You should write the pickled data with a lower protocol number in Python 3. Python 3 introduced a new protocol with the number 3 (and uses it as default), so switch back to a value of 2 which can be read by Python 2.
Check the protocolparameter in pickle.dump. Your resulting code will look like this.
pickle.dump(your_object, your_file, protocol=2)
There is no protocolparameter in pickle.load because pickle can determine the protocol from the file.