ECBOT 30 Year Treasury Bond Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Feb-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Feb-2016 | 26-Feb-2016 | Change | Change % | Previous Week |  
                        | Open | 166-13 | 166-27 | 0-14 | 0.3% | 166-17 |  
                        | High | 167-31 | 165-20 | -2-11 | -1.4% | 168-25 |  
                        | Low | 166-05 | 165-20 | -0-17 | -0.3% | 164-25 |  
                        | Close | 167-11 | 165-20 | -1-23 | -1.0% | 165-20 |  
                        | Range | 1-26 | 0-00 | -1-26 | -100.0% | 4-00 |  
                        | ATR | 2-01 | 2-00 | -0-01 | -1.1% | 0-00 |  
                        | Volume | 504,471 | 274,906 | -229,565 | -45.5% | 1,982,819 |  | 
    
| 
        
            | Daily Pivots for day following 26-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 165-20 | 165-20 | 165-20 |  |  
                | R3 | 165-20 | 165-20 | 165-20 |  |  
                | R2 | 165-20 | 165-20 | 165-20 |  |  
                | R1 | 165-20 | 165-20 | 165-20 | 165-20 |  
                | PP | 165-20 | 165-20 | 165-20 | 165-20 |  
                | S1 | 165-20 | 165-20 | 165-20 | 165-20 |  
                | S2 | 165-20 | 165-20 | 165-20 |  |  
                | S3 | 165-20 | 165-20 | 165-20 |  |  
                | S4 | 165-20 | 165-20 | 165-20 |  |  | 
        
            | Weekly Pivots for week ending 26-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 178-13 | 176-00 | 167-26 |  |  
                | R3 | 174-13 | 172-00 | 166-23 |  |  
                | R2 | 170-13 | 170-13 | 166-11 |  |  
                | R1 | 168-00 | 168-00 | 166-00 | 167-06 |  
                | PP | 166-13 | 166-13 | 166-13 | 166-00 |  
                | S1 | 164-00 | 164-00 | 165-08 | 163-06 |  
                | S2 | 162-13 | 162-13 | 164-29 |  |  
                | S3 | 158-13 | 160-00 | 164-17 |  |  
                | S4 | 154-13 | 156-00 | 163-14 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 168-25 | 164-25 | 4-00 | 2.4% | 1-18 | 0.9% | 21% | False | False | 396,563 |  
                | 10 | 168-25 | 163-30 | 4-27 | 2.9% | 1-25 | 1.1% | 35% | False | False | 355,482 |  
                | 20 | 170-26 | 159-29 | 10-29 | 6.6% | 2-00 | 1.2% | 52% | False | False | 353,314 |  
                | 40 | 170-26 | 152-24 | 18-02 | 10.9% | 1-29 | 1.1% | 71% | False | False | 313,507 |  
                | 60 | 170-26 | 151-12 | 19-14 | 11.7% | 1-28 | 1.1% | 73% | False | False | 279,037 |  
                | 80 | 170-26 | 150-03 | 20-23 | 12.5% | 1-22 | 1.0% | 75% | False | False | 221,654 |  
                | 100 | 170-26 | 150-03 | 20-23 | 12.5% | 1-20 | 1.0% | 75% | False | False | 177,357 |  
                | 120 | 170-26 | 150-03 | 20-23 | 12.5% | 1-13 | 0.9% | 75% | False | False | 147,799 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 165-20 |  
            | 2.618 | 165-20 |  
            | 1.618 | 165-20 |  
            | 1.000 | 165-20 |  
            | 0.618 | 165-20 |  
            | HIGH | 165-20 |  
            | 0.618 | 165-20 |  
            | 0.500 | 165-20 |  
            | 0.382 | 165-20 |  
            | LOW | 165-20 |  
            | 0.618 | 165-20 |  
            | 1.000 | 165-20 |  
            | 1.618 | 165-20 |  
            | 2.618 | 165-20 |  
            | 4.250 | 165-20 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Feb-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 165-20 | 167-06 |  
                                | PP | 165-20 | 166-22 |  
                                | S1 | 165-20 | 166-05 |  |