ECBOT 30 Year Treasury Bond Future March 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Apr-2006 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Apr-2006 | 28-Apr-2006 | Change | Change % | Previous Week |  
                        | Open | 106-15 | 106-18 | 0-03 | 0.1% | 107-23 |  
                        | High | 106-15 | 106-18 | 0-03 | 0.1% | 107-23 |  
                        | Low | 106-15 | 106-18 | 0-03 | 0.1% | 106-15 |  
                        | Close | 106-15 | 106-18 | 0-03 | 0.1% | 106-18 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0-14 | 0-13 | -0-01 | -5.6% | 0-00 |  
                        | Volume | 8 | 0 | -8 | -100.0% | 16 |  | 
    
| 
        
            | Daily Pivots for day following 28-Apr-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 106-18 | 106-18 | 106-18 |  |  
                | R3 | 106-18 | 106-18 | 106-18 |  |  
                | R2 | 106-18 | 106-18 | 106-18 |  |  
                | R1 | 106-18 | 106-18 | 106-18 | 106-18 |  
                | PP | 106-18 | 106-18 | 106-18 | 106-18 |  
                | S1 | 106-18 | 106-18 | 106-18 | 106-18 |  
                | S2 | 106-18 | 106-18 | 106-18 |  |  
                | S3 | 106-18 | 106-18 | 106-18 |  |  
                | S4 | 106-18 | 106-18 | 106-18 |  |  | 
        
            | Weekly Pivots for week ending 28-Apr-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 110-21 | 109-28 | 107-08 |  |  
                | R3 | 109-13 | 108-20 | 106-29 |  |  
                | R2 | 108-05 | 108-05 | 106-25 |  |  
                | R1 | 107-12 | 107-12 | 106-22 | 107-04 |  
                | PP | 106-29 | 106-29 | 106-29 | 106-26 |  
                | S1 | 106-04 | 106-04 | 106-14 | 105-28 |  
                | S2 | 105-21 | 105-21 | 106-11 |  |  
                | S3 | 104-13 | 104-28 | 106-07 |  |  
                | S4 | 103-05 | 103-20 | 105-28 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 106-18 |  
            | 2.618 | 106-18 |  
            | 1.618 | 106-18 |  
            | 1.000 | 106-18 |  
            | 0.618 | 106-18 |  
            | HIGH | 106-18 |  
            | 0.618 | 106-18 |  
            | 0.500 | 106-18 |  
            | 0.382 | 106-18 |  
            | LOW | 106-18 |  
            | 0.618 | 106-18 |  
            | 1.000 | 106-18 |  
            | 1.618 | 106-18 |  
            | 2.618 | 106-18 |  
            | 4.250 | 106-18 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Apr-2006 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 106-18 | 106-28 |  
                                | PP | 106-18 | 106-24 |  
                                | S1 | 106-18 | 106-21 |  |