ECBOT 30 Year Treasury Bond Future March 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	112-17	111-29	-0-20	-0.6%	112-21
High	112-20	112-05	-0-15	-0.4%	113-06
Low	111-25	111-04	-0-21	-0.6%	112-05
Close	111-29	111-17	-0-12	-0.3%	112-06
Range	0-27	1-01	0-06	22.2%	1-01
ATR	0-23	0-24	0-01	3.2%	0-00
Volume	119,288	176,775	57,487	48.2%	996,780

Daily Pivots for day following 28-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	114-22	114-05	112-03
R3	113-21	113-04	111-26
R2	112-20	112-20	111-23
R1	112-03	112-03	111-20	111-27
PP	111-19	111-19	111-19	111-16
S1	111-02	111-02	111-14	110-26
S2	110-18	110-18	111-11
S3	109-17	110-01	111-08
S4	108-16	109-00	110-31

Weekly Pivots for week ending 22-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	115-19	114-30	112-24
R3	114-18	113-29	112-15
R2	113-17	113-17	112-12
R1	112-28	112-28	112-09	112-22
PP	112-16	112-16	112-16	112-14
S1	111-27	111-27	112-03	111-21
S2	111-15	111-15	112-00
S3	110-14	110-26	111-29
S4	109-13	109-25	111-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-06	111-04	2-02	1.8%	0-25	0.7%	20%	False	True	154,340
10	113-24	111-04	2-20	2.4%	0-23	0.7%	15%	False	True	210,804
20	114-30	111-04	3-26	3.4%	0-24	0.7%	11%	False	True	297,463
40	114-30	111-04	3-26	3.4%	0-24	0.7%	11%	False	True	169,980
60	114-30	109-25	5-05	4.6%	0-21	0.6%	34%	False	False	113,521
80	114-30	109-25	5-05	4.6%	0-18	0.5%	34%	False	False	85,181
100	114-30	108-03	6-27	6.1%	0-15	0.4%	50%	False	False	68,146
120	114-30	106-27	8-03	7.3%	0-13	0.4%	58%	False	False	56,789

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	0-05
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	116-17
2.618	114-27
1.618	113-26
1.000	113-06
0.618	112-25
HIGH	112-05
0.618	111-24
0.500	111-20
0.382	111-17
LOW	111-04
0.618	110-16
1.000	110-03
1.618	109-15
2.618	108-14
4.250	106-24

Fisher Pivots for day following 28-Dec-2006
Pivot	1 day	3 day
R1	111-20	111-28
PP	111-19	111-24
S1	111-18	111-21

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

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