ECBOT 30 Year Treasury Bond Future September 2007

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Trading Metrics calculated at close of trading on 11-Dec-2006
Day Change Summary Previous Current 08-Dec-2006 11-Dec-2006 Change Change % Previous Week Open 113-08 113-21 0-13 0.4% 114-18 High 113-08 113-21 0-13 0.4% 114-18 Low 113-08 113-21 0-13 0.4% 113-08 Close 113-08 113-21 0-13 0.4% 113-08 Range ATR 0-11 0-11 0-00 1.4% 0-00 Volume 2 2 0 0.0% 10
Daily Pivots for day following 11-Dec-2006 Classic Woodie Camarilla DeMark R4 113-21 113-21 113-21 R3 113-21 113-21 113-21 R2 113-21 113-21 113-21 R1 113-21 113-21 113-21 113-21 PP 113-21 113-21 113-21 113-21 S1 113-21 113-21 113-21 113-21 S2 113-21 113-21 113-21 S3 113-21 113-21 113-21 S4 113-21 113-21 113-21	Weekly Pivots for week ending 08-Dec-2006 Classic Woodie Camarilla DeMark R4 117-20 116-24 113-31 R3 116-10 115-14 113-20 R2 115-00 115-00 113-16 R1 114-04 114-04 113-12 113-29 PP 113-22 113-22 113-22 113-18 S1 112-26 112-26 113-04 112-19 S2 112-12 112-12 113-00 S3 111-02 111-16 112-28 S4 109-24 110-06 112-17
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 114-14 113-08 1-06 1.0% 0-04 0.1% 34% False False 2 10 114-18 113-08 1-10 1.2% 0-02 0.0% 31% False False 2 20 114-18 112-08 2-10 2.0% 0-01 0.0% 61% False False 2 40 114-18 110-00 4-18 4.0% 0-00 0.0% 80% 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 4.250 113-21 2.618 113-21 1.618 113-21 1.000 113-21 0.618 113-21 HIGH 113-21 0.618 113-21 0.500 113-21 0.382 113-21 LOW 113-21 0.618 113-21 1.000 113-21 1.618 113-21 2.618 113-21 4.250 113-21
Fisher Pivots for day following 11-Dec-2006 Pivot 1 day 3 day R1 113-21 113-23 PP 113-21 113-22 S1 113-21 113-22

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