ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 13-Dec-2006

Day Change Summary
	Previous	Current
	12-Dec-2006	13-Dec-2006	Change	Change %	Previous Week
Open	113-29	113-04	-0-25	-0.7%	114-18
High	113-29	114-00	0-03	0.1%	114-18
Low	113-29	113-04	-0-25	-0.7%	113-08
Close	113-29	112-29	-1-00	-0.9%	113-08
Range	0-00	0-28	0-28		1-10
ATR	0-11	0-12	0-01	11.4%	0-00
Volume	2	20	18	900.0%	10

Daily Pivots for day following 13-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	115-31	115-10	113-12
R3	115-03	114-14	113-05
R2	114-07	114-07	113-02
R1	113-18	113-18	113-00	113-14
PP	113-11	113-11	113-11	113-09
S1	112-22	112-22	112-26	112-18
S2	112-15	112-15	112-24
S3	111-19	111-26	112-21
S4	110-23	110-30	112-14

Weekly Pivots for week ending 08-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	117-20	116-24	113-31
R3	116-10	115-14	113-20
R2	115-00	115-00	113-16
R1	114-04	114-04	113-12	113-29
PP	113-22	113-22	113-22	113-18
S1	112-26	112-26	113-04	112-19
S2	112-12	112-12	113-00
S3	111-02	111-16	112-28
S4	109-24	110-06	112-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-06	113-04	1-02	0.9%	0-09	0.3%	-21%	False	True	5
10	114-18	113-04	1-14	1.3%	0-05	0.1%	-15%	False	True	3
20	114-18	112-08	2-10	2.0%	0-02	0.1%	28%	False	False	2
40	114-18	110-00	4-18	4.0%	0-01	0.0%	64%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	117-23
2.618	116-09
1.618	115-13
1.000	114-28
0.618	114-17
HIGH	114-00
0.618	113-21
0.500	113-18
0.382	113-15
LOW	113-04
0.618	112-19
1.000	112-08
1.618	111-23
2.618	110-27
4.250	109-13

Fisher Pivots for day following 13-Dec-2006
Pivot	1 day	3 day
R1	113-18	113-18
PP	113-11	113-11
S1	113-04	113-04

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These figures are updated between 7pm and 10pm EST after a trading day.

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