It's the timestamps in column K.

Assuming the dates in E3 and E4 are just dates, no time
When time is omitted from a Date, then it becomes Midnight (0:00:00)

If say K 10 is
30/11/2015 9:00:00
Then that is in fact NOT Less Than or Equal to 30/11/2015 0:00:00

Try
=SUMPRODUCT((Data!$K$2:$K$500>=E3)*(Data!$K$2:$K$500<E4+1))