ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Aug-2016 | 03-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 171-13 | 170-14 | -0-31 | -0.6% | 169-31 |  
                        | High | 171-19 | 171-05 | -0-14 | -0.3% | 173-07 |  
                        | Low | 169-24 | 170-01 | 0-09 | 0.2% | 169-18 |  
                        | Close | 170-29 | 170-23 | -0-06 | -0.1% | 172-31 |  
                        | Range | 1-27 | 1-04 | -0-23 | -39.0% | 3-21 |  
                        | ATR | 1-22 | 1-21 | -0-01 | -2.4% | 0-00 |  
                        | Volume | 265 | 519 | 254 | 95.8% | 916 |  | 
    
| 
        
            | Daily Pivots for day following 03-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 174-00 | 173-16 | 171-11 |  |  
                | R3 | 172-28 | 172-12 | 171-01 |  |  
                | R2 | 171-24 | 171-24 | 170-30 |  |  
                | R1 | 171-08 | 171-08 | 170-26 | 171-16 |  
                | PP | 170-20 | 170-20 | 170-20 | 170-25 |  
                | S1 | 170-04 | 170-04 | 170-20 | 170-12 |  
                | S2 | 169-16 | 169-16 | 170-16 |  |  
                | S3 | 168-12 | 169-00 | 170-13 |  |  
                | S4 | 167-08 | 167-28 | 170-03 |  |  | 
        
            | 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 | 169-24 | 3-15 | 2.0% | 1-24 | 1.0% | 28% | False | False | 420 |  
                | 10 | 173-07 | 168-19 | 4-20 | 2.7% | 1-21 | 1.0% | 46% | False | False | 252 |  
                | 20 | 175-17 | 168-19 | 6-30 | 4.1% | 1-18 | 0.9% | 31% | False | False | 164 |  
                | 40 | 175-19 | 164-18 | 11-01 | 6.5% | 1-05 | 0.7% | 56% | False | False | 91 |  
                | 60 | 175-19 | 159-29 | 15-22 | 9.2% | 0-25 | 0.5% | 69% | False | False | 60 |  
                | 80 | 175-19 | 158-20 | 16-31 | 9.9% | 0-19 | 0.3% | 71% | False | False | 45 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 175-30 |  
            | 2.618 | 174-03 |  
            | 1.618 | 172-31 |  
            | 1.000 | 172-09 |  
            | 0.618 | 171-27 |  
            | HIGH | 171-05 |  
            | 0.618 | 170-23 |  
            | 0.500 | 170-19 |  
            | 0.382 | 170-15 |  
            | LOW | 170-01 |  
            | 0.618 | 169-11 |  
            | 1.000 | 168-29 |  
            | 1.618 | 168-07 |  
            | 2.618 | 167-03 |  
            | 4.250 | 165-08 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 170-22 | 171-13 |  
                                | PP | 170-20 | 171-06 |  
                                | S1 | 170-19 | 170-30 |  |