ECBOT 30 Year Treasury Bond Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jun-2006 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jun-2006 | 
                    14-Jun-2006 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        108-02 | 
                        107-06 | 
                        -0-28 | 
                        -0.8% | 
                        107-07 | 
                     
                    
                        | High | 
                        108-02 | 
                        107-06 | 
                        -0-28 | 
                        -0.8% | 
                        107-25 | 
                     
                    
                        | Low | 
                        108-02 | 
                        107-06 | 
                        -0-28 | 
                        -0.8% | 
                        107-07 | 
                     
                    
                        | Close | 
                        108-02 | 
                        107-06 | 
                        -0-28 | 
                        -0.8% | 
                        107-25 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-10 | 
                        0-11 | 
                        0-01 | 
                        12.6% | 
                        0-00 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jun-2006 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107-06 | 
                107-06 | 
                107-06 | 
                 | 
             
            
                | R3 | 
                107-06 | 
                107-06 | 
                107-06 | 
                 | 
             
            
                | R2 | 
                107-06 | 
                107-06 | 
                107-06 | 
                 | 
             
            
                | R1 | 
                107-06 | 
                107-06 | 
                107-06 | 
                107-06 | 
             
            
                | PP | 
                107-06 | 
                107-06 | 
                107-06 | 
                107-06 | 
             
            
                | S1 | 
                107-06 | 
                107-06 | 
                107-06 | 
                107-06 | 
             
            
                | S2 | 
                107-06 | 
                107-06 | 
                107-06 | 
                 | 
             
            
                | S3 | 
                107-06 | 
                107-06 | 
                107-06 | 
                 | 
             
            
                | S4 | 
                107-06 | 
                107-06 | 
                107-06 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Jun-2006 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                109-09 | 
                109-03 | 
                108-03 | 
                 | 
             
            
                | R3 | 
                108-23 | 
                108-17 | 
                107-30 | 
                 | 
             
            
                | R2 | 
                108-05 | 
                108-05 | 
                107-28 | 
                 | 
             
            
                | R1 | 
                107-31 | 
                107-31 | 
                107-27 | 
                108-02 | 
             
            
                | PP | 
                107-19 | 
                107-19 | 
                107-19 | 
                107-20 | 
             
            
                | S1 | 
                107-13 | 
                107-13 | 
                107-23 | 
                107-16 | 
             
            
                | S2 | 
                107-01 | 
                107-01 | 
                107-22 | 
                 | 
             
            
                | S3 | 
                106-15 | 
                106-27 | 
                107-20 | 
                 | 
             
            
                | S4 | 
                105-29 | 
                106-09 | 
                107-15 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            107-06 | 
         
        
            | 
2.618             | 
            107-06 | 
         
        
            | 
1.618             | 
            107-06 | 
         
        
            | 
1.000             | 
            107-06 | 
         
        
            | 
0.618             | 
            107-06 | 
         
        
            | 
HIGH             | 
            107-06 | 
         
        
            | 
0.618             | 
            107-06 | 
         
        
            | 
0.500             | 
            107-06 | 
         
        
            | 
0.382             | 
            107-06 | 
         
        
            | 
LOW             | 
            107-06 | 
         
        
            | 
0.618             | 
            107-06 | 
         
        
            | 
1.000             | 
            107-06 | 
         
        
            | 
1.618             | 
            107-06 | 
         
        
            | 
2.618             | 
            107-06 | 
         
        
            | 
4.250             | 
            107-06 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jun-2006 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                107-06 | 
                                107-20 | 
                             
                            
                                | PP | 
                                107-06 | 
                                107-15 | 
                             
                            
                                | S1 | 
                                107-06 | 
                                107-11 | 
                             
             
         |