Since Marvel Studios doesn't own the rights to adamantium - the fictional, indestructible metal that coats Wolverine's claws and, in the comics, Ultron's body - it's very likely that this early shot of Ultron shows the villain covering himself with vibranium. That's the same stuff Captain America's shield is made out of, which would explain how it could possibly break, as we see in one of the last shots of the Avengers: Age of Ultron trailer.
[UPDATE: And if Andy Serkis really is playing the vibranium-laden villain Ulysses Klaw, this theory makes even more sense.]