ECBOT 5 Year T-Note Future September 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jun-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jun-2015 | 18-Jun-2015 | Change | Change % | Previous Week |  
                        | Open | 118-277 | 119-025 | 0-068 | 0.2% | 118-127 |  
                        | High | 119-057 | 119-110 | 0-053 | 0.1% | 118-232 |  
                        | Low | 118-127 | 118-270 | 0-143 | 0.4% | 118-037 |  
                        | Close | 119-035 | 119-005 | -0-030 | -0.1% | 118-165 |  
                        | Range | 0-250 | 0-160 | -0-090 | -36.0% | 0-195 |  
                        | ATR | 0-128 | 0-130 | 0-002 | 1.8% | 0-000 |  
                        | Volume | 916,253 | 905,747 | -10,506 | -1.1% | 3,141,051 |  | 
    
| 
        
            | Daily Pivots for day following 18-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-182 | 120-093 | 119-093 |  |  
                | R3 | 120-022 | 119-253 | 119-049 |  |  
                | R2 | 119-182 | 119-182 | 119-034 |  |  
                | R1 | 119-093 | 119-093 | 119-020 | 119-058 |  
                | PP | 119-022 | 119-022 | 119-022 | 119-004 |  
                | S1 | 118-253 | 118-253 | 118-310 | 118-218 |  
                | S2 | 118-182 | 118-182 | 118-296 |  |  
                | S3 | 118-022 | 118-093 | 118-281 |  |  
                | S4 | 117-182 | 117-253 | 118-237 |  |  | 
        
            | Weekly Pivots for week ending 12-Jun-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-090 | 120-002 | 118-272 |  |  
                | R3 | 119-215 | 119-127 | 118-219 |  |  
                | R2 | 119-020 | 119-020 | 118-201 |  |  
                | R1 | 118-252 | 118-252 | 118-183 | 118-296 |  
                | PP | 118-145 | 118-145 | 118-145 | 118-166 |  
                | S1 | 118-057 | 118-057 | 118-147 | 118-101 |  
                | S2 | 117-270 | 117-270 | 118-129 |  |  
                | S3 | 117-075 | 117-182 | 118-111 |  |  
                | S4 | 116-200 | 116-307 | 118-058 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 121-150 |  
            | 2.618 | 120-209 |  
            | 1.618 | 120-049 |  
            | 1.000 | 119-270 |  
            | 0.618 | 119-209 |  
            | HIGH | 119-110 |  
            | 0.618 | 119-049 |  
            | 0.500 | 119-030 |  
            | 0.382 | 119-011 |  
            | LOW | 118-270 |  
            | 0.618 | 118-171 |  
            | 1.000 | 118-110 |  
            | 1.618 | 118-011 |  
            | 2.618 | 117-171 |  
            | 4.250 | 116-230 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Jun-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 119-030 | 118-310 |  
                                | PP | 119-022 | 118-294 |  
                                | S1 | 119-013 | 118-278 |  |