ECBOT 5 Year T-Note Future June 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Apr-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Apr-2015 | 30-Apr-2015 | Change | Change % | Previous Week |  
                        | Open | 120-090 | 120-080 | -0-010 | 0.0% | 120-197 |  
                        | High | 120-137 | 120-102 | -0-035 | -0.1% | 120-235 |  
                        | Low | 119-302 | 119-262 | -0-040 | -0.1% | 120-060 |  
                        | Close | 120-075 | 120-042 | -0-033 | -0.1% | 120-205 |  
                        | Range | 0-155 | 0-160 | 0-005 | 3.2% | 0-175 |  
                        | ATR | 0-110 | 0-113 | 0-004 | 3.3% | 0-000 |  
                        | Volume | 956,845 | 1,002,381 | 45,536 | 4.8% | 2,509,662 |  | 
    
| 
        
            | Daily Pivots for day following 30-Apr-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 121-189 | 121-115 | 120-130 |  |  
                | R3 | 121-029 | 120-275 | 120-086 |  |  
                | R2 | 120-189 | 120-189 | 120-071 |  |  
                | R1 | 120-115 | 120-115 | 120-057 | 120-072 |  
                | PP | 120-029 | 120-029 | 120-029 | 120-007 |  
                | S1 | 119-275 | 119-275 | 120-027 | 119-232 |  
                | S2 | 119-189 | 119-189 | 120-013 |  |  
                | S3 | 119-029 | 119-115 | 119-318 |  |  
                | S4 | 118-189 | 118-275 | 119-274 |  |  | 
        
            | Weekly Pivots for week ending 24-Apr-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-052 | 121-303 | 120-301 |  |  
                | R3 | 121-197 | 121-128 | 120-253 |  |  
                | R2 | 121-022 | 121-022 | 120-237 |  |  
                | R1 | 120-273 | 120-273 | 120-221 | 120-308 |  
                | PP | 120-167 | 120-167 | 120-167 | 120-184 |  
                | S1 | 120-098 | 120-098 | 120-189 | 120-132 |  
                | S2 | 119-312 | 119-312 | 120-173 |  |  
                | S3 | 119-137 | 119-243 | 120-157 |  |  
                | S4 | 118-282 | 119-068 | 120-109 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 120-230 | 119-262 | 0-288 | 0.7% | 0-125 | 0.3% | 35% | False | True | 697,758 |  
                | 10 | 120-287 | 119-262 | 1-025 | 0.9% | 0-111 | 0.3% | 29% | False | True | 612,696 |  
                | 20 | 120-292 | 119-262 | 1-030 | 0.9% | 0-103 | 0.3% | 29% | False | True | 534,803 |  
                | 40 | 120-292 | 118-092 | 2-200 | 2.2% | 0-118 | 0.3% | 70% | False | False | 584,912 |  
                | 60 | 120-292 | 118-092 | 2-200 | 2.2% | 0-125 | 0.3% | 70% | False | False | 486,988 |  
                | 80 | 120-292 | 118-092 | 2-200 | 2.2% | 0-110 | 0.3% | 70% | False | False | 365,337 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 122-142 |  
            | 2.618 | 121-201 |  
            | 1.618 | 121-041 |  
            | 1.000 | 120-262 |  
            | 0.618 | 120-201 |  
            | HIGH | 120-102 |  
            | 0.618 | 120-041 |  
            | 0.500 | 120-022 |  
            | 0.382 | 120-003 |  
            | LOW | 119-262 |  
            | 0.618 | 119-163 |  
            | 1.000 | 119-102 |  
            | 1.618 | 119-003 |  
            | 2.618 | 118-163 |  
            | 4.250 | 117-222 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Apr-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 120-035 | 120-068 |  
                                | PP | 120-029 | 120-060 |  
                                | S1 | 120-022 | 120-051 |  |