ECBOT 30 Year Treasury Bond Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Dec-2006 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Dec-2006 | 
                    14-Dec-2006 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        114-00 | 
                        112-19 | 
                        -1-13 | 
                        -1.2% | 
                        114-16 | 
                     
                    
                        | High | 
                        114-00 | 
                        112-19 | 
                        -1-13 | 
                        -1.2% | 
                        114-22 | 
                     
                    
                        | Low | 
                        112-27 | 
                        112-19 | 
                        -0-08 | 
                        -0.2% | 
                        113-06 | 
                     
                    
                        | Close | 
                        112-29 | 
                        112-21 | 
                        -0-08 | 
                        -0.2% | 
                        113-08 | 
                     
                    
                        | Range | 
                        1-05 | 
                        0-00 | 
                        -1-05 | 
                        -100.0% | 
                        1-16 | 
                     
                    
                        | ATR | 
                        0-14 | 
                        0-14 | 
                        0-00 | 
                        -2.1% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        70 | 
                        10 | 
                        -60 | 
                        -85.7% | 
                        127 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Dec-2006 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                112-20 | 
                112-20 | 
                112-21 | 
                 | 
             
            
                | R3 | 
                112-20 | 
                112-20 | 
                112-21 | 
                 | 
             
            
                | R2 | 
                112-20 | 
                112-20 | 
                112-21 | 
                 | 
             
            
                | R1 | 
                112-20 | 
                112-20 | 
                112-21 | 
                112-20 | 
             
            
                | PP | 
                112-20 | 
                112-20 | 
                112-20 | 
                112-20 | 
             
            
                | S1 | 
                112-20 | 
                112-20 | 
                112-21 | 
                112-20 | 
             
            
                | S2 | 
                112-20 | 
                112-20 | 
                112-21 | 
                 | 
             
            
                | S3 | 
                112-20 | 
                112-20 | 
                112-21 | 
                 | 
             
            
                | S4 | 
                112-20 | 
                112-20 | 
                112-21 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Dec-2006 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118-07 | 
                117-07 | 
                114-02 | 
                 | 
             
            
                | R3 | 
                116-23 | 
                115-23 | 
                113-21 | 
                 | 
             
            
                | R2 | 
                115-07 | 
                115-07 | 
                113-17 | 
                 | 
             
            
                | R1 | 
                114-07 | 
                114-07 | 
                113-12 | 
                113-31 | 
             
            
                | PP | 
                113-23 | 
                113-23 | 
                113-23 | 
                113-18 | 
             
            
                | S1 | 
                112-23 | 
                112-23 | 
                113-04 | 
                112-15 | 
             
            
                | S2 | 
                112-07 | 
                112-07 | 
                112-31 | 
                 | 
             
            
                | S3 | 
                110-23 | 
                111-07 | 
                112-27 | 
                 | 
             
            
                | S4 | 
                109-07 | 
                109-23 | 
                112-14 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                114-00 | 
                112-19 | 
                1-13 | 
                1.2% | 
                0-13 | 
                0.4% | 
                4% | 
                False | 
                True | 
                23 | 
                 
                
                | 10 | 
                114-22 | 
                112-19 | 
                2-03 | 
                1.9% | 
                0-09 | 
                0.2% | 
                3% | 
                False | 
                True | 
                21 | 
                 
                
                | 20 | 
                114-22 | 
                112-10 | 
                2-12 | 
                2.1% | 
                0-08 | 
                0.2% | 
                14% | 
                False | 
                False | 
                17 | 
                 
                
                | 40 | 
                114-22 | 
                110-00 | 
                4-22 | 
                4.2% | 
                0-04 | 
                0.1% | 
                57% | 
                False | 
                False | 
                8 | 
                 
                
                | 60 | 
                114-22 | 
                110-00 | 
                4-22 | 
                4.2% | 
                0-06 | 
                0.2% | 
                57% | 
                False | 
                False | 
                6 | 
                 
                
                | 80 | 
                114-22 | 
                110-00 | 
                4-22 | 
                4.2% | 
                0-05 | 
                0.1% | 
                57% | 
                False | 
                False | 
                5 | 
                 
                
                | 100 | 
                114-22 | 
                107-23 | 
                6-31 | 
                6.2% | 
                0-04 | 
                0.1% | 
                71% | 
                False | 
                False | 
                4 | 
                 
                
                | 120 | 
                114-22 | 
                105-06 | 
                9-16 | 
                8.4% | 
                0-03 | 
                0.1% | 
                79% | 
                False | 
                False | 
                3 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            112-19 | 
         
        
            | 
2.618             | 
            112-19 | 
         
        
            | 
1.618             | 
            112-19 | 
         
        
            | 
1.000             | 
            112-19 | 
         
        
            | 
0.618             | 
            112-19 | 
         
        
            | 
HIGH             | 
            112-19 | 
         
        
            | 
0.618             | 
            112-19 | 
         
        
            | 
0.500             | 
            112-19 | 
         
        
            | 
0.382             | 
            112-19 | 
         
        
            | 
LOW             | 
            112-19 | 
         
        
            | 
0.618             | 
            112-19 | 
         
        
            | 
1.000             | 
            112-19 | 
         
        
            | 
1.618             | 
            112-19 | 
         
        
            | 
2.618             | 
            112-19 | 
         
        
            | 
4.250             | 
            112-19 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Dec-2006 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112-20 | 
                                113-10 | 
                             
                            
                                | PP | 
                                112-20 | 
                                113-03 | 
                             
                            
                                | S1 | 
                                112-19 | 
                                112-28 | 
                             
             
         |