ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Aug-2016 | 11-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 171-07 | 171-31 | 0-24 | 0.4% | 173-00 |  
                        | High | 172-06 | 172-00 | -0-06 | -0.1% | 173-02 |  
                        | Low | 171-04 | 170-05 | -0-31 | -0.6% | 169-24 |  
                        | Close | 172-00 | 170-10 | -1-22 | -1.0% | 170-03 |  
                        | Range | 1-02 | 1-27 | 0-25 | 73.5% | 3-10 |  
                        | ATR | 1-19 | 1-20 | 0-01 | 1.1% | 0-00 |  
                        | Volume | 985 | 970 | -15 | -1.5% | 2,179 |  | 
    
| 
        
            | Daily Pivots for day following 11-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 176-11 | 175-06 | 171-10 |  |  
                | R3 | 174-16 | 173-11 | 170-26 |  |  
                | R2 | 172-21 | 172-21 | 170-21 |  |  
                | R1 | 171-16 | 171-16 | 170-15 | 171-05 |  
                | PP | 170-26 | 170-26 | 170-26 | 170-21 |  
                | S1 | 169-21 | 169-21 | 170-05 | 169-10 |  
                | S2 | 168-31 | 168-31 | 169-31 |  |  
                | S3 | 167-04 | 167-26 | 169-26 |  |  
                | S4 | 165-09 | 165-31 | 169-10 |  |  | 
        
            | Weekly Pivots for week ending 05-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 180-29 | 178-26 | 171-29 |  |  
                | R3 | 177-19 | 175-16 | 171-00 |  |  
                | R2 | 174-09 | 174-09 | 170-22 |  |  
                | R1 | 172-06 | 172-06 | 170-13 | 171-19 |  
                | PP | 170-31 | 170-31 | 170-31 | 170-21 |  
                | S1 | 168-28 | 168-28 | 169-25 | 168-09 |  
                | S2 | 167-21 | 167-21 | 169-16 |  |  
                | S3 | 164-11 | 165-18 | 169-06 |  |  
                | S4 | 161-01 | 162-08 | 168-09 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 172-06 | 169-12 | 2-26 | 1.7% | 1-17 | 0.9% | 33% | False | False | 734 |  
                | 10 | 173-07 | 169-12 | 3-27 | 2.3% | 1-23 | 1.0% | 24% | False | False | 594 |  
                | 20 | 173-07 | 168-19 | 4-20 | 2.7% | 1-19 | 0.9% | 37% | False | False | 347 |  
                | 40 | 175-19 | 164-18 | 11-01 | 6.5% | 1-11 | 0.8% | 52% | False | False | 190 |  
                | 60 | 175-19 | 159-29 | 15-22 | 9.2% | 0-30 | 0.6% | 66% | False | False | 127 |  
                | 80 | 175-19 | 158-20 | 16-31 | 10.0% | 0-23 | 0.4% | 69% | False | False | 95 |  
                | 100 | 175-19 | 158-20 | 16-31 | 10.0% | 0-18 | 0.3% | 69% | False | False | 76 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 179-27 |  
            | 2.618 | 176-26 |  
            | 1.618 | 174-31 |  
            | 1.000 | 173-27 |  
            | 0.618 | 173-04 |  
            | HIGH | 172-00 |  
            | 0.618 | 171-09 |  
            | 0.500 | 171-03 |  
            | 0.382 | 170-28 |  
            | LOW | 170-05 |  
            | 0.618 | 169-01 |  
            | 1.000 | 168-10 |  
            | 1.618 | 167-06 |  
            | 2.618 | 165-11 |  
            | 4.250 | 162-10 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 171-03 | 171-01 |  
                                | PP | 170-26 | 170-25 |  
                                | S1 | 170-18 | 170-18 |  |