ECBOT 5 Year T-Note Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-May-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-May-2015 | 14-May-2015 | Change | Change % | Previous Week |  
                        | Open | 119-050 | 119-040 | -0-010 | 0.0% | 119-110 |  
                        | High | 119-130 | 119-130 | 0-000 | 0.0% | 119-170 |  
                        | Low | 119-010 | 119-020 | 0-010 | 0.0% | 118-270 |  
                        | Close | 119-030 | 119-120 | 0-090 | 0.2% | 119-110 |  
                        | Range | 0-120 | 0-110 | -0-010 | -8.3% | 0-220 |  
                        | ATR | 0-092 | 0-093 | 0-001 | 1.4% | 0-000 |  
                        | Volume | 4,324 | 6,920 | 2,596 | 60.0% | 10,728 |  | 
    
| 
        
            | Daily Pivots for day following 14-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-100 | 120-060 | 119-180 |  |  
                | R3 | 119-310 | 119-270 | 119-150 |  |  
                | R2 | 119-200 | 119-200 | 119-140 |  |  
                | R1 | 119-160 | 119-160 | 119-130 | 119-180 |  
                | PP | 119-090 | 119-090 | 119-090 | 119-100 |  
                | S1 | 119-050 | 119-050 | 119-110 | 119-070 |  
                | S2 | 118-300 | 118-300 | 119-100 |  |  
                | S3 | 118-190 | 118-260 | 119-090 |  |  
                | S4 | 118-080 | 118-150 | 119-060 |  |  | 
        
            | Weekly Pivots for week ending 08-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 121-097 | 121-003 | 119-231 |  |  
                | R3 | 120-197 | 120-103 | 119-170 |  |  
                | R2 | 119-297 | 119-297 | 119-150 |  |  
                | R1 | 119-203 | 119-203 | 119-130 | 119-220 |  
                | PP | 119-077 | 119-077 | 119-077 | 119-085 |  
                | S1 | 118-303 | 118-303 | 119-090 | 119-000 |  
                | S2 | 118-177 | 118-177 | 119-070 |  |  
                | S3 | 117-277 | 118-083 | 119-050 |  |  
                | S4 | 117-057 | 117-183 | 118-309 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 120-278 |  
            | 2.618 | 120-098 |  
            | 1.618 | 119-308 |  
            | 1.000 | 119-240 |  
            | 0.618 | 119-198 |  
            | HIGH | 119-130 |  
            | 0.618 | 119-088 |  
            | 0.500 | 119-075 |  
            | 0.382 | 119-062 |  
            | LOW | 119-020 |  
            | 0.618 | 118-272 |  
            | 1.000 | 118-230 |  
            | 1.618 | 118-162 |  
            | 2.618 | 118-052 |  
            | 4.250 | 117-192 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-May-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 119-105 | 119-078 |  
                                | PP | 119-090 | 119-037 |  
                                | S1 | 119-075 | 118-315 |  |