ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jul-2016 | 27-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 170-21 | 169-29 | -0-24 | -0.4% | 170-22 |  
                        | High | 171-07 | 172-03 | 0-28 | 0.5% | 171-02 |  
                        | Low | 169-25 | 169-18 | -0-07 | -0.1% | 168-19 |  
                        | Close | 170-13 | 171-24 | 1-11 | 0.8% | 170-06 |  
                        | Range | 1-14 | 2-17 | 1-03 | 76.1% | 2-15 |  
                        | ATR | 1-15 | 1-18 | 0-02 | 5.1% | 0-00 |  
                        | Volume | 62 | 82 | 20 | 32.3% | 573 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 178-23 | 177-25 | 173-05 |  |  
                | R3 | 176-06 | 175-08 | 172-14 |  |  
                | R2 | 173-21 | 173-21 | 172-07 |  |  
                | R1 | 172-23 | 172-23 | 171-31 | 173-06 |  
                | PP | 171-04 | 171-04 | 171-04 | 171-12 |  
                | S1 | 170-06 | 170-06 | 171-17 | 170-21 |  
                | S2 | 168-19 | 168-19 | 171-09 |  |  
                | S3 | 166-02 | 167-21 | 171-02 |  |  
                | S4 | 163-17 | 165-04 | 170-11 |  |  | 
        
            | Weekly Pivots for week ending 22-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 177-11 | 176-08 | 171-17 |  |  
                | R3 | 174-28 | 173-25 | 170-28 |  |  
                | R2 | 172-13 | 172-13 | 170-20 |  |  
                | R1 | 171-10 | 171-10 | 170-13 | 170-20 |  
                | PP | 169-30 | 169-30 | 169-30 | 169-20 |  
                | S1 | 168-27 | 168-27 | 169-31 | 168-05 |  
                | S2 | 167-15 | 167-15 | 169-24 |  |  
                | S3 | 165-00 | 166-12 | 169-16 |  |  
                | S4 | 162-17 | 163-29 | 168-27 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 172-03 | 168-19 | 3-16 | 2.0% | 1-19 | 0.9% | 90% | True | False | 84 |  
                | 10 | 173-20 | 168-19 | 5-01 | 2.9% | 1-19 | 0.9% | 63% | False | False | 96 |  
                | 20 | 175-19 | 168-19 | 7-00 | 4.1% | 1-18 | 0.9% | 45% | False | False | 73 |  
                | 40 | 175-19 | 162-09 | 13-10 | 7.8% | 0-30 | 0.6% | 71% | False | False | 38 |  
                | 60 | 175-19 | 159-29 | 15-22 | 9.1% | 0-21 | 0.4% | 75% | False | False | 25 |  
                | 80 | 175-19 | 158-20 | 16-31 | 9.9% | 0-15 | 0.3% | 77% | False | False | 19 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 182-27 |  
            | 2.618 | 178-23 |  
            | 1.618 | 176-06 |  
            | 1.000 | 174-20 |  
            | 0.618 | 173-21 |  
            | HIGH | 172-03 |  
            | 0.618 | 171-04 |  
            | 0.500 | 170-27 |  
            | 0.382 | 170-17 |  
            | LOW | 169-18 |  
            | 0.618 | 168-00 |  
            | 1.000 | 167-01 |  
            | 1.618 | 165-15 |  
            | 2.618 | 162-30 |  
            | 4.250 | 158-26 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 171-14 | 171-14 |  
                                | PP | 171-04 | 171-04 |  
                                | S1 | 170-27 | 170-27 |  |