ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Aug-2016 | 24-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 170-25 | 171-06 | 0-13 | 0.2% | 171-20 |  
                        | High | 171-18 | 171-12 | -0-06 | -0.1% | 171-28 |  
                        | Low | 170-06 | 170-14 | 0-08 | 0.1% | 168-31 |  
                        | Close | 171-00 | 170-26 | -0-06 | -0.1% | 169-20 |  
                        | Range | 1-12 | 0-30 | -0-14 | -31.8% | 2-29 |  
                        | ATR | 1-18 | 1-17 | -0-01 | -2.9% | 0-00 |  
                        | Volume | 46,110 | 64,155 | 18,045 | 39.1% | 8,170 |  | 
    
| 
        
            | Daily Pivots for day following 24-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 173-22 | 173-06 | 171-10 |  |  
                | R3 | 172-24 | 172-08 | 171-02 |  |  
                | R2 | 171-26 | 171-26 | 171-00 |  |  
                | R1 | 171-10 | 171-10 | 170-29 | 171-03 |  
                | PP | 170-28 | 170-28 | 170-28 | 170-24 |  
                | S1 | 170-12 | 170-12 | 170-23 | 170-05 |  
                | S2 | 169-30 | 169-30 | 170-20 |  |  
                | S3 | 169-00 | 169-14 | 170-18 |  |  
                | S4 | 168-02 | 168-16 | 170-10 |  |  | 
        
            | 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 | 171-18 | 168-31 | 2-19 | 1.5% | 1-10 | 0.8% | 71% | False | False | 24,478 |  
                | 10 | 172-14 | 168-31 | 3-15 | 2.0% | 1-15 | 0.9% | 53% | False | False | 12,906 |  
                | 20 | 173-07 | 168-31 | 4-08 | 2.5% | 1-18 | 0.9% | 43% | False | False | 6,709 |  
                | 40 | 175-19 | 168-19 | 7-00 | 4.1% | 1-18 | 0.9% | 32% | False | False | 3,391 |  
                | 60 | 175-19 | 162-09 | 13-10 | 7.8% | 1-05 | 0.7% | 64% | False | False | 2,262 |  
                | 80 | 175-19 | 159-29 | 15-22 | 9.2% | 0-28 | 0.5% | 70% | False | False | 1,696 |  
                | 100 | 175-19 | 158-20 | 16-31 | 9.9% | 0-22 | 0.4% | 72% | False | False | 1,357 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 175-12 |  
            | 2.618 | 173-27 |  
            | 1.618 | 172-29 |  
            | 1.000 | 172-10 |  
            | 0.618 | 171-31 |  
            | HIGH | 171-12 |  
            | 0.618 | 171-01 |  
            | 0.500 | 170-29 |  
            | 0.382 | 170-25 |  
            | LOW | 170-14 |  
            | 0.618 | 169-27 |  
            | 1.000 | 169-16 |  
            | 1.618 | 168-29 |  
            | 2.618 | 167-31 |  
            | 4.250 | 166-14 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 170-29 | 170-21 |  
                                | PP | 170-28 | 170-17 |  
                                | S1 | 170-27 | 170-12 |  |