ECBOT 5 Year T-Note Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-May-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-May-2015 | 20-May-2015 | Change | Change % | Previous Week |  
                        | Open | 119-100 | 118-310 | -0-110 | -0.3% | 119-110 |  
                        | High | 119-160 | 119-080 | -0-080 | -0.2% | 119-220 |  
                        | Low | 118-280 | 118-310 | 0-030 | 0.1% | 118-180 |  
                        | Close | 119-000 | 119-060 | 0-060 | 0.2% | 119-200 |  
                        | Range | 0-200 | 0-090 | -0-110 | -55.0% | 1-040 |  
                        | ATR | 0-103 | 0-102 | -0-001 | -0.9% | 0-000 |  
                        | Volume | 7,690 | 18,043 | 10,353 | 134.6% | 29,463 |  | 
    
| 
        
            | Daily Pivots for day following 20-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 119-313 | 119-277 | 119-110 |  |  
                | R3 | 119-223 | 119-187 | 119-085 |  |  
                | R2 | 119-133 | 119-133 | 119-076 |  |  
                | R1 | 119-097 | 119-097 | 119-068 | 119-115 |  
                | PP | 119-043 | 119-043 | 119-043 | 119-052 |  
                | S1 | 119-007 | 119-007 | 119-052 | 119-025 |  
                | S2 | 118-273 | 118-273 | 119-044 |  |  
                | S3 | 118-183 | 118-237 | 119-035 |  |  
                | S4 | 118-093 | 118-147 | 119-010 |  |  | 
        
            | 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 | 120-142 |  
            | 2.618 | 119-316 |  
            | 1.618 | 119-226 |  
            | 1.000 | 119-170 |  
            | 0.618 | 119-136 |  
            | HIGH | 119-080 |  
            | 0.618 | 119-046 |  
            | 0.500 | 119-035 |  
            | 0.382 | 119-024 |  
            | LOW | 118-310 |  
            | 0.618 | 118-254 |  
            | 1.000 | 118-220 |  
            | 1.618 | 118-164 |  
            | 2.618 | 118-074 |  
            | 4.250 | 117-248 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-May-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 119-052 | 119-080 |  
                                | PP | 119-043 | 119-073 |  
                                | S1 | 119-035 | 119-067 |  |