ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Aug-2016 | 19-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 170-18 | 170-08 | -0-10 | -0.2% | 171-20 |  
                        | High | 170-24 | 170-17 | -0-07 | -0.1% | 171-28 |  
                        | Low | 169-26 | 168-31 | -0-27 | -0.5% | 168-31 |  
                        | Close | 170-14 | 169-20 | -0-26 | -0.5% | 169-20 |  
                        | Range | 0-30 | 1-18 | 0-20 | 66.7% | 2-29 |  
                        | ATR | 1-18 | 1-18 | 0-00 | 0.0% | 0-00 |  
                        | Volume | 1,419 | 2,519 | 1,100 | 77.5% | 8,170 |  | 
    
| 
        
            | Daily Pivots for day following 19-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 174-13 | 173-18 | 170-16 |  |  
                | R3 | 172-27 | 172-00 | 170-02 |  |  
                | R2 | 171-09 | 171-09 | 169-29 |  |  
                | R1 | 170-14 | 170-14 | 169-25 | 170-03 |  
                | PP | 169-23 | 169-23 | 169-23 | 169-17 |  
                | S1 | 168-28 | 168-28 | 169-15 | 168-17 |  
                | S2 | 168-05 | 168-05 | 169-11 |  |  
                | S3 | 166-19 | 167-10 | 169-06 |  |  
                | S4 | 165-01 | 165-24 | 168-24 |  |  | 
        
            | Weekly Pivots for week ending 19-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 178-28 | 177-05 | 171-07 |  |  
                | R3 | 175-31 | 174-08 | 170-14 |  |  
                | R2 | 173-02 | 173-02 | 170-05 |  |  
                | R1 | 171-11 | 171-11 | 169-29 | 170-24 |  
                | PP | 170-05 | 170-05 | 170-05 | 169-28 |  
                | S1 | 168-14 | 168-14 | 169-11 | 167-27 |  
                | S2 | 167-08 | 167-08 | 169-03 |  |  
                | S3 | 164-11 | 165-17 | 168-26 |  |  
                | S4 | 161-14 | 162-20 | 168-01 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 171-28 | 168-31 | 2-29 | 1.7% | 1-12 | 0.8% | 23% | False | True | 1,634 |  
                | 10 | 172-14 | 168-31 | 3-15 | 2.0% | 1-13 | 0.8% | 19% | False | True | 1,282 |  
                | 20 | 173-07 | 168-31 | 4-08 | 2.5% | 1-19 | 0.9% | 15% | False | True | 796 |  
                | 40 | 175-19 | 168-17 | 7-02 | 4.2% | 1-18 | 0.9% | 15% | False | False | 431 |  
                | 60 | 175-19 | 161-22 | 13-29 | 8.2% | 1-03 | 0.6% | 57% | False | False | 287 |  
                | 80 | 175-19 | 159-18 | 16-01 | 9.5% | 0-26 | 0.5% | 63% | False | False | 216 |  
                | 100 | 175-19 | 158-20 | 16-31 | 10.0% | 0-21 | 0.4% | 65% | False | False | 172 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 177-06 |  
            | 2.618 | 174-20 |  
            | 1.618 | 173-02 |  
            | 1.000 | 172-03 |  
            | 0.618 | 171-16 |  
            | HIGH | 170-17 |  
            | 0.618 | 169-30 |  
            | 0.500 | 169-24 |  
            | 0.382 | 169-18 |  
            | LOW | 168-31 |  
            | 0.618 | 168-00 |  
            | 1.000 | 167-13 |  
            | 1.618 | 166-14 |  
            | 2.618 | 164-28 |  
            | 4.250 | 162-11 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 169-24 | 169-28 |  
                                | PP | 169-23 | 169-25 |  
                                | S1 | 169-21 | 169-23 |  |