ECBOT 5 Year T-Note Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-May-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-May-2015 | 04-May-2015 | Change | Change % | Previous Week |  
                        | Open | 119-110 | 119-110 | 0-000 | 0.0% | 119-310 |  
                        | High | 119-110 | 119-140 | 0-030 | 0.1% | 120-040 |  
                        | Low | 119-080 | 119-080 | 0-000 | 0.0% | 119-080 |  
                        | Close | 119-080 | 119-100 | 0-020 | 0.1% | 119-080 |  
                        | Range | 0-030 | 0-060 | 0-030 | 100.0% | 0-280 |  
                        | ATR | 0-069 | 0-068 | -0-001 | -0.9% | 0-000 |  
                        | Volume | 1,197 | 1,221 | 24 | 2.0% | 4,515 |  | 
    
| 
        
            | Daily Pivots for day following 04-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-287 | 119-253 | 119-133 |  |  
                | R3 | 119-227 | 119-193 | 119-116 |  |  
                | R2 | 119-167 | 119-167 | 119-111 |  |  
                | R1 | 119-133 | 119-133 | 119-106 | 119-120 |  
                | PP | 119-107 | 119-107 | 119-107 | 119-100 |  
                | S1 | 119-073 | 119-073 | 119-094 | 119-060 |  
                | S2 | 119-047 | 119-047 | 119-089 |  |  
                | S3 | 118-307 | 119-013 | 119-084 |  |  
                | S4 | 118-247 | 118-273 | 119-067 |  |  | 
        
            | Weekly Pivots for week ending 01-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-053 | 121-187 | 119-234 |  |  
                | R3 | 121-093 | 120-227 | 119-157 |  |  
                | R2 | 120-133 | 120-133 | 119-131 |  |  
                | R1 | 119-267 | 119-267 | 119-106 | 119-220 |  
                | PP | 119-173 | 119-173 | 119-173 | 119-150 |  
                | S1 | 118-307 | 118-307 | 119-054 | 118-260 |  
                | S2 | 118-213 | 118-213 | 119-029 |  |  
                | S3 | 117-253 | 118-027 | 119-003 |  |  
                | S4 | 116-293 | 117-067 | 118-246 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 120-075 |  
            | 2.618 | 119-297 |  
            | 1.618 | 119-237 |  
            | 1.000 | 119-200 |  
            | 0.618 | 119-177 |  
            | HIGH | 119-140 |  
            | 0.618 | 119-117 |  
            | 0.500 | 119-110 |  
            | 0.382 | 119-103 |  
            | LOW | 119-080 |  
            | 0.618 | 119-043 |  
            | 1.000 | 119-020 |  
            | 1.618 | 118-303 |  
            | 2.618 | 118-243 |  
            | 4.250 | 118-145 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 04-May-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 119-110 | 119-150 |  
                                | PP | 119-107 | 119-133 |  
                                | S1 | 119-103 | 119-117 |  |