ECBOT 30 Year Treasury Bond Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jul-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Jul-2015 | 23-Jul-2015 | Change | Change % | Previous Week |  
                        | Open | 151-04 | 151-22 | 0-18 | 0.4% | 148-14 |  
                        | High | 152-00 | 153-07 | 1-07 | 0.8% | 150-27 |  
                        | Low | 151-02 | 151-22 | 0-20 | 0.4% | 147-13 |  
                        | Close | 151-24 | 153-01 | 1-09 | 0.8% | 150-21 |  
                        | Range | 0-30 | 1-17 | 0-19 | 63.3% | 3-14 |  
                        | ATR | 1-16 | 1-16 | 0-00 | 0.2% | 0-00 |  
                        | Volume | 83 | 34 | -49 | -59.0% | 335 |  | 
    
| 
        
            | Daily Pivots for day following 23-Jul-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 157-08 | 156-21 | 153-28 |  |  
                | R3 | 155-23 | 155-04 | 153-14 |  |  
                | R2 | 154-06 | 154-06 | 153-10 |  |  
                | R1 | 153-19 | 153-19 | 153-05 | 153-28 |  
                | PP | 152-21 | 152-21 | 152-21 | 152-25 |  
                | S1 | 152-02 | 152-02 | 152-29 | 152-12 |  
                | S2 | 151-04 | 151-04 | 152-24 |  |  
                | S3 | 149-19 | 150-17 | 152-20 |  |  
                | S4 | 148-02 | 149-00 | 152-06 |  |  | 
        
            | Weekly Pivots for week ending 17-Jul-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 159-30 | 158-24 | 152-18 |  |  
                | R3 | 156-16 | 155-10 | 151-19 |  |  
                | R2 | 153-02 | 153-02 | 151-09 |  |  
                | R1 | 151-28 | 151-28 | 150-31 | 152-15 |  
                | PP | 149-20 | 149-20 | 149-20 | 149-30 |  
                | S1 | 148-14 | 148-14 | 150-11 | 149-01 |  
                | S2 | 146-06 | 146-06 | 150-01 |  |  
                | S3 | 142-24 | 145-00 | 149-23 |  |  
                | S4 | 139-10 | 141-18 | 148-24 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 159-23 |  
            | 2.618 | 157-07 |  
            | 1.618 | 155-22 |  
            | 1.000 | 154-24 |  
            | 0.618 | 154-05 |  
            | HIGH | 153-07 |  
            | 0.618 | 152-20 |  
            | 0.500 | 152-14 |  
            | 0.382 | 152-09 |  
            | LOW | 151-22 |  
            | 0.618 | 150-24 |  
            | 1.000 | 150-05 |  
            | 1.618 | 149-07 |  
            | 2.618 | 147-22 |  
            | 4.250 | 145-06 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Jul-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 152-27 | 152-16 |  
                                | PP | 152-21 | 151-31 |  
                                | S1 | 152-14 | 151-14 |  |