ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Jul-2016 | 05-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 172-04 | 172-28 | 0-24 | 0.4% | 171-22 |  
                        | High | 173-16 | 174-27 | 1-11 | 0.8% | 173-16 |  
                        | Low | 172-04 | 172-14 | 0-10 | 0.2% | 170-14 |  
                        | Close | 172-05 | 174-24 | 2-19 | 1.5% | 172-05 |  
                        | Range | 1-12 | 2-13 | 1-01 | 75.0% | 3-02 |  
                        | ATR | 1-14 | 1-17 | 0-03 | 6.3% | 0-00 |  
                        | Volume | 55 | 112 | 57 | 103.6% | 175 |  | 
    
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            | Daily Pivots for day following 05-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 181-07 | 180-13 | 176-02 |  |  
                | R3 | 178-26 | 178-00 | 175-13 |  |  
                | R2 | 176-13 | 176-13 | 175-06 |  |  
                | R1 | 175-19 | 175-19 | 174-31 | 176-00 |  
                | PP | 174-00 | 174-00 | 174-00 | 174-07 |  
                | S1 | 173-06 | 173-06 | 174-17 | 173-19 |  
                | S2 | 171-19 | 171-19 | 174-10 |  |  
                | S3 | 169-06 | 170-25 | 174-03 |  |  
                | S4 | 166-25 | 168-12 | 173-14 |  |  | 
        
            | Weekly Pivots for week ending 01-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 181-07 | 179-24 | 173-27 |  |  
                | R3 | 178-05 | 176-22 | 173-00 |  |  
                | R2 | 175-03 | 175-03 | 172-23 |  |  
                | R1 | 173-20 | 173-20 | 172-14 | 174-12 |  
                | PP | 172-01 | 172-01 | 172-01 | 172-13 |  
                | S1 | 170-18 | 170-18 | 171-28 | 171-10 |  
                | S2 | 168-31 | 168-31 | 171-19 |  |  
                | S3 | 165-29 | 167-16 | 171-10 |  |  
                | S4 | 162-27 | 164-14 | 170-15 |  |  | 
    
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        | Fibonacci Retracements and Extensions |  
            | 4.250 | 185-02 |  
            | 2.618 | 181-05 |  
            | 1.618 | 178-24 |  
            | 1.000 | 177-08 |  
            | 0.618 | 176-11 |  
            | HIGH | 174-27 |  
            | 0.618 | 173-30 |  
            | 0.500 | 173-21 |  
            | 0.382 | 173-11 |  
            | LOW | 172-14 |  
            | 0.618 | 170-30 |  
            | 1.000 | 170-01 |  
            | 1.618 | 168-17 |  
            | 2.618 | 166-04 |  
            | 4.250 | 162-07 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 174-12 | 174-02 |  
                                | PP | 174-00 | 173-11 |  
                                | S1 | 173-21 | 172-21 |  |