ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jul-2016 | 14-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 172-16 | 173-20 | 1-04 | 0.7% | 172-28 |  
                        | High | 173-22 | 173-20 | -0-02 | 0.0% | 175-19 |  
                        | Low | 172-16 | 171-02 | -1-14 | -0.8% | 172-14 |  
                        | Close | 173-16 | 171-17 | -1-31 | -1.1% | 175-15 |  
                        | Range | 1-06 | 2-18 | 1-12 | 115.8% | 3-05 |  
                        | ATR | 1-16 | 1-18 | 0-02 | 5.2% | 0-00 |  
                        | Volume | 49 | 102 | 53 | 108.2% | 178 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 179-24 | 178-07 | 172-30 |  |  
                | R3 | 177-06 | 175-21 | 172-08 |  |  
                | R2 | 174-20 | 174-20 | 172-00 |  |  
                | R1 | 173-03 | 173-03 | 171-25 | 172-19 |  
                | PP | 172-02 | 172-02 | 172-02 | 171-26 |  
                | S1 | 170-17 | 170-17 | 171-09 | 170-01 |  
                | S2 | 169-16 | 169-16 | 171-02 |  |  
                | S3 | 166-30 | 167-31 | 170-26 |  |  
                | S4 | 164-12 | 165-13 | 170-04 |  |  | 
        
            | Weekly Pivots for week ending 08-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 183-31 | 182-28 | 177-07 |  |  
                | R3 | 180-26 | 179-23 | 176-11 |  |  
                | R2 | 177-21 | 177-21 | 176-02 |  |  
                | R1 | 176-18 | 176-18 | 175-24 | 177-04 |  
                | PP | 174-16 | 174-16 | 174-16 | 174-25 |  
                | S1 | 173-13 | 173-13 | 175-06 | 173-31 |  
                | S2 | 171-11 | 171-11 | 174-28 |  |  
                | S3 | 168-06 | 170-08 | 174-19 |  |  
                | S4 | 165-01 | 167-03 | 173-23 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 175-17 | 171-02 | 4-15 | 2.6% | 1-21 | 1.0% | 10% | False | True | 63 |  
                | 10 | 175-19 | 170-14 | 5-05 | 3.0% | 1-20 | 0.9% | 21% | False | False | 54 |  
                | 20 | 175-19 | 164-18 | 11-01 | 6.4% | 1-04 | 0.6% | 63% | False | False | 34 |  
                | 40 | 175-19 | 159-29 | 15-22 | 9.1% | 0-20 | 0.4% | 74% | False | False | 17 |  
                | 60 | 175-19 | 158-20 | 16-31 | 9.9% | 0-13 | 0.2% | 76% | False | False | 11 |  
                | 80 | 175-19 | 158-20 | 16-31 | 9.9% | 0-10 | 0.2% | 76% | False | False | 8 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 184-16 |  
            | 2.618 | 180-11 |  
            | 1.618 | 177-25 |  
            | 1.000 | 176-06 |  
            | 0.618 | 175-07 |  
            | HIGH | 173-20 |  
            | 0.618 | 172-21 |  
            | 0.500 | 172-11 |  
            | 0.382 | 172-01 |  
            | LOW | 171-02 |  
            | 0.618 | 169-15 |  
            | 1.000 | 168-16 |  
            | 1.618 | 166-29 |  
            | 2.618 | 164-11 |  
            | 4.250 | 160-06 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 172-11 | 172-20 |  
                                | PP | 172-02 | 172-08 |  
                                | S1 | 171-26 | 171-29 |  |