ECBOT 30 Year Treasury Bond Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Mar-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Feb-2016 | 01-Mar-2016 | Change | Change % | Previous Week |  
                        | Open | 164-07 | 164-19 | 0-12 | 0.2% | 165-07 |  
                        | High | 164-29 | 165-10 | 0-13 | 0.2% | 167-15 |  
                        | Low | 164-05 | 162-04 | -2-01 | -1.2% | 163-14 |  
                        | Close | 164-17 | 162-11 | -2-06 | -1.3% | 164-09 |  
                        | Range | 0-24 | 3-06 | 2-14 | 325.0% | 4-01 |  
                        | ATR | 1-25 | 1-28 | 0-03 | 5.7% | 0-00 |  
                        | Volume | 266,774 | 304,576 | 37,802 | 14.2% | 1,070,985 |  | 
    
| 
        
            | Daily Pivots for day following 01-Mar-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 172-26 | 170-25 | 164-03 |  |  
                | R3 | 169-20 | 167-19 | 163-07 |  |  
                | R2 | 166-14 | 166-14 | 162-30 |  |  
                | R1 | 164-13 | 164-13 | 162-20 | 163-26 |  
                | PP | 163-08 | 163-08 | 163-08 | 162-31 |  
                | S1 | 161-07 | 161-07 | 162-02 | 160-20 |  
                | S2 | 160-02 | 160-02 | 161-24 |  |  
                | S3 | 156-28 | 158-01 | 161-15 |  |  
                | S4 | 153-22 | 154-27 | 160-19 |  |  | 
        
            | Weekly Pivots for week ending 26-Feb-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 177-05 | 174-24 | 166-16 |  |  
                | R3 | 173-04 | 170-23 | 165-12 |  |  
                | R2 | 169-03 | 169-03 | 165-01 |  |  
                | R1 | 166-22 | 166-22 | 164-21 | 165-28 |  
                | PP | 165-02 | 165-02 | 165-02 | 164-21 |  
                | S1 | 162-21 | 162-21 | 163-29 | 161-27 |  
                | S2 | 161-01 | 161-01 | 163-17 |  |  
                | S3 | 157-00 | 158-20 | 163-06 |  |  
                | S4 | 152-31 | 154-19 | 162-02 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 178-28 |  
            | 2.618 | 173-21 |  
            | 1.618 | 170-15 |  
            | 1.000 | 168-16 |  
            | 0.618 | 167-09 |  
            | HIGH | 165-10 |  
            | 0.618 | 164-03 |  
            | 0.500 | 163-23 |  
            | 0.382 | 163-11 |  
            | LOW | 162-04 |  
            | 0.618 | 160-05 |  
            | 1.000 | 158-30 |  
            | 1.618 | 156-31 |  
            | 2.618 | 153-25 |  
            | 4.250 | 148-18 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Mar-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 163-23 | 163-23 |  
                                | PP | 163-08 | 163-08 |  
                                | S1 | 162-26 | 162-26 |  |