ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Aug-2016 | 18-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 169-23 | 170-18 | 0-27 | 0.5% | 169-26 |  
                        | High | 170-19 | 170-24 | 0-05 | 0.1% | 172-14 |  
                        | Low | 169-14 | 169-26 | 0-12 | 0.2% | 169-12 |  
                        | Close | 170-04 | 170-14 | 0-10 | 0.2% | 171-16 |  
                        | Range | 1-05 | 0-30 | -0-07 | -18.9% | 3-02 |  
                        | ATR | 1-20 | 1-18 | -0-02 | -3.0% | 0-00 |  
                        | Volume | 1,348 | 1,419 | 71 | 5.3% | 4,658 |  | 
    
| 
        
            | Daily Pivots for day following 18-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 173-05 | 172-23 | 170-30 |  |  
                | R3 | 172-07 | 171-25 | 170-22 |  |  
                | R2 | 171-09 | 171-09 | 170-20 |  |  
                | R1 | 170-27 | 170-27 | 170-17 | 170-19 |  
                | PP | 170-11 | 170-11 | 170-11 | 170-06 |  
                | S1 | 169-29 | 169-29 | 170-11 | 169-21 |  
                | S2 | 169-13 | 169-13 | 170-08 |  |  
                | S3 | 168-15 | 168-31 | 170-06 |  |  
                | S4 | 167-17 | 168-01 | 169-30 |  |  | 
        
            | Weekly Pivots for week ending 12-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 180-09 | 178-31 | 173-06 |  |  
                | R3 | 177-07 | 175-29 | 172-11 |  |  
                | R2 | 174-05 | 174-05 | 172-02 |  |  
                | R1 | 172-27 | 172-27 | 171-25 | 173-16 |  
                | PP | 171-03 | 171-03 | 171-03 | 171-14 |  
                | S1 | 169-25 | 169-25 | 171-07 | 170-14 |  
                | S2 | 168-01 | 168-01 | 170-30 |  |  
                | S3 | 164-31 | 166-23 | 170-21 |  |  
                | S4 | 161-29 | 163-21 | 169-26 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 172-14 | 169-14 | 3-00 | 1.8% | 1-14 | 0.8% | 33% | False | False | 1,424 |  
                | 10 | 172-14 | 169-12 | 3-02 | 1.8% | 1-15 | 0.9% | 35% | False | False | 1,079 |  
                | 20 | 173-07 | 169-09 | 3-30 | 2.3% | 1-19 | 0.9% | 29% | False | False | 676 |  
                | 40 | 175-19 | 164-18 | 11-01 | 6.5% | 1-17 | 0.9% | 53% | False | False | 368 |  
                | 60 | 175-19 | 160-31 | 14-20 | 8.6% | 1-02 | 0.6% | 65% | False | False | 246 |  
                | 80 | 175-19 | 159-18 | 16-01 | 9.4% | 0-26 | 0.5% | 68% | False | False | 184 |  
                | 100 | 175-19 | 158-20 | 16-31 | 10.0% | 0-21 | 0.4% | 70% | False | False | 147 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 174-24 |  
            | 2.618 | 173-07 |  
            | 1.618 | 172-09 |  
            | 1.000 | 171-22 |  
            | 0.618 | 171-11 |  
            | HIGH | 170-24 |  
            | 0.618 | 170-13 |  
            | 0.500 | 170-09 |  
            | 0.382 | 170-05 |  
            | LOW | 169-26 |  
            | 0.618 | 169-07 |  
            | 1.000 | 168-28 |  
            | 1.618 | 168-09 |  
            | 2.618 | 167-11 |  
            | 4.250 | 165-26 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 170-12 | 170-12 |  
                                | PP | 170-11 | 170-10 |  
                                | S1 | 170-09 | 170-08 |  |