ECBOT 30 Year Treasury Bond Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Aug-2006 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Aug-2006 | 
                    15-Aug-2006 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        108-01 | 
                        108-26 | 
                        0-25 | 
                        0.7% | 
                        109-07 | 
                     
                    
                        | High | 
                        108-01 | 
                        108-26 | 
                        0-25 | 
                        0.7% | 
                        109-07 | 
                     
                    
                        | Low | 
                        108-01 | 
                        108-26 | 
                        0-25 | 
                        0.7% | 
                        108-12 | 
                     
                    
                        | Close | 
                        108-01 | 
                        108-26 | 
                        0-25 | 
                        0.7% | 
                        108-12 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-08 | 
                        0-10 | 
                        0-01 | 
                        14.0% | 
                        0-00 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Aug-2006 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                108-26 | 
                108-26 | 
                108-26 | 
                 | 
             
            
                | R3 | 
                108-26 | 
                108-26 | 
                108-26 | 
                 | 
             
            
                | R2 | 
                108-26 | 
                108-26 | 
                108-26 | 
                 | 
             
            
                | R1 | 
                108-26 | 
                108-26 | 
                108-26 | 
                108-26 | 
             
            
                | PP | 
                108-26 | 
                108-26 | 
                108-26 | 
                108-26 | 
             
            
                | S1 | 
                108-26 | 
                108-26 | 
                108-26 | 
                108-26 | 
             
            
                | S2 | 
                108-26 | 
                108-26 | 
                108-26 | 
                 | 
             
            
                | S3 | 
                108-26 | 
                108-26 | 
                108-26 | 
                 | 
             
            
                | S4 | 
                108-26 | 
                108-26 | 
                108-26 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Aug-2006 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                111-06 | 
                110-20 | 
                108-27 | 
                 | 
             
            
                | R3 | 
                110-11 | 
                109-25 | 
                108-19 | 
                 | 
             
            
                | R2 | 
                109-16 | 
                109-16 | 
                108-17 | 
                 | 
             
            
                | R1 | 
                108-30 | 
                108-30 | 
                108-14 | 
                108-26 | 
             
            
                | PP | 
                108-21 | 
                108-21 | 
                108-21 | 
                108-19 | 
             
            
                | S1 | 
                108-03 | 
                108-03 | 
                108-10 | 
                107-30 | 
             
            
                | S2 | 
                107-26 | 
                107-26 | 
                108-07 | 
                 | 
             
            
                | S3 | 
                106-31 | 
                107-08 | 
                108-05 | 
                 | 
             
            
                | S4 | 
                106-04 | 
                106-13 | 
                107-29 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                108-29 | 
                108-01 | 
                0-28 | 
                0.8% | 
                0-00 | 
                0.0% | 
                89% | 
                False | 
                False | 
                 | 
                 
                
                | 10 | 
                109-09 | 
                108-01 | 
                1-08 | 
                1.1% | 
                0-00 | 
                0.0% | 
                63% | 
                False | 
                False | 
                 | 
                 
                
                | 20 | 
                109-09 | 
                107-16 | 
                1-25 | 
                1.6% | 
                0-00 | 
                0.0% | 
                74% | 
                False | 
                False | 
                 | 
                 
                
                | 40 | 
                109-09 | 
                105-06 | 
                4-03 | 
                3.8% | 
                0-00 | 
                0.0% | 
                89% | 
                False | 
                False | 
                 | 
                 
                
                | 60 | 
                109-09 | 
                105-06 | 
                4-03 | 
                3.8% | 
                0-00 | 
                0.0% | 
                89% | 
                False | 
                False | 
                1 | 
                 
                
                | 80 | 
                109-09 | 
                105-03 | 
                4-06 | 
                3.8% | 
                0-00 | 
                0.0% | 
                89% | 
                False | 
                False | 
                 | 
                 
                
                | 100 | 
                111-17 | 
                105-03 | 
                6-14 | 
                5.9% | 
                0-00 | 
                0.0% | 
                58% | 
                False | 
                False | 
                 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            108-26 | 
         
        
            | 
2.618             | 
            108-26 | 
         
        
            | 
1.618             | 
            108-26 | 
         
        
            | 
1.000             | 
            108-26 | 
         
        
            | 
0.618             | 
            108-26 | 
         
        
            | 
HIGH             | 
            108-26 | 
         
        
            | 
0.618             | 
            108-26 | 
         
        
            | 
0.500             | 
            108-26 | 
         
        
            | 
0.382             | 
            108-26 | 
         
        
            | 
LOW             | 
            108-26 | 
         
        
            | 
0.618             | 
            108-26 | 
         
        
            | 
1.000             | 
            108-26 | 
         
        
            | 
1.618             | 
            108-26 | 
         
        
            | 
2.618             | 
            108-26 | 
         
        
            | 
4.250             | 
            108-26 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Aug-2006 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                108-26 | 
                                108-22 | 
                             
                            
                                | PP | 
                                108-26 | 
                                108-18 | 
                             
                            
                                | S1 | 
                                108-26 | 
                                108-14 | 
                             
             
         |