ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Aug-2016 | 25-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 171-06 | 170-22 | -0-16 | -0.3% | 171-20 |  
                        | High | 171-12 | 171-04 | -0-08 | -0.1% | 171-28 |  
                        | Low | 170-14 | 169-28 | -0-18 | -0.3% | 168-31 |  
                        | Close | 170-26 | 170-08 | -0-18 | -0.3% | 169-20 |  
                        | Range | 0-30 | 1-08 | 0-10 | 33.3% | 2-29 |  
                        | ATR | 1-17 | 1-16 | -0-01 | -1.3% | 0-00 |  
                        | Volume | 64,155 | 248,404 | 184,249 | 287.2% | 8,170 |  | 
    
| 
        
            | Daily Pivots for day following 25-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 174-05 | 173-15 | 170-30 |  |  
                | R3 | 172-29 | 172-07 | 170-19 |  |  
                | R2 | 171-21 | 171-21 | 170-15 |  |  
                | R1 | 170-31 | 170-31 | 170-12 | 170-22 |  
                | PP | 170-13 | 170-13 | 170-13 | 170-09 |  
                | S1 | 169-23 | 169-23 | 170-04 | 169-14 |  
                | S2 | 169-05 | 169-05 | 170-01 |  |  
                | S3 | 167-29 | 168-15 | 169-29 |  |  
                | S4 | 166-21 | 167-07 | 169-18 |  |  | 
        
            | 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% | 1-12 | 0.8% | 49% | False | False | 73,875 |  
                | 10 | 172-14 | 168-31 | 3-15 | 2.0% | 1-13 | 0.8% | 37% | False | False | 37,650 |  
                | 20 | 173-07 | 168-31 | 4-08 | 2.5% | 1-18 | 0.9% | 30% | False | False | 19,122 |  
                | 40 | 175-19 | 168-19 | 7-00 | 4.1% | 1-18 | 0.9% | 24% | False | False | 9,599 |  
                | 60 | 175-19 | 163-13 | 12-06 | 7.2% | 1-06 | 0.7% | 56% | False | False | 6,402 |  
                | 80 | 175-19 | 159-29 | 15-22 | 9.2% | 0-28 | 0.5% | 66% | False | False | 4,801 |  
                | 100 | 175-19 | 158-20 | 16-31 | 10.0% | 0-23 | 0.4% | 69% | False | False | 3,841 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 176-14 |  
            | 2.618 | 174-13 |  
            | 1.618 | 173-05 |  
            | 1.000 | 172-12 |  
            | 0.618 | 171-29 |  
            | HIGH | 171-04 |  
            | 0.618 | 170-21 |  
            | 0.500 | 170-16 |  
            | 0.382 | 170-11 |  
            | LOW | 169-28 |  
            | 0.618 | 169-03 |  
            | 1.000 | 168-20 |  
            | 1.618 | 167-27 |  
            | 2.618 | 166-19 |  
            | 4.250 | 164-18 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 170-16 | 170-23 |  
                                | PP | 170-13 | 170-18 |  
                                | S1 | 170-11 | 170-13 |  |