107-302 4-008 3.7% 0-129 0.4% 8% False False 322,449
80 111-310 106-240 5-070 4.8% 0-097 0.3% 29% False False 241,837
100 111-310 106-240 5-070 4.8% 0-078 0.2% 29% False False 193,469
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 3 trading days
Fibonacci Retracements and Extensions
4.250 111-207
2.618 110-172
1.618 109-274
1.000 109-140
0.618 109-057
HIGH 108-242
0.618 108-159
0.500 108-134
0.382 108-108
LOW 108-025
0.618 107-211
1.000 107-128
1.618 106-313
2.618 106-096
4.250 105-061
Fisher Pivots for day following 07-Jun-2023
Pivot 1 day 3 day
R1 108-134 108-156
PP 108-118 108-132
S1 108-101 108-109

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

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