ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jul-2016 | 29-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 172-05 | 172-05 | 0-00 | 0.0% | 169-31 |  
                        | High | 172-07 | 173-07 | 1-00 | 0.6% | 173-07 |  
                        | Low | 171-03 | 170-13 | -0-22 | -0.4% | 169-18 |  
                        | Close | 171-28 | 172-31 | 1-03 | 0.6% | 172-31 |  
                        | Range | 1-04 | 2-26 | 1-22 | 150.0% | 3-21 |  
                        | ATR | 1-17 | 1-20 | 0-03 | 6.1% | 0-00 |  
                        | Volume | 137 | 584 | 447 | 326.3% | 916 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 180-20 | 179-20 | 174-17 |  |  
                | R3 | 177-26 | 176-26 | 173-24 |  |  
                | R2 | 175-00 | 175-00 | 173-16 |  |  
                | R1 | 174-00 | 174-00 | 173-07 | 174-16 |  
                | PP | 172-06 | 172-06 | 172-06 | 172-15 |  
                | S1 | 171-06 | 171-06 | 172-23 | 171-22 |  
                | S2 | 169-12 | 169-12 | 172-15 |  |  
                | S3 | 166-18 | 168-12 | 172-06 |  |  
                | S4 | 163-24 | 165-18 | 171-14 |  |  | 
        
            | Weekly Pivots for week ending 29-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 182-28 | 181-19 | 174-31 |  |  
                | R3 | 179-07 | 177-30 | 173-31 |  |  
                | R2 | 175-18 | 175-18 | 173-20 |  |  
                | R1 | 174-09 | 174-09 | 173-10 | 174-30 |  
                | PP | 171-29 | 171-29 | 171-29 | 172-08 |  
                | S1 | 170-20 | 170-20 | 172-20 | 171-09 |  
                | S2 | 168-08 | 168-08 | 172-10 |  |  
                | S3 | 164-19 | 166-31 | 171-31 |  |  
                | S4 | 160-30 | 163-10 | 170-31 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 173-07 | 169-18 | 3-21 | 2.1% | 1-24 | 1.0% | 93% | True | False | 183 |  
                | 10 | 173-07 | 168-19 | 4-20 | 2.7% | 1-17 | 0.9% | 95% | True | False | 148 |  
                | 20 | 175-19 | 168-19 | 7-00 | 4.0% | 1-19 | 0.9% | 63% | False | False | 105 |  
                | 40 | 175-19 | 164-16 | 11-03 | 6.4% | 1-01 | 0.6% | 76% | False | False | 56 |  
                | 60 | 175-19 | 159-29 | 15-22 | 9.1% | 0-23 | 0.4% | 83% | False | False | 37 |  
                | 80 | 175-19 | 158-20 | 16-31 | 9.8% | 0-17 | 0.3% | 85% | False | False | 28 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 185-06 |  
            | 2.618 | 180-19 |  
            | 1.618 | 177-25 |  
            | 1.000 | 176-01 |  
            | 0.618 | 174-31 |  
            | HIGH | 173-07 |  
            | 0.618 | 172-05 |  
            | 0.500 | 171-26 |  
            | 0.382 | 171-15 |  
            | LOW | 170-13 |  
            | 0.618 | 168-21 |  
            | 1.000 | 167-19 |  
            | 1.618 | 165-27 |  
            | 2.618 | 163-01 |  
            | 4.250 | 158-15 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 172-19 | 172-14 |  
                                | PP | 172-06 | 171-29 |  
                                | S1 | 171-26 | 171-13 |  |