ECBOT 30 Year Treasury Bond Future June 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jun-2017 | 15-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 155-13 | 157-00 | 1-19 | 1.0% | 156-09 |  
                        | High | 157-13 | 157-07 | -0-06 | -0.1% | 156-21 |  
                        | Low | 155-07 | 156-16 | 1-09 | 0.8% | 154-31 |  
                        | Close | 156-29 | 156-23 | -0-06 | -0.1% | 155-17 |  
                        | Range | 2-06 | 0-23 | -1-15 | -67.1% | 1-22 |  
                        | ATR | 1-01 | 1-00 | -0-01 | -2.2% | 0-00 |  
                        | Volume | 1,428 | 580 | -848 | -59.4% | 43,659 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 158-31 | 158-18 | 157-04 |  |  
                | R3 | 158-08 | 157-27 | 156-29 |  |  
                | R2 | 157-17 | 157-17 | 156-27 |  |  
                | R1 | 157-04 | 157-04 | 156-25 | 156-31 |  
                | PP | 156-26 | 156-26 | 156-26 | 156-24 |  
                | S1 | 156-13 | 156-13 | 156-21 | 156-08 |  
                | S2 | 156-03 | 156-03 | 156-19 |  |  
                | S3 | 155-12 | 155-22 | 156-17 |  |  
                | S4 | 154-21 | 154-31 | 156-10 |  |  | 
        
            | Weekly Pivots for week ending 09-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 160-25 | 159-27 | 156-15 |  |  
                | R3 | 159-03 | 158-05 | 156-00 |  |  
                | R2 | 157-13 | 157-13 | 155-27 |  |  
                | R1 | 156-15 | 156-15 | 155-22 | 156-03 |  
                | PP | 155-23 | 155-23 | 155-23 | 155-17 |  
                | S1 | 154-25 | 154-25 | 155-12 | 154-13 |  
                | S2 | 154-01 | 154-01 | 155-07 |  |  
                | S3 | 152-11 | 153-03 | 155-02 |  |  
                | S4 | 150-21 | 151-13 | 154-19 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 157-13 | 154-29 | 2-16 | 1.6% | 1-02 | 0.7% | 73% | False | False | 3,266 |  
                | 10 | 157-13 | 154-25 | 2-20 | 1.7% | 1-01 | 0.7% | 74% | False | False | 7,962 |  
                | 20 | 157-13 | 153-03 | 4-10 | 2.8% | 0-29 | 0.6% | 84% | False | False | 150,108 |  
                | 40 | 157-13 | 150-07 | 7-06 | 4.6% | 1-01 | 0.6% | 90% | False | False | 199,151 |  
                | 60 | 157-13 | 150-03 | 7-10 | 4.7% | 1-03 | 0.7% | 91% | False | False | 214,303 |  
                | 80 | 157-13 | 145-26 | 11-19 | 7.4% | 1-04 | 0.7% | 94% | False | False | 226,637 |  
                | 100 | 157-13 | 145-26 | 11-19 | 7.4% | 1-05 | 0.7% | 94% | False | False | 182,212 |  
                | 120 | 157-13 | 145-26 | 11-19 | 7.4% | 1-04 | 0.7% | 94% | False | False | 151,856 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 160-09 |  
            | 2.618 | 159-03 |  
            | 1.618 | 158-12 |  
            | 1.000 | 157-30 |  
            | 0.618 | 157-21 |  
            | HIGH | 157-07 |  
            | 0.618 | 156-30 |  
            | 0.500 | 156-28 |  
            | 0.382 | 156-25 |  
            | LOW | 156-16 |  
            | 0.618 | 156-02 |  
            | 1.000 | 155-25 |  
            | 1.618 | 155-11 |  
            | 2.618 | 154-20 |  
            | 4.250 | 153-14 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 156-28 | 156-17 |  
                                | PP | 156-26 | 156-11 |  
                                | S1 | 156-25 | 156-05 |  |