ECBOT 30 Year Treasury Bond Future June 2007

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Trading Metrics calculated at close of trading on 15-Jun-2006
Day Change Summary Previous Current 14-Jun-2006 15-Jun-2006 Change Change % Previous Week Open 107-06 106-22 -0-16 -0.5% 107-07 High 107-06 106-22 -0-16 -0.5% 107-25 Low 107-06 106-22 -0-16 -0.5% 107-07 Close 107-06 106-22 -0-16 -0.5% 107-25 Range ATR 0-11 0-12 0-00 2.9% 0-00 Volume
Daily Pivots for day following 15-Jun-2006 Classic Woodie Camarilla DeMark R4 106-22 106-22 106-22 R3 106-22 106-22 106-22 R2 106-22 106-22 106-22 R1 106-22 106-22 106-22 106-22 PP 106-22 106-22 106-22 106-22 S1 106-22 106-22 106-22 106-22 S2 106-22 106-22 106-22 S3 106-22 106-22 106-22 S4 106-22 106-22 106-22	Weekly Pivots for week ending 09-Jun-2006 Classic Woodie Camarilla DeMark R4 109-09 109-03 108-03 R3 108-23 108-17 107-30 R2 108-05 108-05 107-28 R1 107-31 107-31 107-27 108-02 PP 107-19 107-19 107-19 107-20 S1 107-13 107-13 107-23 107-16 S2 107-01 107-01 107-22 S3 106-15 106-27 107-20 S4 105-29 106-09 107-15
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 108-02 106-22 1-12 1.3% 0-00 0.0% 0% False True 4 10 108-02 106-22 1-12 1.3% 0-00 0.0% 0% False True 4 20 108-02 106-02 2-00 1.9% 0-00 0.0% 31% False False 2 40 108-02 105-03 2-31 2.8% 0-00 0.0% 54% False False 1
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-00	Fibonacci Retracements and Extensions 4.250 106-22 2.618 106-22 1.618 106-22 1.000 106-22 0.618 106-22 HIGH 106-22 0.618 106-22 0.500 106-22 0.382 106-22 LOW 106-22 0.618 106-22 1.000 106-22 1.618 106-22 2.618 106-22 4.250 106-22
Fisher Pivots for day following 15-Jun-2006 Pivot 1 day 3 day R1 106-22 107-12 PP 106-22 107-05 S1 106-22 106-29

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