ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 31-Oct-2006

Day Change Summary
	Previous	Current
	30-Oct-2006	31-Oct-2006	Change	Change %	Previous Week
Open	111-31	111-27	-0-04	-0.1%	110-06
High	111-31	112-21	0-22	0.6%	112-16
Low	111-22	111-27	0-05	0.1%	109-25
Close	111-27	112-20	0-25	0.7%	111-25
Range	0-09	0-26	0-17	188.9%	2-23
ATR	0-16	0-17	0-01	4.4%	0-00
Volume	809	1,766	957	118.3%	4,422

Daily Pivots for day following 31-Oct-2006
	Classic	Woodie	Camarilla	DeMark
R4	114-26	114-17	113-02
R3	114-00	113-23	112-27
R2	113-06	113-06	112-25
R1	112-29	112-29	112-22	113-02
PP	112-12	112-12	112-12	112-14
S1	112-03	112-03	112-18	112-08
S2	111-18	111-18	112-15
S3	110-24	111-09	112-13
S4	109-30	110-15	112-06

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	112-21	110-03	2-18	2.3%	0-22	0.6%	99%	True	False	1,039
10	112-21	109-25	2-28	2.6%	0-14	0.4%	99%	True	False	764
20	113-02	109-25	3-09	2.9%	0-15	0.4%	87%	False	False	605
40	113-07	109-25	3-14	3.1%	0-13	0.3%	83%	False	False	382
60	113-07	108-03	5-04	4.6%	0-09	0.3%	88%	False	False	257
80	113-07	106-27	6-12	5.7%	0-07	0.2%	91%	False	False	193
100	113-07	105-12	7-27	7.0%	0-06	0.2%	92%	False	False	154
120	113-07	105-03	8-04	7.2%	0-05	0.1%	93%	False	False	129

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-04
2.618	114-25
1.618	113-31
1.000	113-15
0.618	113-05
HIGH	112-21
0.618	112-11
0.500	112-08
0.382	112-05
LOW	111-27
0.618	111-11
1.000	111-01
1.618	110-17
2.618	109-23
4.250	108-12

Fisher Pivots for day following 31-Oct-2006
Pivot	1 day	3 day
R1	112-16	112-13
PP	112-12	112-06
S1	112-08	112-00

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

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