ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jun-2016 | 15-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 167-22 | 167-31 | 0-09 | 0.2% | 164-16 |  
                        | High | 167-22 | 167-31 | 0-09 | 0.2% | 167-03 |  
                        | Low | 167-22 | 167-31 | 0-09 | 0.2% | 164-16 |  
                        | Close | 167-22 | 167-31 | 0-09 | 0.2% | 167-03 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0-23 | 0-22 | -0-01 | -4.3% | 0-00 |  
                        | Volume |  |  |  |  |  |  | 
    
| 
        
            | Daily Pivots for day following 15-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 167-31 | 167-31 | 167-31 |  |  
                | R3 | 167-31 | 167-31 | 167-31 |  |  
                | R2 | 167-31 | 167-31 | 167-31 |  |  
                | R1 | 167-31 | 167-31 | 167-31 | 167-31 |  
                | PP | 167-31 | 167-31 | 167-31 | 167-31 |  
                | S1 | 167-31 | 167-31 | 167-31 | 167-31 |  
                | S2 | 167-31 | 167-31 | 167-31 |  |  
                | S3 | 167-31 | 167-31 | 167-31 |  |  
                | S4 | 167-31 | 167-31 | 167-31 |  |  | 
        
            | Weekly Pivots for week ending 10-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 174-00 | 173-05 | 168-17 |  |  
                | R3 | 171-13 | 170-18 | 167-26 |  |  
                | R2 | 168-26 | 168-26 | 167-18 |  |  
                | R1 | 167-31 | 167-31 | 167-11 | 168-13 |  
                | PP | 166-07 | 166-07 | 166-07 | 166-14 |  
                | S1 | 165-12 | 165-12 | 166-27 | 165-26 |  
                | S2 | 163-20 | 163-20 | 166-20 |  |  
                | S3 | 161-01 | 162-25 | 166-12 |  |  
                | S4 | 158-14 | 160-06 | 165-21 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 167-31 |  
            | 2.618 | 167-31 |  
            | 1.618 | 167-31 |  
            | 1.000 | 167-31 |  
            | 0.618 | 167-31 |  
            | HIGH | 167-31 |  
            | 0.618 | 167-31 |  
            | 0.500 | 167-31 |  
            | 0.382 | 167-31 |  
            | LOW | 167-31 |  
            | 0.618 | 167-31 |  
            | 1.000 | 167-31 |  
            | 1.618 | 167-31 |  
            | 2.618 | 167-31 |  
            | 4.250 | 167-31 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 167-31 | 167-29 |  
                                | PP | 167-31 | 167-26 |  
                                | S1 | 167-31 | 167-24 |  |