ECBOT 30 Year Treasury Bond Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Apr-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Apr-2016 | 
                    22-Apr-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        163-17 | 
                        162-27 | 
                        -0-22 | 
                        -0.4% | 
                        166-14 | 
                     
                    
                        | High | 
                        163-24 | 
                        163-03 | 
                        -0-21 | 
                        -0.4% | 
                        166-23 | 
                     
                    
                        | Low | 
                        162-05 | 
                        162-03 | 
                        -0-02 | 
                        0.0% | 
                        162-03 | 
                     
                    
                        | Close | 
                        162-22 | 
                        162-15 | 
                        -0-07 | 
                        -0.1% | 
                        162-15 | 
                     
                    
                        | Range | 
                        1-19 | 
                        1-00 | 
                        -0-19 | 
                        -37.3% | 
                        4-20 | 
                     
                    
                        | ATR | 
                        1-19 | 
                        1-18 | 
                        -0-01 | 
                        -2.7% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        287,597 | 
                        203,354 | 
                        -84,243 | 
                        -29.3% | 
                        1,184,782 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Apr-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                165-18 | 
                165-00 | 
                163-01 | 
                 | 
             
            
                | R3 | 
                164-18 | 
                164-00 | 
                162-24 | 
                 | 
             
            
                | R2 | 
                163-18 | 
                163-18 | 
                162-21 | 
                 | 
             
            
                | R1 | 
                163-00 | 
                163-00 | 
                162-18 | 
                162-25 | 
             
            
                | PP | 
                162-18 | 
                162-18 | 
                162-18 | 
                162-14 | 
             
            
                | S1 | 
                162-00 | 
                162-00 | 
                162-12 | 
                161-25 | 
             
            
                | S2 | 
                161-18 | 
                161-18 | 
                162-09 | 
                 | 
             
            
                | S3 | 
                160-18 | 
                161-00 | 
                162-06 | 
                 | 
             
            
                | S4 | 
                159-18 | 
                160-00 | 
                161-29 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Apr-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                177-20 | 
                174-22 | 
                165-00 | 
                 | 
             
            
                | R3 | 
                173-00 | 
                170-02 | 
                163-24 | 
                 | 
             
            
                | R2 | 
                168-12 | 
                168-12 | 
                163-10 | 
                 | 
             
            
                | R1 | 
                165-14 | 
                165-14 | 
                162-29 | 
                164-19 | 
             
            
                | PP | 
                163-24 | 
                163-24 | 
                163-24 | 
                163-11 | 
             
            
                | S1 | 
                160-26 | 
                160-26 | 
                162-01 | 
                159-31 | 
             
            
                | S2 | 
                159-04 | 
                159-04 | 
                161-20 | 
                 | 
             
            
                | S3 | 
                154-16 | 
                156-06 | 
                161-06 | 
                 | 
             
            
                | S4 | 
                149-28 | 
                151-18 | 
                159-30 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                166-23 | 
                162-03 | 
                4-20 | 
                2.8% | 
                1-21 | 
                1.0% | 
                8% | 
                False | 
                True | 
                236,956 | 
                 
                
                | 10 | 
                166-25 | 
                162-03 | 
                4-22 | 
                2.9% | 
                1-17 | 
                0.9% | 
                8% | 
                False | 
                True | 
                215,373 | 
                 
                
                | 20 | 
                167-06 | 
                162-03 | 
                5-03 | 
                3.1% | 
                1-16 | 
                0.9% | 
                7% | 
                False | 
                True | 
                204,308 | 
                 
                
                | 40 | 
                167-06 | 
                160-30 | 
                6-08 | 
                3.8% | 
                1-16 | 
                0.9% | 
                25% | 
                False | 
                False | 
                217,536 | 
                 
                
                | 60 | 
                169-12 | 
                158-00 | 
                11-12 | 
                7.0% | 
                1-21 | 
                1.0% | 
                39% | 
                False | 
                False | 
                159,992 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            167-11 | 
         
        
            | 
2.618             | 
            165-23 | 
         
        
            | 
1.618             | 
            164-23 | 
         
        
            | 
1.000             | 
            164-03 | 
         
        
            | 
0.618             | 
            163-23 | 
         
        
            | 
HIGH             | 
            163-03 | 
         
        
            | 
0.618             | 
            162-23 | 
         
        
            | 
0.500             | 
            162-19 | 
         
        
            | 
0.382             | 
            162-15 | 
         
        
            | 
LOW             | 
            162-03 | 
         
        
            | 
0.618             | 
            161-15 | 
         
        
            | 
1.000             | 
            161-03 | 
         
        
            | 
1.618             | 
            160-15 | 
         
        
            | 
2.618             | 
            159-15 | 
         
        
            | 
4.250             | 
            157-27 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Apr-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                162-19 | 
                                164-00 | 
                             
                            
                                | PP | 
                                162-18 | 
                                163-16 | 
                             
                            
                                | S1 | 
                                162-16 | 
                                162-31 | 
                             
             
         |