ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jul-2016 | 28-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 169-29 | 172-05 | 2-08 | 1.3% | 170-22 |  
                        | High | 172-03 | 172-07 | 0-04 | 0.1% | 171-02 |  
                        | Low | 169-18 | 171-03 | 1-17 | 0.9% | 168-19 |  
                        | Close | 171-24 | 171-28 | 0-04 | 0.1% | 170-06 |  
                        | Range | 2-17 | 1-04 | -1-13 | -55.6% | 2-15 |  
                        | ATR | 1-18 | 1-17 | -0-01 | -2.0% | 0-00 |  
                        | Volume | 82 | 137 | 55 | 67.1% | 573 |  | 
    
| 
        
            | Daily Pivots for day following 28-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 175-03 | 174-20 | 172-16 |  |  
                | R3 | 173-31 | 173-16 | 172-06 |  |  
                | R2 | 172-27 | 172-27 | 172-03 |  |  
                | R1 | 172-12 | 172-12 | 171-31 | 172-02 |  
                | PP | 171-23 | 171-23 | 171-23 | 171-18 |  
                | S1 | 171-08 | 171-08 | 171-25 | 170-30 |  
                | S2 | 170-19 | 170-19 | 171-21 |  |  
                | S3 | 169-15 | 170-04 | 171-18 |  |  
                | S4 | 168-11 | 169-00 | 171-08 |  |  | 
        
            | 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 | 172-07 | 169-09 | 2-30 | 1.7% | 1-15 | 0.9% | 88% | True | False | 93 |  
                | 10 | 172-07 | 168-19 | 3-20 | 2.1% | 1-14 | 0.8% | 91% | True | False | 99 |  
                | 20 | 175-19 | 168-19 | 7-00 | 4.1% | 1-17 | 0.9% | 47% | False | False | 76 |  
                | 40 | 175-19 | 163-13 | 12-06 | 7.1% | 0-31 | 0.6% | 69% | False | False | 42 |  
                | 60 | 175-19 | 159-29 | 15-22 | 9.1% | 0-21 | 0.4% | 76% | False | False | 28 |  
                | 80 | 175-19 | 158-20 | 16-31 | 9.9% | 0-16 | 0.3% | 78% | False | False | 21 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 177-00 |  
            | 2.618 | 175-05 |  
            | 1.618 | 174-01 |  
            | 1.000 | 173-11 |  
            | 0.618 | 172-29 |  
            | HIGH | 172-07 |  
            | 0.618 | 171-25 |  
            | 0.500 | 171-21 |  
            | 0.382 | 171-17 |  
            | LOW | 171-03 |  
            | 0.618 | 170-13 |  
            | 1.000 | 169-31 |  
            | 1.618 | 169-09 |  
            | 2.618 | 168-05 |  
            | 4.250 | 166-10 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 171-26 | 171-18 |  
                                | PP | 171-23 | 171-07 |  
                                | S1 | 171-21 | 170-29 |  |