ECBOT 30 Year Treasury Bond Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Dec-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Dec-2016 | 19-Dec-2016 | Change | Change % | Previous Week |  
                        | Open | 150-16 | 149-03 | -1-13 | -0.9% | 149-20 |  
                        | High | 150-19 | 150-15 | -0-04 | -0.1% | 151-17 |  
                        | Low | 148-26 | 149-03 | 0-09 | 0.2% | 148-18 |  
                        | Close | 149-01 | 150-10 | 1-09 | 0.9% | 149-01 |  
                        | Range | 1-25 | 1-12 | -0-13 | -22.8% | 2-31 |  
                        | ATR | 1-25 | 1-24 | -0-01 | -1.4% | 0-00 |  
                        | Volume | 281 | 339 | 58 | 20.6% | 9,843 |  | 
    
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            | Daily Pivots for day following 19-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 154-03 | 153-18 | 151-02 |  |  
                | R3 | 152-23 | 152-06 | 150-22 |  |  
                | R2 | 151-11 | 151-11 | 150-18 |  |  
                | R1 | 150-26 | 150-26 | 150-14 | 151-03 |  
                | PP | 149-31 | 149-31 | 149-31 | 150-03 |  
                | S1 | 149-14 | 149-14 | 150-06 | 149-23 |  
                | S2 | 148-19 | 148-19 | 150-02 |  |  
                | S3 | 147-07 | 148-02 | 149-30 |  |  
                | S4 | 145-27 | 146-22 | 149-18 |  |  | 
        
            | Weekly Pivots for week ending 16-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 158-20 | 156-25 | 150-21 |  |  
                | R3 | 155-21 | 153-26 | 149-27 |  |  
                | R2 | 152-22 | 152-22 | 149-18 |  |  
                | R1 | 150-27 | 150-27 | 149-10 | 150-09 |  
                | PP | 149-23 | 149-23 | 149-23 | 149-14 |  
                | S1 | 147-28 | 147-28 | 148-24 | 147-10 |  
                | S2 | 146-24 | 146-24 | 148-16 |  |  
                | S3 | 143-25 | 144-29 | 148-07 |  |  
                | S4 | 140-26 | 141-30 | 147-13 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 151-17 | 148-18 | 2-31 | 2.0% | 1-23 | 1.1% | 59% | False | False | 1,654 |  
                | 10 | 152-25 | 148-18 | 4-07 | 2.8% | 1-18 | 1.0% | 41% | False | False | 1,911 |  
                | 20 | 154-11 | 148-18 | 5-25 | 3.8% | 1-20 | 1.1% | 30% | False | False | 112,047 |  
                | 40 | 165-10 | 148-18 | 16-24 | 11.1% | 1-26 | 1.2% | 10% | False | False | 219,198 |  
                | 60 | 170-03 | 148-18 | 21-17 | 14.3% | 1-21 | 1.1% | 8% | False | False | 225,132 |  
                | 80 | 171-20 | 148-18 | 23-02 | 15.3% | 1-21 | 1.1% | 8% | False | False | 230,754 |  
                | 100 | 173-07 | 148-18 | 24-21 | 16.4% | 1-21 | 1.1% | 7% | False | False | 188,428 |  
                | 120 | 175-19 | 148-18 | 27-01 | 18.0% | 1-20 | 1.1% | 6% | False | False | 157,036 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 156-10 |  
            | 2.618 | 154-02 |  
            | 1.618 | 152-22 |  
            | 1.000 | 151-27 |  
            | 0.618 | 151-10 |  
            | HIGH | 150-15 |  
            | 0.618 | 149-30 |  
            | 0.500 | 149-25 |  
            | 0.382 | 149-20 |  
            | LOW | 149-03 |  
            | 0.618 | 148-08 |  
            | 1.000 | 147-23 |  
            | 1.618 | 146-28 |  
            | 2.618 | 145-16 |  
            | 4.250 | 143-08 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Dec-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 150-04 | 150-02 |  
                                | PP | 149-31 | 149-26 |  
                                | S1 | 149-25 | 149-19 |  |