ECBOT 5 Year T-Note Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jun-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Jun-2015 | 10-Jun-2015 | Change | Change % | Previous Week |  
                        | Open | 118-182 | 118-120 | -0-062 | -0.2% | 119-210 |  
                        | High | 118-232 | 118-127 | -0-105 | -0.3% | 119-232 |  
                        | Low | 118-095 | 118-060 | -0-035 | -0.1% | 118-040 |  
                        | Close | 118-152 | 118-080 | -0-072 | -0.2% | 118-127 |  
                        | Range | 0-137 | 0-067 | -0-070 | -51.1% | 1-192 |  
                        | ATR | 0-123 | 0-121 | -0-002 | -1.8% | 0-000 |  
                        | Volume | 634,349 | 609,270 | -25,079 | -4.0% | 4,181,477 |  | 
    
| 
        
            | Daily Pivots for day following 10-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 118-290 | 118-252 | 118-117 |  |  
                | R3 | 118-223 | 118-185 | 118-098 |  |  
                | R2 | 118-156 | 118-156 | 118-092 |  |  
                | R1 | 118-118 | 118-118 | 118-086 | 118-104 |  
                | PP | 118-089 | 118-089 | 118-089 | 118-082 |  
                | S1 | 118-051 | 118-051 | 118-074 | 118-036 |  
                | S2 | 118-022 | 118-022 | 118-068 |  |  
                | S3 | 117-275 | 117-304 | 118-062 |  |  
                | S4 | 117-208 | 117-237 | 118-043 |  |  | 
        
            | Weekly Pivots for week ending 05-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 123-176 | 122-183 | 119-089 |  |  
                | R3 | 121-304 | 120-311 | 118-268 |  |  
                | R2 | 120-112 | 120-112 | 118-221 |  |  
                | R1 | 119-119 | 119-119 | 118-174 | 119-020 |  
                | PP | 118-240 | 118-240 | 118-240 | 118-190 |  
                | S1 | 117-247 | 117-247 | 118-080 | 117-148 |  
                | S2 | 117-048 | 117-048 | 118-033 |  |  
                | S3 | 115-176 | 116-055 | 117-306 |  |  
                | S4 | 113-304 | 114-183 | 117-165 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 119-092 |  
            | 2.618 | 118-302 |  
            | 1.618 | 118-235 |  
            | 1.000 | 118-194 |  
            | 0.618 | 118-168 |  
            | HIGH | 118-127 |  
            | 0.618 | 118-101 |  
            | 0.500 | 118-094 |  
            | 0.382 | 118-086 |  
            | LOW | 118-060 |  
            | 0.618 | 118-019 |  
            | 1.000 | 117-313 |  
            | 1.618 | 117-272 |  
            | 2.618 | 117-205 |  
            | 4.250 | 117-095 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Jun-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-094 | 118-146 |  
                                | PP | 118-089 | 118-124 |  
                                | S1 | 118-084 | 118-102 |  |