ECBOT 5 Year T-Note Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-May-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-May-2015 | 29-May-2015 | Change | Change % | Previous Week |  
                        | Open | 119-115 | 119-157 | 0-042 | 0.1% | 119-052 |  
                        | High | 119-177 | 119-235 | 0-058 | 0.2% | 119-235 |  
                        | Low | 119-102 | 119-142 | 0-040 | 0.1% | 119-002 |  
                        | Close | 119-167 | 119-232 | 0-065 | 0.2% | 119-232 |  
                        | Range | 0-075 | 0-093 | 0-018 | 24.0% | 0-233 |  
                        | ATR | 0-103 | 0-102 | -0-001 | -0.7% | 0-000 |  
                        | Volume | 897,312 | 745,775 | -151,537 | -16.9% | 4,267,891 |  | 
    
| 
        
            | Daily Pivots for day following 29-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-162 | 120-130 | 119-283 |  |  
                | R3 | 120-069 | 120-037 | 119-258 |  |  
                | R2 | 119-296 | 119-296 | 119-249 |  |  
                | R1 | 119-264 | 119-264 | 119-241 | 119-280 |  
                | PP | 119-203 | 119-203 | 119-203 | 119-211 |  
                | S1 | 119-171 | 119-171 | 119-223 | 119-187 |  
                | S2 | 119-110 | 119-110 | 119-215 |  |  
                | S3 | 119-017 | 119-078 | 119-206 |  |  
                | S4 | 118-244 | 118-305 | 119-181 |  |  | 
        
            | Weekly Pivots for week ending 29-May-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 121-215 | 121-137 | 120-040 |  |  
                | R3 | 120-302 | 120-224 | 119-296 |  |  
                | R2 | 120-069 | 120-069 | 119-275 |  |  
                | R1 | 119-311 | 119-311 | 119-253 | 120-030 |  
                | PP | 119-156 | 119-156 | 119-156 | 119-176 |  
                | S1 | 119-078 | 119-078 | 119-211 | 119-117 |  
                | S2 | 118-243 | 118-243 | 119-189 |  |  
                | S3 | 118-010 | 118-165 | 119-168 |  |  
                | S4 | 117-097 | 117-252 | 119-104 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 120-310 |  
            | 2.618 | 120-158 |  
            | 1.618 | 120-065 |  
            | 1.000 | 120-008 |  
            | 0.618 | 119-292 |  
            | HIGH | 119-235 |  
            | 0.618 | 119-199 |  
            | 0.500 | 119-188 |  
            | 0.382 | 119-178 |  
            | LOW | 119-142 |  
            | 0.618 | 119-085 |  
            | 1.000 | 119-049 |  
            | 1.618 | 118-312 |  
            | 2.618 | 118-219 |  
            | 4.250 | 118-067 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-May-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 119-218 | 119-202 |  
                                | PP | 119-203 | 119-173 |  
                                | S1 | 119-188 | 119-144 |  |