ECBOT 30 Year Treasury Bond Future March 2007

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Trading Metrics calculated at close of trading on 02-Jun-2006
Day Change Summary Previous Current 01-Jun-2006 02-Jun-2006 Change Change % Previous Week Open 106-03 107-13 1-10 1.2% 106-12 High 106-03 107-13 1-10 1.2% 107-13 Low 106-03 107-13 1-10 1.2% 106-02 Close 106-03 107-13 1-10 1.2% 107-13 Range ATR 0-11 0-13 0-02 19.8% 0-00 Volume
Daily Pivots for day following 02-Jun-2006 Classic Woodie Camarilla DeMark R4 107-13 107-13 107-13 R3 107-13 107-13 107-13 R2 107-13 107-13 107-13 R1 107-13 107-13 107-13 107-13 PP 107-13 107-13 107-13 107-13 S1 107-13 107-13 107-13 107-13 S2 107-13 107-13 107-13 S3 107-13 107-13 107-13 S4 107-13 107-13 107-13	Weekly Pivots for week ending 02-Jun-2006 Classic Woodie Camarilla DeMark R4 111-00 110-17 108-05 R3 109-21 109-06 107-25 R2 108-10 108-10 107-21 R1 107-27 107-27 107-17 108-02 PP 106-31 106-31 106-31 107-02 S1 106-16 106-16 107-09 106-24 S2 105-20 105-20 107-05 S3 104-09 105-05 107-01 S4 102-30 103-26 106-21
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 107-13 106-02 1-11 1.3% 0-00 0.0% 100% True False 1 10 107-13 106-02 1-11 1.3% 0-02 0.1% 100% True False 1 20 107-13 105-03 2-10 2.2% 0-01 0.0% 100% True False 40 108-22 105-03 3-19 3.3% 0-01 0.0% 64% False False 60 111-22 105-03 6-19 6.1% 0-01 0.0% 35% False False 80 113-22 105-03 8-19 8.0% 0-01 0.0% 27% False False
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 4.250 107-13 2.618 107-13 1.618 107-13 1.000 107-13 0.618 107-13 HIGH 107-13 0.618 107-13 0.500 107-13 0.382 107-13 LOW 107-13 0.618 107-13 1.000 107-13 1.618 107-13 2.618 107-13 4.250 107-13
Fisher Pivots for day following 02-Jun-2006 Pivot 1 day 3 day R1 107-13 107-06 PP 107-13 106-31 S1 107-13 106-24

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