ECBOT 30 Year Treasury Bond Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Dec-2006 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Dec-2006 | 
                    22-Dec-2006 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        112-14 | 
                        112-21 | 
                        0-07 | 
                        0.2% | 
                        112-21 | 
                     
                    
                        | High | 
                        112-30 | 
                        112-21 | 
                        -0-09 | 
                        -0.2% | 
                        112-30 | 
                     
                    
                        | Low | 
                        112-14 | 
                        112-04 | 
                        -0-10 | 
                        -0.3% | 
                        112-04 | 
                     
                    
                        | Close | 
                        112-31 | 
                        112-04 | 
                        -0-27 | 
                        -0.7% | 
                        112-04 | 
                     
                    
                        | Range | 
                        0-16 | 
                        0-17 | 
                        0-01 | 
                        6.3% | 
                        0-26 | 
                     
                    
                        | ATR | 
                        0-14 | 
                        0-15 | 
                        0-01 | 
                        6.6% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        57 | 
                        48 | 
                        -9 | 
                        -15.8% | 
                        214 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Dec-2006 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113-29 | 
                113-17 | 
                112-13 | 
                 | 
             
            
                | R3 | 
                113-12 | 
                113-00 | 
                112-09 | 
                 | 
             
            
                | R2 | 
                112-27 | 
                112-27 | 
                112-07 | 
                 | 
             
            
                | R1 | 
                112-15 | 
                112-15 | 
                112-06 | 
                112-12 | 
             
            
                | PP | 
                112-10 | 
                112-10 | 
                112-10 | 
                112-08 | 
             
            
                | S1 | 
                111-30 | 
                111-30 | 
                112-02 | 
                111-28 | 
             
            
                | S2 | 
                111-25 | 
                111-25 | 
                112-01 | 
                 | 
             
            
                | S3 | 
                111-08 | 
                111-13 | 
                111-31 | 
                 | 
             
            
                | S4 | 
                110-23 | 
                110-28 | 
                111-27 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                112-04 | 
                0-26 | 
                0.7% | 
                0-11 | 
                0.3% | 
                0% | 
                False | 
                True | 
                42 | 
                 
                
                | 10 | 
                114-00 | 
                112-04 | 
                1-28 | 
                1.7% | 
                0-13 | 
                0.4% | 
                0% | 
                False | 
                True | 
                32 | 
                 
                
                | 20 | 
                114-22 | 
                112-04 | 
                2-18 | 
                2.3% | 
                0-11 | 
                0.3% | 
                0% | 
                False | 
                True | 
                27 | 
                 
                
                | 40 | 
                114-22 | 
                111-17 | 
                3-05 | 
                2.8% | 
                0-06 | 
                0.2% | 
                19% | 
                False | 
                False | 
                14 | 
                 
                
                | 60 | 
                114-22 | 
                110-00 | 
                4-22 | 
                4.2% | 
                0-06 | 
                0.2% | 
                45% | 
                False | 
                False | 
                10 | 
                 
                
                | 80 | 
                114-22 | 
                110-00 | 
                4-22 | 
                4.2% | 
                0-06 | 
                0.2% | 
                45% | 
                False | 
                False | 
                8 | 
                 
                
                | 100 | 
                114-22 | 
                108-01 | 
                6-21 | 
                5.9% | 
                0-05 | 
                0.1% | 
                62% | 
                False | 
                False | 
                6 | 
                 
                
                | 120 | 
                114-22 | 
                106-20 | 
                8-02 | 
                7.2% | 
                0-04 | 
                0.1% | 
                68% | 
                False | 
                False | 
                5 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            114-29 | 
         
        
            | 
2.618             | 
            114-02 | 
         
        
            | 
1.618             | 
            113-17 | 
         
        
            | 
1.000             | 
            113-06 | 
         
        
            | 
0.618             | 
            113-00 | 
         
        
            | 
HIGH             | 
            112-21 | 
         
        
            | 
0.618             | 
            112-15 | 
         
        
            | 
0.500             | 
            112-12 | 
         
        
            | 
0.382             | 
            112-10 | 
         
        
            | 
LOW             | 
            112-04 | 
         
        
            | 
0.618             | 
            111-25 | 
         
        
            | 
1.000             | 
            111-19 | 
         
        
            | 
1.618             | 
            111-08 | 
         
        
            | 
2.618             | 
            110-23 | 
         
        
            | 
4.250             | 
            109-28 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Dec-2006 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                112-12 | 
                                112-17 | 
                             
                            
                                | PP | 
                                112-10 | 
                                112-13 | 
                             
                            
                                | S1 | 
                                112-07 | 
                                112-08 | 
                             
             
         |