ECBOT 30 Year Treasury Bond Future September 2007

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Trading Metrics calculated at close of trading on 07-Nov-2006
Day Change Summary Previous Current 06-Nov-2006 07-Nov-2006 Change Change % Previous Week Open 111-21 112-05 0-16 0.4% 111-26 High 111-21 112-05 0-16 0.4% 113-03 Low 111-21 112-05 0-16 0.4% 111-17 Close 111-21 112-05 0-16 0.4% 111-17 Range ATR 0-12 0-13 0-00 2.2% 0-00 Volume 2 2 0 0.0% 10
Daily Pivots for day following 07-Nov-2006 Classic Woodie Camarilla DeMark R4 112-05 112-05 112-05 R3 112-05 112-05 112-05 R2 112-05 112-05 112-05 R1 112-05 112-05 112-05 112-05 PP 112-05 112-05 112-05 112-05 S1 112-05 112-05 112-05 112-05 S2 112-05 112-05 112-05 S3 112-05 112-05 112-05 S4 112-05 112-05 112-05	Weekly Pivots for week ending 03-Nov-2006 Classic Woodie Camarilla DeMark R4 116-24 115-22 112-12 R3 115-06 114-04 111-31 R2 113-20 113-20 111-26 R1 112-18 112-18 111-22 112-10 PP 112-02 112-02 112-02 111-30 S1 111-00 111-00 111-12 110-24 S2 110-16 110-16 111-08 S3 108-30 109-14 111-03 S4 107-12 107-28 110-22
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 113-03 111-17 1-18 1.4% 0-00 0.0% 40% False False 2 10 113-03 110-18 2-17 2.3% 0-00 0.0% 63% False False 2 20 113-03 110-00 3-03 2.8% 0-00 0.0% 70% False False 2
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 4.250 112-05 2.618 112-05 1.618 112-05 1.000 112-05 0.618 112-05 HIGH 112-05 0.618 112-05 0.500 112-05 0.382 112-05 LOW 112-05 0.618 112-05 1.000 112-05 1.618 112-05 2.618 112-05 4.250 112-05
Fisher Pivots for day following 07-Nov-2006 Pivot 1 day 3 day R1 112-05 112-02 PP 112-05 111-30 S1 112-05 111-27

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