ECBOT 30 Year Treasury Bond Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jan-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jan-2007 | 
                    30-Jan-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        109-18 | 
                        109-09 | 
                        -0-09 | 
                        -0.3% | 
                        109-27 | 
                     
                    
                        | High | 
                        109-21 | 
                        109-15 | 
                        -0-06 | 
                        -0.2% | 
                        110-30 | 
                     
                    
                        | Low | 
                        109-06 | 
                        109-09 | 
                        0-03 | 
                        0.1% | 
                        109-06 | 
                     
                    
                        | Close | 
                        109-10 | 
                        109-13 | 
                        0-03 | 
                        0.1% | 
                        109-14 | 
                     
                    
                        | Range | 
                        0-15 | 
                        0-06 | 
                        -0-09 | 
                        -60.0% | 
                        1-24 | 
                     
                    
                        | ATR | 
                        0-17 | 
                        0-16 | 
                        -0-01 | 
                        -4.6% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        891 | 
                        1,021 | 
                        130 | 
                        14.6% | 
                        3,885 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Jan-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                109-30 | 
                109-28 | 
                109-16 | 
                 | 
             
            
                | R3 | 
                109-24 | 
                109-22 | 
                109-15 | 
                 | 
             
            
                | R2 | 
                109-18 | 
                109-18 | 
                109-14 | 
                 | 
             
            
                | R1 | 
                109-16 | 
                109-16 | 
                109-14 | 
                109-17 | 
             
            
                | PP | 
                109-12 | 
                109-12 | 
                109-12 | 
                109-13 | 
             
            
                | S1 | 
                109-10 | 
                109-10 | 
                109-12 | 
                109-11 | 
             
            
                | S2 | 
                109-06 | 
                109-06 | 
                109-12 | 
                 | 
             
            
                | S3 | 
                109-00 | 
                109-04 | 
                109-11 | 
                 | 
             
            
                | S4 | 
                108-26 | 
                108-30 | 
                109-10 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Jan-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                115-03 | 
                114-01 | 
                110-13 | 
                 | 
             
            
                | R3 | 
                113-11 | 
                112-09 | 
                109-29 | 
                 | 
             
            
                | R2 | 
                111-19 | 
                111-19 | 
                109-24 | 
                 | 
             
            
                | R1 | 
                110-17 | 
                110-17 | 
                109-19 | 
                110-06 | 
             
            
                | PP | 
                109-27 | 
                109-27 | 
                109-27 | 
                109-22 | 
             
            
                | S1 | 
                108-25 | 
                108-25 | 
                109-09 | 
                108-14 | 
             
            
                | S2 | 
                108-03 | 
                108-03 | 
                109-04 | 
                 | 
             
            
                | S3 | 
                106-11 | 
                107-01 | 
                108-31 | 
                 | 
             
            
                | S4 | 
                104-19 | 
                105-09 | 
                108-15 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                110-16 | 
                109-06 | 
                1-10 | 
                1.2% | 
                0-16 | 
                0.5% | 
                17% | 
                False | 
                False | 
                1,013 | 
                 
                
                | 10 | 
                111-00 | 
                109-06 | 
                1-26 | 
                1.7% | 
                0-17 | 
                0.5% | 
                12% | 
                False | 
                False | 
                824 | 
                 
                
                | 20 | 
                112-23 | 
                109-06 | 
                3-17 | 
                3.2% | 
                0-15 | 
                0.4% | 
                6% | 
                False | 
                False | 
                531 | 
                 
                
                | 40 | 
                114-22 | 
                109-06 | 
                5-16 | 
                5.0% | 
                0-13 | 
                0.4% | 
                4% | 
                False | 
                False | 
                287 | 
                 
                
                | 60 | 
                114-22 | 
                109-06 | 
                5-16 | 
                5.0% | 
                0-10 | 
                0.3% | 
                4% | 
                False | 
                False | 
                193 | 
                 
                
                | 80 | 
                114-22 | 
                109-06 | 
                5-16 | 
                5.0% | 
                0-08 | 
                0.2% | 
                4% | 
                False | 
                False | 
                145 | 
                 
                
                | 100 | 
                114-22 | 
                109-06 | 
                5-16 | 
                5.0% | 
                0-08 | 
                0.2% | 
                4% | 
                False | 
                False | 
                116 | 
                 
                
                | 120 | 
                114-22 | 
                108-01 | 
                6-21 | 
                6.1% | 
                0-07 | 
                0.2% | 
                21% | 
                False | 
                False | 
                97 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            110-08 | 
         
        
            | 
2.618             | 
            109-31 | 
         
        
            | 
1.618             | 
            109-25 | 
         
        
            | 
1.000             | 
            109-21 | 
         
        
            | 
0.618             | 
            109-19 | 
         
        
            | 
HIGH             | 
            109-15 | 
         
        
            | 
0.618             | 
            109-13 | 
         
        
            | 
0.500             | 
            109-12 | 
         
        
            | 
0.382             | 
            109-11 | 
         
        
            | 
LOW             | 
            109-09 | 
         
        
            | 
0.618             | 
            109-05 | 
         
        
            | 
1.000             | 
            109-03 | 
         
        
            | 
1.618             | 
            108-31 | 
         
        
            | 
2.618             | 
            108-25 | 
         
        
            | 
4.250             | 
            108-16 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Jan-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                109-13 | 
                                109-18 | 
                             
                            
                                | PP | 
                                109-12 | 
                                109-16 | 
                             
                            
                                | S1 | 
                                109-12 | 
                                109-15 | 
                             
             
         |