ECBOT 30 Year Treasury Bond Future June 2007

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	112-10	111-28	-0-14	-0.4%	112-21
High	112-10	111-30	-0-12	-0.3%	112-30
Low	111-25	111-06	-0-19	-0.5%	112-04
Close	111-27	111-14	-0-13	-0.4%	112-04
Range	0-17	0-24	0-07	41.2%	0-26
ATR	0-15	0-16	0-01	4.3%	0-00
Volume	12	310	298	2,483.3%	214

Daily Pivots for day following 28-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	113-25	113-11	111-27
R3	113-01	112-19	111-21
R2	112-09	112-09	111-18
R1	111-27	111-27	111-16	111-22
PP	111-17	111-17	111-17	111-14
S1	111-03	111-03	111-12	110-30
S2	110-25	110-25	111-10
S3	110-01	110-11	111-07
S4	109-09	109-19	111-01

Weekly Pivots for week ending 22-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	114-27	114-09	112-18
R3	114-01	113-15	112-11
R2	113-07	113-07	112-09
R1	112-21	112-21	112-06	112-17
PP	112-13	112-13	112-13	112-10
S1	111-27	111-27	112-02	111-23
S2	111-19	111-19	111-31
S3	110-25	111-01	111-29
S4	109-31	110-07	111-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-30	111-06	1-24	1.6%	0-15	0.4%	14%	False	True	95
10	113-16	111-06	2-10	2.1%	0-13	0.4%	11%	False	True	61
20	114-22	111-06	3-16	3.1%	0-11	0.3%	7%	False	True	44
40	114-22	111-06	3-16	3.1%	0-07	0.2%	7%	False	True	24
60	114-22	110-00	4-22	4.2%	0-06	0.2%	31%	False	False	16
80	114-22	110-00	4-22	4.2%	0-06	0.2%	31%	False	False	12
100	114-22	108-01	6-21	6.0%	0-05	0.1%	51%	False	False	10
120	114-22	106-25	7-29	7.1%	0-04	0.1%	59%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	115-04
2.618	113-29
1.618	113-05
1.000	112-22
0.618	112-13
HIGH	111-30
0.618	111-21
0.500	111-18
0.382	111-15
LOW	111-06
0.618	110-23
1.000	110-14
1.618	109-31
2.618	109-07
4.250	108-00

Fisher Pivots for day following 28-Dec-2006
Pivot	1 day	3 day
R1	111-18	111-26
PP	111-17	111-22
S1	111-15	111-18

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These figures are updated between 7pm and 10pm EST after a trading day.

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