ECBOT 30 Year Treasury Bond Future September 2007

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Trading Metrics calculated at close of trading on 28-Dec-2006
Day Change Summary Previous Current 27-Dec-2006 28-Dec-2006 Change Change % Previous Week Open 111-27 111-14 -0-13 -0.4% 112-21 High 111-27 111-14 -0-13 -0.4% 113-27 Low 111-27 111-14 -0-13 -0.4% 111-25 Close 111-27 111-14 -0-13 -0.4% 112-04 Range ATR 0-17 0-17 0-00 -1.7% 0-00 Volume
Daily Pivots for day following 28-Dec-2006 Classic Woodie Camarilla DeMark R4 111-14 111-14 111-14 R3 111-14 111-14 111-14 R2 111-14 111-14 111-14 R1 111-14 111-14 111-14 111-14 PP 111-14 111-14 111-14 111-14 S1 111-14 111-14 111-14 111-14 S2 111-14 111-14 111-14 S3 111-14 111-14 111-14 S4 111-14 111-14 111-14	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 5 113-27 111-14 2-13 2.2% 0-15 0.4% 0% False True 6 10 113-27 111-14 2-13 2.2% 0-16 0.5% 0% False True 5 20 114-18 111-14 3-04 2.8% 0-10 0.3% 0% False True 4 40 114-18 111-14 3-04 2.8% 0-05 0.1% 0% False True 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 4.250 111-14 2.618 111-14 1.618 111-14 1.000 111-14 0.618 111-14 HIGH 111-14 0.618 111-14 0.500 111-14 0.382 111-14 LOW 111-14 0.618 111-14 1.000 111-14 1.618 111-14 2.618 111-14 4.250 111-14
Fisher Pivots for day following 28-Dec-2006 Pivot 1 day 3 day R1 111-14 111-30 PP 111-14 111-24 S1 111-14 111-19

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