ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 06-Nov-2006

Day Change Summary
	Previous	Current
	03-Nov-2006	06-Nov-2006	Change	Change %	Previous Week
Open	112-25	111-15	-1-10	-1.2%	111-31
High	112-25	111-24	-1-01	-0.9%	113-08
Low	111-13	111-13	0-00	0.0%	111-13
Close	111-18	111-22	0-04	0.1%	111-18
Range	1-12	0-11	-1-01	-75.0%	1-27
ATR	0-19	0-18	-0-01	-3.0%	0-00
Volume	1,787	463	-1,324	-74.1%	7,573

Daily Pivots for day following 06-Nov-2006
	Classic	Woodie	Camarilla	DeMark
R4	112-21	112-16	111-28
R3	112-10	112-05	111-25
R2	111-31	111-31	111-24
R1	111-26	111-26	111-23	111-28
PP	111-20	111-20	111-20	111-21
S1	111-15	111-15	111-21	111-18
S2	111-09	111-09	111-20
S3	110-30	111-04	111-19
S4	110-19	110-25	111-16

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	0.7%	15%	False	True	1,445
10	113-08	109-31	3-09	2.9%	0-20	0.6%	52%	False	False	1,085
20	113-08	109-25	3-15	3.1%	0-15	0.4%	55%	False	False	809
40	113-08	109-25	3-15	3.1%	0-14	0.4%	55%	False	False	516
60	113-08	108-03	5-05	4.6%	0-11	0.3%	70%	False	False	348
80	113-08	106-27	6-13	5.7%	0-08	0.2%	76%	False	False	261
100	113-08	105-12	7-28	7.1%	0-07	0.2%	80%	False	False	209
120	113-08	105-12	7-28	7.1%	0-06	0.2%	80%	False	False	174

Crabel Price Patterns
NR	True
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	0-01
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-07
2.618	112-21
1.618	112-10
1.000	112-03
0.618	111-31
HIGH	111-24
0.618	111-20
0.500	111-18
0.382	111-17
LOW	111-13
0.618	111-06
1.000	111-02
1.618	110-27
2.618	110-16
4.250	109-30

Fisher Pivots for day following 06-Nov-2006
Pivot	1 day	3 day
R1	111-21	112-07
PP	111-20	112-01
S1	111-18	111-28

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

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