ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 27-Oct-2006

Day Change Summary
	Previous	Current
	26-Oct-2006	27-Oct-2006	Change	Change %	Previous Week
Open	110-23	111-10	0-19	0.5%	110-06
High	111-09	112-16	1-07	1.1%	112-16
Low	110-23	111-10	0-19	0.5%	109-25
Close	111-09	111-25	0-16	0.4%	111-25
Range	0-18	1-06	0-20	111.1%	2-23
ATR	0-15	0-17	0-02	11.6%	0-00
Volume	826	1,415	589	71.3%	4,422

Daily Pivots for day following 27-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	115-14	114-25	112-14
R3	114-08	113-19	112-03
R2	113-02	113-02	112-00
R1	112-13	112-13	111-28	112-24
PP	111-28	111-28	111-28	112-01
S1	111-07	111-07	111-22	111-18
S2	110-22	110-22	111-18
S3	109-16	110-01	111-15
S4	108-10	108-27	111-04

Weekly Pivots for week ending 27-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	119-16	118-12	113-09
R3	116-25	115-21	112-17
R2	114-02	114-02	112-09
R1	112-30	112-30	112-01	113-16
PP	111-11	111-11	111-11	111-20
S1	110-07	110-07	111-17	110-25
S2	108-20	108-20	111-09
S3	105-29	107-16	111-01
S4	103-06	104-25	110-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-16	109-25	2-23	2.4%	0-19	0.5%	74%	True	False	884
10	112-16	109-25	2-23	2.4%	0-12	0.3%	74%	True	False	583
20	113-02	109-25	3-09	2.9%	0-14	0.4%	61%	False	False	491
40	113-07	109-25	3-14	3.1%	0-12	0.3%	58%	False	False	318
60	113-07	108-03	5-04	4.6%	0-09	0.2%	72%	False	False	214
80	113-07	106-26	6-13	5.7%	0-07	0.2%	78%	False	False	161
100	113-07	105-12	7-27	7.0%	0-05	0.2%	82%	False	False	129
120	113-07	105-03	8-04	7.3%	0-05	0.1%	82%	False	False	107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	117-18
2.618	115-19
1.618	114-13
1.000	113-22
0.618	113-07
HIGH	112-16
0.618	112-01
0.500	111-29
0.382	111-25
LOW	111-10
0.618	110-19
1.000	110-04
1.618	109-13
2.618	108-07
4.250	106-08

Fisher Pivots for day following 27-Oct-2006
Pivot	1 day	3 day
R1	111-29	111-20
PP	111-28	111-15
S1	111-26	111-10

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

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