ECBOT 30 Year Treasury Bond Future September 2007

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Trading Metrics calculated at close of trading on 27-Dec-2006
Day Change Summary Previous Current 26-Dec-2006 27-Dec-2006 Change Change % Previous Week Open 112-13 111-27 -0-18 -0.5% 112-21 High 112-13 111-27 -0-18 -0.5% 113-27 Low 112-13 111-27 -0-18 -0.5% 111-25 Close 112-13 111-27 -0-18 -0.5% 112-04 Range ATR 0-17 0-17 0-00 0.4% 0-00 Volume 2 0 -2 -100.0% 44
Daily Pivots for day following 27-Dec-2006 Classic Woodie Camarilla DeMark R4 111-27 111-27 111-27 R3 111-27 111-27 111-27 R2 111-27 111-27 111-27 R1 111-27 111-27 111-27 111-27 PP 111-27 111-27 111-27 111-27 S1 111-27 111-27 111-27 111-27 S2 111-27 111-27 111-27 S3 111-27 111-27 111-27 S4 111-27 111-27 111-27	Weekly Pivots for week ending 22-Dec-2006 Classic Woodie Camarilla DeMark R4 118-25 117-16 113-08 R3 116-23 115-14 112-22 R2 114-21 114-21 112-16 R1 113-12 113-12 112-10 113-00 PP 112-19 112-19 112-19 112-12 S1 111-10 111-10 111-30 110-30 S2 110-17 110-17 111-24 S3 108-15 109-08 111-18 S4 106-13 107-06 111-00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 113-27 111-25 2-02 1.8% 0-21 0.6% 3% False False 7 10 114-00 111-25 2-07 2.0% 0-19 0.5% 3% False False 7 20 114-18 111-25 2-25 2.5% 0-10 0.3% 2% False False 4 40 114-18 111-17 3-01 2.7% 0-05 0.1% 10% False False 3
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 4.250 111-27 2.618 111-27 1.618 111-27 1.000 111-27 0.618 111-27 HIGH 111-27 0.618 111-27 0.500 111-27 0.382 111-27 LOW 111-27 0.618 111-27 1.000 111-27 1.618 111-27 2.618 111-27 4.250 111-27
Fisher Pivots for day following 27-Dec-2006 Pivot 1 day 3 day R1 111-27 112-14 PP 111-27 112-07 S1 111-27 112-01

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