ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jun-2016 | 29-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 172-04 | 172-04 | 0-00 | 0.0% | 166-25 |  
                        | High | 172-04 | 172-06 | 0-02 | 0.0% | 171-05 |  
                        | Low | 171-14 | 170-19 | -0-27 | -0.5% | 164-18 |  
                        | Close | 171-21 | 171-18 | -0-03 | -0.1% | 168-17 |  
                        | Range | 0-22 | 1-19 | 0-29 | 131.8% | 6-19 |  
                        | ATR | 1-09 | 1-10 | 0-01 | 1.7% | 0-00 |  
                        | Volume | 15 | 68 | 53 | 353.3% | 34 |  | 
    
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            | Daily Pivots for day following 29-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 176-07 | 175-16 | 172-14 |  |  
                | R3 | 174-20 | 173-29 | 172-00 |  |  
                | R2 | 173-01 | 173-01 | 171-27 |  |  
                | R1 | 172-10 | 172-10 | 171-23 | 171-28 |  
                | PP | 171-14 | 171-14 | 171-14 | 171-08 |  
                | S1 | 170-23 | 170-23 | 171-13 | 170-09 |  
                | S2 | 169-27 | 169-27 | 171-09 |  |  
                | S3 | 168-08 | 169-04 | 171-04 |  |  
                | S4 | 166-21 | 167-17 | 170-22 |  |  | 
        
            | 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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 178-31 |  
            | 2.618 | 176-12 |  
            | 1.618 | 174-25 |  
            | 1.000 | 173-25 |  
            | 0.618 | 173-06 |  
            | HIGH | 172-06 |  
            | 0.618 | 171-19 |  
            | 0.500 | 171-13 |  
            | 0.382 | 171-06 |  
            | LOW | 170-19 |  
            | 0.618 | 169-19 |  
            | 1.000 | 169-00 |  
            | 1.618 | 168-00 |  
            | 2.618 | 166-13 |  
            | 4.250 | 163-26 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 171-16 | 171-16 |  
                                | PP | 171-14 | 171-14 |  
                                | S1 | 171-13 | 171-13 |  |