ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 03-Nov-2006

Day Change Summary
	Previous	Current
	02-Nov-2006	03-Nov-2006	Change	Change %	Previous Week
Open	113-01	112-25	-0-08	-0.2%	111-31
High	113-01	112-25	-0-08	-0.2%	113-08
Low	112-22	111-13	-1-09	-1.1%	111-13
Close	112-25	111-18	-1-07	-1.1%	111-18
Range	0-11	1-12	1-01	300.0%	1-27
ATR	0-17	0-19	0-02	11.2%	0-00
Volume	274	1,787	1,513	552.2%	7,573

Daily Pivots for day following 03-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	116-01	115-06	112-10
R3	114-21	113-26	111-30
R2	113-09	113-09	111-26
R1	112-14	112-14	111-22	112-06
PP	111-29	111-29	111-29	111-25
S1	111-02	111-02	111-14	110-26
S2	110-17	110-17	111-10
S3	109-05	109-22	111-06
S4	107-25	108-10	110-26

Weekly Pivots for week ending 03-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	117-19	116-14	112-18
R3	115-24	114-19	112-02
R2	113-29	113-29	111-29
R1	112-24	112-24	111-23	112-13
PP	112-02	112-02	112-02	111-29
S1	110-29	110-29	111-13	110-18
S2	110-07	110-07	111-07
S3	108-12	109-02	111-02
S4	106-17	107-07	110-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-08	111-13	1-27	1.7%	0-23	0.6%	8%	False	True	1,514
10	113-08	109-25	3-15	3.1%	0-21	0.6%	51%	False	False	1,199
20	113-08	109-25	3-15	3.1%	0-15	0.4%	51%	False	False	805
40	113-08	109-25	3-15	3.1%	0-14	0.4%	51%	False	False	504
60	113-08	108-03	5-05	4.6%	0-10	0.3%	67%	False	False	341
80	113-08	106-27	6-13	5.7%	0-08	0.2%	74%	False	False	255
100	113-08	105-12	7-28	7.1%	0-07	0.2%	79%	False	False	204
120	113-08	105-12	7-28	7.1%	0-06	0.2%	79%	False	False	170

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	0-01
Widest range in 207 trading days

Fibonacci Retracements and Extensions
4.250	118-20
2.618	116-12
1.618	115-00
1.000	114-05
0.618	113-20
HIGH	112-25
0.618	112-08
0.500	112-03
0.382	111-30
LOW	111-13
0.618	110-18
1.000	110-01
1.618	109-06
2.618	107-26
4.250	105-18

Fisher Pivots for day following 03-Nov-2006
Pivot	1 day	3 day
R1	112-03	112-10
PP	111-29	112-02
S1	111-24	111-26

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

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