ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Jun-2016 | 24-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 164-18 | 169-18 | 5-00 | 3.0% | 166-25 |  
                        | High | 164-27 | 171-05 | 6-10 | 3.8% | 171-05 |  
                        | Low | 164-18 | 168-17 | 3-31 | 2.4% | 164-18 |  
                        | Close | 164-27 | 168-17 | 3-22 | 2.2% | 168-17 |  
                        | Range | 0-09 | 2-20 | 2-11 | 833.2% | 6-19 |  
                        | ATR | 0-25 | 1-06 | 0-13 | 50.6% | 0-00 |  
                        | Volume | 1 | 33 | 32 | 3,200.0% | 34 |  | 
    
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            | Daily Pivots for day following 24-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 177-09 | 175-17 | 169-31 |  |  
                | R3 | 174-21 | 172-29 | 169-08 |  |  
                | R2 | 172-01 | 172-01 | 169-00 |  |  
                | R1 | 170-09 | 170-09 | 168-25 | 169-27 |  
                | PP | 169-13 | 169-13 | 169-13 | 169-06 |  
                | S1 | 167-21 | 167-21 | 168-09 | 167-07 |  
                | S2 | 166-25 | 166-25 | 168-02 |  |  
                | S3 | 164-05 | 165-01 | 167-26 |  |  
                | S4 | 161-17 | 162-13 | 167-03 |  |  | 
        
            | Weekly Pivots for week ending 24-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 187-28 | 184-25 | 172-05 |  |  
                | R3 | 181-09 | 178-06 | 170-11 |  |  
                | R2 | 174-22 | 174-22 | 169-24 |  |  
                | R1 | 171-19 | 171-19 | 169-04 | 173-05 |  
                | PP | 168-03 | 168-03 | 168-03 | 168-27 |  
                | S1 | 165-00 | 165-00 | 167-30 | 166-18 |  
                | S2 | 161-16 | 161-16 | 167-10 |  |  
                | S3 | 154-29 | 158-13 | 166-23 |  |  
                | S4 | 148-10 | 151-26 | 164-29 |  |  | 
    
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        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 182-10 |  
            | 2.618 | 178-01 |  
            | 1.618 | 175-13 |  
            | 1.000 | 173-25 |  
            | 0.618 | 172-25 |  
            | HIGH | 171-05 |  
            | 0.618 | 170-05 |  
            | 0.500 | 169-27 |  
            | 0.382 | 169-17 |  
            | LOW | 168-17 |  
            | 0.618 | 166-29 |  
            | 1.000 | 165-29 |  
            | 1.618 | 164-09 |  
            | 2.618 | 161-21 |  
            | 4.250 | 157-12 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 169-27 | 168-10 |  
                                | PP | 169-13 | 168-03 |  
                                | S1 | 168-31 | 167-28 |  |