ECBOT 30 Year Treasury Bond Future March 2007

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Trading Metrics calculated at close of trading on 20-Jun-2006
Day Change Summary Previous Current 19-Jun-2006 20-Jun-2006 Change Change % Previous Week Open 106-12 106-09 -0-03 -0.1% 108-00 High 106-12 106-09 -0-03 -0.1% 108-08 Low 106-12 106-09 -0-03 -0.1% 106-17 Close 106-12 106-09 -0-03 -0.1% 106-17 Range ATR 0-12 0-11 -0-01 -5.3% 0-00 Volume
Daily Pivots for day following 20-Jun-2006 Classic Woodie Camarilla DeMark R4 106-09 106-09 106-09 R3 106-09 106-09 106-09 R2 106-09 106-09 106-09 R1 106-09 106-09 106-09 106-09 PP 106-09 106-09 106-09 106-09 S1 106-09 106-09 106-09 106-09 S2 106-09 106-09 106-09 S3 106-09 106-09 106-09 S4 106-09 106-09 106-09	Weekly Pivots for week ending 16-Jun-2006 Classic Woodie Camarilla DeMark R4 112-08 111-04 107-15 R3 110-17 109-13 107-00 R2 108-26 108-26 106-27 R1 107-22 107-22 106-22 107-12 PP 107-03 107-03 107-03 106-31 S1 105-31 105-31 106-12 105-22 S2 105-12 105-12 106-07 S3 103-21 104-08 106-02 S4 101-30 102-17 105-19
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 107-12 106-09 1-03 1.0% 0-00 0.0% 0% False True 10 108-08 106-09 1-31 1.9% 0-00 0.0% 0% False True 20 108-08 106-02 2-06 2.1% 0-01 0.0% 10% False False 40 108-08 105-03 3-05 3.0% 0-01 0.0% 38% False False 60 111-07 105-03 6-04 5.8% 0-01 0.0% 19% False False 80 113-18 105-03 8-15 8.0% 0-01 0.0% 14% False False 100 113-22 105-03 8-19 8.1% 0-00 0.0% 14% 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 4.250 106-09 2.618 106-09 1.618 106-09 1.000 106-09 0.618 106-09 HIGH 106-09 0.618 106-09 0.500 106-09 0.382 106-09 LOW 106-09 0.618 106-09 1.000 106-09 1.618 106-09 2.618 106-09 4.250 106-09
Fisher Pivots for day following 20-Jun-2006 Pivot 1 day 3 day R1 106-09 106-13 PP 106-09 106-12 S1 106-09 106-10

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