ECBOT 5 Year T-Note Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-May-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-May-2015 | 28-May-2015 | Change | Change % | Previous Week |  
                        | Open | 119-122 | 119-115 | -0-007 | 0.0% | 119-200 |  
                        | High | 119-127 | 119-177 | 0-050 | 0.1% | 119-200 |  
                        | Low | 119-052 | 119-102 | 0-050 | 0.1% | 118-280 |  
                        | Close | 119-112 | 119-167 | 0-055 | 0.1% | 119-022 |  
                        | Range | 0-075 | 0-075 | 0-000 | 0.0% | 0-240 |  
                        | ATR | 0-105 | 0-103 | -0-002 | -2.1% | 0-000 |  
                        | Volume | 1,453,367 | 897,312 | -556,055 | -38.3% | 362,906 |  | 
    
| 
        
            | Daily Pivots for day following 28-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-054 | 120-025 | 119-208 |  |  
                | R3 | 119-299 | 119-270 | 119-188 |  |  
                | R2 | 119-224 | 119-224 | 119-181 |  |  
                | R1 | 119-195 | 119-195 | 119-174 | 119-210 |  
                | PP | 119-149 | 119-149 | 119-149 | 119-156 |  
                | S1 | 119-120 | 119-120 | 119-160 | 119-134 |  
                | S2 | 119-074 | 119-074 | 119-153 |  |  
                | S3 | 118-319 | 119-045 | 119-146 |  |  
                | S4 | 118-244 | 118-290 | 119-126 |  |  | 
        
            | Weekly Pivots for week ending 22-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 121-141 | 121-001 | 119-154 |  |  
                | R3 | 120-221 | 120-081 | 119-088 |  |  
                | R2 | 119-301 | 119-301 | 119-066 |  |  
                | R1 | 119-161 | 119-161 | 119-044 | 119-111 |  
                | PP | 119-061 | 119-061 | 119-061 | 119-036 |  
                | S1 | 118-241 | 118-241 | 119-000 | 118-191 |  
                | S2 | 118-141 | 118-141 | 118-298 |  |  
                | S3 | 117-221 | 118-001 | 118-276 |  |  
                | S4 | 116-301 | 117-081 | 118-210 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 120-176 |  
            | 2.618 | 120-053 |  
            | 1.618 | 119-298 |  
            | 1.000 | 119-252 |  
            | 0.618 | 119-223 |  
            | HIGH | 119-177 |  
            | 0.618 | 119-148 |  
            | 0.500 | 119-140 |  
            | 0.382 | 119-131 |  
            | LOW | 119-102 |  
            | 0.618 | 119-056 |  
            | 1.000 | 119-027 |  
            | 1.618 | 118-301 |  
            | 2.618 | 118-226 |  
            | 4.250 | 118-103 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-May-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 119-158 | 119-141 |  
                                | PP | 119-149 | 119-115 |  
                                | S1 | 119-140 | 119-090 |  |