ECBOT 30 Year Treasury Bond Future March 2007

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Trading Metrics calculated at close of trading on 17-May-2006
Day Change Summary Previous Current 16-May-2006 17-May-2006 Change Change % Previous Week Open 105-31 105-13 -0-18 -0.5% 106-06 High 105-31 105-13 -0-18 -0.5% 106-06 Low 105-31 105-13 -0-18 -0.5% 105-03 Close 105-31 105-13 -0-18 -0.5% 105-03 Range ATR 0-12 0-12 0-00 4.0% 0-00 Volume
Daily Pivots for day following 17-May-2006 Classic Woodie Camarilla DeMark R4 105-13 105-13 105-13 R3 105-13 105-13 105-13 R2 105-13 105-13 105-13 R1 105-13 105-13 105-13 105-13 PP 105-13 105-13 105-13 105-13 S1 105-13 105-13 105-13 105-13 S2 105-13 105-13 105-13 S3 105-13 105-13 105-13 S4 105-13 105-13 105-13	Weekly Pivots for week ending 12-May-2006 Classic Woodie Camarilla DeMark R4 108-24 108-00 105-22 R3 107-21 106-29 105-13 R2 106-18 106-18 105-09 R1 105-26 105-26 105-06 105-20 PP 105-15 105-15 105-15 105-12 S1 104-23 104-23 105-00 104-18 S2 104-12 104-12 104-29 S3 103-09 103-20 104-25 S4 102-06 102-17 104-16
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 105-31 105-03 0-28 0.8% 0-00 0.0% 36% False False 10 106-06 105-03 1-03 1.0% 0-00 0.0% 29% False False 20 107-23 105-03 2-20 2.5% 0-01 0.0% 12% False False 40 111-17 105-03 6-14 6.1% 0-01 0.0% 5% False False 60 113-22 105-03 8-19 8.2% 0-00 0.0% 4% False False 80 114-14 105-03 9-11 8.9% 0-00 0.0% 3% False False
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-00	Fibonacci Retracements and Extensions 4.250 105-13 2.618 105-13 1.618 105-13 1.000 105-13 0.618 105-13 HIGH 105-13 0.618 105-13 0.500 105-13 0.382 105-13 LOW 105-13 0.618 105-13 1.000 105-13 1.618 105-13 2.618 105-13 4.250 105-13
Fisher Pivots for day following 17-May-2006 Pivot 1 day 3 day R1 105-13 105-22 PP 105-13 105-19 S1 105-13 105-16

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