ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Aug-2016 | 30-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 168-29 | 170-19 | 1-22 | 1.0% | 169-16 |  
                        | High | 170-23 | 170-20 | -0-03 | -0.1% | 171-20 |  
                        | Low | 168-24 | 169-31 | 1-07 | 0.7% | 168-26 |  
                        | Close | 170-21 | 170-10 | -0-11 | -0.2% | 168-27 |  
                        | Range | 1-31 | 0-21 | -1-10 | -66.7% | 2-26 |  
                        | ATR | 1-20 | 1-18 | -0-02 | -4.1% | 0-00 |  
                        | Volume | 295,892 | 211,328 | -84,564 | -28.6% | 567,816 |  | 
    
| 
        
            | Daily Pivots for day following 30-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 172-09 | 171-30 | 170-22 |  |  
                | R3 | 171-20 | 171-09 | 170-16 |  |  
                | R2 | 170-31 | 170-31 | 170-14 |  |  
                | R1 | 170-20 | 170-20 | 170-12 | 170-15 |  
                | PP | 170-10 | 170-10 | 170-10 | 170-07 |  
                | S1 | 169-31 | 169-31 | 170-08 | 169-26 |  
                | S2 | 169-21 | 169-21 | 170-06 |  |  
                | S3 | 169-00 | 169-10 | 170-04 |  |  
                | S4 | 168-11 | 168-21 | 169-30 |  |  | 
        
            | Weekly Pivots for week ending 26-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 178-06 | 176-11 | 170-13 |  |  
                | R3 | 175-12 | 173-17 | 169-20 |  |  
                | R2 | 172-18 | 172-18 | 169-12 |  |  
                | R1 | 170-23 | 170-23 | 169-03 | 170-08 |  
                | PP | 169-24 | 169-24 | 169-24 | 169-17 |  
                | S1 | 167-29 | 167-29 | 168-19 | 167-14 |  
                | S2 | 166-30 | 166-30 | 168-11 |  |  
                | S3 | 164-04 | 165-03 | 168-02 |  |  
                | S4 | 161-10 | 162-09 | 167-10 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 171-20 | 168-24 | 2-28 | 1.7% | 1-17 | 0.9% | 54% | False | False | 204,147 |  
                | 10 | 171-20 | 168-24 | 2-28 | 1.7% | 1-14 | 0.8% | 54% | False | False | 108,032 |  
                | 20 | 172-14 | 168-24 | 3-22 | 2.2% | 1-16 | 0.9% | 42% | False | False | 54,459 |  
                | 40 | 175-19 | 168-19 | 7-00 | 4.1% | 1-18 | 0.9% | 25% | False | False | 27,299 |  
                | 60 | 175-19 | 164-18 | 11-01 | 6.5% | 1-08 | 0.7% | 52% | False | False | 18,205 |  
                | 80 | 175-19 | 159-29 | 15-22 | 9.2% | 0-31 | 0.6% | 66% | False | False | 13,653 |  
                | 100 | 175-19 | 158-20 | 16-31 | 10.0% | 0-24 | 0.4% | 69% | False | False | 10,923 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 173-13 |  
            | 2.618 | 172-11 |  
            | 1.618 | 171-22 |  
            | 1.000 | 171-09 |  
            | 0.618 | 171-01 |  
            | HIGH | 170-20 |  
            | 0.618 | 170-12 |  
            | 0.500 | 170-10 |  
            | 0.382 | 170-07 |  
            | LOW | 169-31 |  
            | 0.618 | 169-18 |  
            | 1.000 | 169-10 |  
            | 1.618 | 168-29 |  
            | 2.618 | 168-08 |  
            | 4.250 | 167-06 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 170-10 | 170-09 |  
                                | PP | 170-10 | 170-07 |  
                                | S1 | 170-10 | 170-06 |  |