ECBOT 5 Year T-Note Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-May-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-May-2015 | 21-May-2015 | Change | Change % | Previous Week |  
                        | Open | 118-310 | 119-070 | 0-080 | 0.2% | 119-110 |  
                        | High | 119-080 | 119-140 | 0-060 | 0.2% | 119-220 |  
                        | Low | 118-310 | 119-050 | 0-060 | 0.2% | 118-180 |  
                        | Close | 119-060 | 119-140 | 0-080 | 0.2% | 119-200 |  
                        | Range | 0-090 | 0-090 | 0-000 | 0.0% | 1-040 |  
                        | ATR | 0-102 | 0-101 | -0-001 | -0.8% | 0-000 |  
                        | Volume | 18,043 | 114,739 | 96,696 | 535.9% | 29,463 |  | 
    
| 
        
            | Daily Pivots for day following 21-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-060 | 120-030 | 119-190 |  |  
                | R3 | 119-290 | 119-260 | 119-165 |  |  
                | R2 | 119-200 | 119-200 | 119-156 |  |  
                | R1 | 119-170 | 119-170 | 119-148 | 119-185 |  
                | PP | 119-110 | 119-110 | 119-110 | 119-118 |  
                | S1 | 119-080 | 119-080 | 119-132 | 119-095 |  
                | S2 | 119-020 | 119-020 | 119-124 |  |  
                | S3 | 118-250 | 118-310 | 119-115 |  |  
                | S4 | 118-160 | 118-220 | 119-090 |  |  | 
        
            | 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 | 120-202 |  
            | 2.618 | 120-056 |  
            | 1.618 | 119-286 |  
            | 1.000 | 119-230 |  
            | 0.618 | 119-196 |  
            | HIGH | 119-140 |  
            | 0.618 | 119-106 |  
            | 0.500 | 119-095 |  
            | 0.382 | 119-084 |  
            | LOW | 119-050 |  
            | 0.618 | 118-314 |  
            | 1.000 | 118-280 |  
            | 1.618 | 118-224 |  
            | 2.618 | 118-134 |  
            | 4.250 | 117-308 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-May-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 119-125 | 119-113 |  
                                | PP | 119-110 | 119-087 |  
                                | S1 | 119-095 | 119-060 |  |