ECBOT 30 Year Treasury Bond Future December 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Jul-2014 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Jul-2014 | 31-Jul-2014 | Change | Change % | Previous Week |  
                        | Open | 137-18 | 135-31 | -1-19 | -1.2% | 136-22 |  
                        | High | 137-19 | 136-05 | -1-14 | -1.0% | 137-12 |  
                        | Low | 135-28 | 134-31 | -0-29 | -0.7% | 136-07 |  
                        | Close | 136-01 | 135-31 | -0-02 | 0.0% | 137-06 |  
                        | Range | 1-23 | 1-06 | -0-17 | -30.9% | 1-05 |  
                        | ATR | 0-24 | 0-25 | 0-01 | 4.1% | 0-00 |  
                        | Volume | 639 | 811 | 172 | 26.9% | 2,003 |  | 
    
| 
        
            | Daily Pivots for day following 31-Jul-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 139-08 | 138-26 | 136-20 |  |  
                | R3 | 138-02 | 137-20 | 136-09 |  |  
                | R2 | 136-28 | 136-28 | 136-06 |  |  
                | R1 | 136-14 | 136-14 | 136-02 | 136-18 |  
                | PP | 135-22 | 135-22 | 135-22 | 135-24 |  
                | S1 | 135-08 | 135-08 | 135-28 | 135-12 |  
                | S2 | 134-16 | 134-16 | 135-24 |  |  
                | S3 | 133-10 | 134-02 | 135-21 |  |  
                | S4 | 132-04 | 132-28 | 135-10 |  |  | 
        
            | Weekly Pivots for week ending 25-Jul-2014 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 140-13 | 139-30 | 137-26 |  |  
                | R3 | 139-08 | 138-25 | 137-16 |  |  
                | R2 | 138-03 | 138-03 | 137-13 |  |  
                | R1 | 137-20 | 137-20 | 137-09 | 137-28 |  
                | PP | 136-30 | 136-30 | 136-30 | 137-01 |  
                | S1 | 136-15 | 136-15 | 137-03 | 136-22 |  
                | S2 | 135-25 | 135-25 | 136-31 |  |  
                | S3 | 134-20 | 135-10 | 136-28 |  |  
                | S4 | 133-15 | 134-05 | 136-18 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 141-06 |  
            | 2.618 | 139-08 |  
            | 1.618 | 138-02 |  
            | 1.000 | 137-11 |  
            | 0.618 | 136-28 |  
            | HIGH | 136-05 |  
            | 0.618 | 135-22 |  
            | 0.500 | 135-18 |  
            | 0.382 | 135-14 |  
            | LOW | 134-31 |  
            | 0.618 | 134-08 |  
            | 1.000 | 133-25 |  
            | 1.618 | 133-02 |  
            | 2.618 | 131-28 |  
            | 4.250 | 129-30 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Jul-2014 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 135-27 | 136-09 |  
                                | PP | 135-22 | 136-06 |  
                                | S1 | 135-18 | 136-02 |  |