ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Nov-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Nov-2016 | 25-Nov-2016 | Change | Change % | Previous Week |  
                        | Open | 153-14 | 152-30 | -0-16 | -0.3% | 152-29 |  
                        | High | 153-22 | 153-12 | -0-10 | -0.2% | 154-09 |  
                        | Low | 151-19 | 151-31 | 0-12 | 0.2% | 151-19 |  
                        | Close | 152-29 | 152-26 | -0-03 | -0.1% | 152-26 |  
                        | Range | 2-03 | 1-13 | -0-22 | -32.8% | 2-22 |  
                        | ATR | 1-27 | 1-26 | -0-01 | -1.7% | 0-00 |  
                        | Volume | 500,917 | 224,969 | -275,948 | -55.1% | 1,393,235 |  | 
    
| 
        
            | Daily Pivots for day following 25-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 156-30 | 156-09 | 153-19 |  |  
                | R3 | 155-17 | 154-28 | 153-06 |  |  
                | R2 | 154-04 | 154-04 | 153-02 |  |  
                | R1 | 153-15 | 153-15 | 152-30 | 153-03 |  
                | PP | 152-23 | 152-23 | 152-23 | 152-17 |  
                | S1 | 152-02 | 152-02 | 152-22 | 151-22 |  
                | S2 | 151-10 | 151-10 | 152-18 |  |  
                | S3 | 149-29 | 150-21 | 152-14 |  |  
                | S4 | 148-16 | 149-08 | 152-01 |  |  | 
        
            | Weekly Pivots for week ending 25-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 160-31 | 159-18 | 154-09 |  |  
                | R3 | 158-09 | 156-28 | 153-18 |  |  
                | R2 | 155-19 | 155-19 | 153-10 |  |  
                | R1 | 154-06 | 154-06 | 153-02 | 153-18 |  
                | PP | 152-29 | 152-29 | 152-29 | 152-18 |  
                | S1 | 151-16 | 151-16 | 152-18 | 150-28 |  
                | S2 | 150-07 | 150-07 | 152-10 |  |  
                | S3 | 147-17 | 148-26 | 152-02 |  |  
                | S4 | 144-27 | 146-04 | 151-11 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 154-09 | 151-19 | 2-22 | 1.8% | 1-16 | 1.0% | 45% | False | False | 353,404 |  
                | 10 | 156-12 | 151-19 | 4-25 | 3.1% | 1-24 | 1.1% | 25% | False | False | 342,637 |  
                | 20 | 164-31 | 151-19 | 13-12 | 8.8% | 1-30 | 1.3% | 9% | False | False | 347,549 |  
                | 40 | 170-01 | 151-19 | 18-14 | 12.1% | 1-22 | 1.1% | 7% | False | False | 295,189 |  
                | 60 | 171-16 | 151-19 | 19-29 | 13.0% | 1-21 | 1.1% | 6% | False | False | 277,661 |  
                | 80 | 172-14 | 151-19 | 20-27 | 13.6% | 1-20 | 1.1% | 6% | False | False | 224,914 |  
                | 100 | 175-17 | 151-19 | 23-30 | 15.7% | 1-20 | 1.1% | 5% | False | False | 179,964 |  
                | 120 | 175-19 | 151-19 | 24-00 | 15.7% | 1-15 | 1.0% | 5% | False | False | 149,973 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 159-11 |  
            | 2.618 | 157-02 |  
            | 1.618 | 155-21 |  
            | 1.000 | 154-25 |  
            | 0.618 | 154-08 |  
            | HIGH | 153-12 |  
            | 0.618 | 152-27 |  
            | 0.500 | 152-22 |  
            | 0.382 | 152-16 |  
            | LOW | 151-31 |  
            | 0.618 | 151-03 |  
            | 1.000 | 150-18 |  
            | 1.618 | 149-22 |  
            | 2.618 | 148-09 |  
            | 4.250 | 146-00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Nov-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 152-25 | 152-30 |  
                                | PP | 152-23 | 152-29 |  
                                | S1 | 152-22 | 152-27 |  |