ECBOT 5 Year T-Note Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-May-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-May-2015 | 18-May-2015 | Change | Change % | Previous Week |  
                        | Open | 119-150 | 119-200 | 0-050 | 0.1% | 119-110 |  
                        | High | 119-220 | 119-200 | -0-020 | -0.1% | 119-220 |  
                        | Low | 119-130 | 119-080 | -0-050 | -0.1% | 118-180 |  
                        | Close | 119-200 | 119-090 | -0-110 | -0.3% | 119-200 |  
                        | Range | 0-090 | 0-120 | 0-030 | 33.3% | 1-040 |  
                        | ATR | 0-094 | 0-095 | 0-002 | 2.0% | 0-000 |  
                        | Volume | 10,080 | 13,213 | 3,133 | 31.1% | 29,463 |  | 
    
| 
        
            | Daily Pivots for day following 18-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-163 | 120-087 | 119-156 |  |  
                | R3 | 120-043 | 119-287 | 119-123 |  |  
                | R2 | 119-243 | 119-243 | 119-112 |  |  
                | R1 | 119-167 | 119-167 | 119-101 | 119-145 |  
                | PP | 119-123 | 119-123 | 119-123 | 119-112 |  
                | S1 | 119-047 | 119-047 | 119-079 | 119-025 |  
                | S2 | 119-003 | 119-003 | 119-068 |  |  
                | S3 | 118-203 | 118-247 | 119-057 |  |  
                | S4 | 118-083 | 118-127 | 119-024 |  |  | 
        
            | Weekly Pivots for week ending 15-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 122-213 | 122-087 | 120-078 |  |  
                | R3 | 121-173 | 121-047 | 119-299 |  |  
                | R2 | 120-133 | 120-133 | 119-266 |  |  
                | R1 | 120-007 | 120-007 | 119-233 | 120-070 |  
                | PP | 119-093 | 119-093 | 119-093 | 119-125 |  
                | S1 | 118-287 | 118-287 | 119-167 | 119-030 |  
                | S2 | 118-053 | 118-053 | 119-134 |  |  
                | S3 | 117-013 | 117-247 | 119-101 |  |  
                | S4 | 115-293 | 116-207 | 119-002 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 121-070 |  
            | 2.618 | 120-194 |  
            | 1.618 | 120-074 |  
            | 1.000 | 120-000 |  
            | 0.618 | 119-274 |  
            | HIGH | 119-200 |  
            | 0.618 | 119-154 |  
            | 0.500 | 119-140 |  
            | 0.382 | 119-126 |  
            | LOW | 119-080 |  
            | 0.618 | 119-006 |  
            | 1.000 | 118-280 |  
            | 1.618 | 118-206 |  
            | 2.618 | 118-086 |  
            | 4.250 | 117-210 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-May-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 119-140 | 119-120 |  
                                | PP | 119-123 | 119-110 |  
                                | S1 | 119-107 | 119-100 |  |