ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 26-Dec-2006

Day Change Summary
	Previous	Current
	22-Dec-2006	26-Dec-2006	Change	Change %	Previous Week
Open	113-00	112-07	-0-25	-0.7%	112-21
High	113-03	112-19	-0-16	-0.4%	113-06
Low	112-05	112-05	0-00	0.0%	112-05
Close	112-06	112-15	0-09	0.3%	112-06
Range	0-30	0-14	-0-16	-53.3%	1-01
ATR	0-23	0-22	-0-01	-2.8%	0-00
Volume	209,521	56,536	-152,985	-73.0%	996,780

Daily Pivots for day following 26-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	113-23	113-17	112-23
R3	113-09	113-03	112-19
R2	112-27	112-27	112-18
R1	112-21	112-21	112-16	112-24
PP	112-13	112-13	112-13	112-14
S1	112-07	112-07	112-14	112-10
S2	111-31	111-31	112-12
S3	111-17	111-25	112-11
S4	111-03	111-11	112-07

Weekly Pivots for week ending 22-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	115-19	114-30	112-24
R3	114-18	113-29	112-15
R2	113-17	113-17	112-12
R1	112-28	112-28	112-09	112-22
PP	112-16	112-16	112-16	112-14
S1	111-27	111-27	112-03	111-21
S2	111-15	111-15	112-00
S3	110-14	110-26	111-29
S4	109-13	109-25	111-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-06	112-05	1-01	0.9%	0-20	0.6%	30%	False	True	171,924
10	114-06	112-05	2-01	1.8%	0-24	0.7%	15%	False	True	260,784
20	114-30	112-05	2-25	2.5%	0-23	0.6%	11%	False	True	305,340
40	114-30	111-13	3-17	3.1%	0-23	0.6%	30%	False	False	162,642
60	114-30	109-25	5-05	4.6%	0-20	0.6%	52%	False	False	108,592
80	114-30	109-25	5-05	4.6%	0-17	0.5%	52%	False	False	81,480
100	114-30	108-03	6-27	6.1%	0-14	0.4%	64%	False	False	65,186
120	114-30	106-26	8-04	7.2%	0-12	0.3%	70%	False	False	54,321

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	0-05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-14
2.618	113-24
1.618	113-10
1.000	113-01
0.618	112-28
HIGH	112-19
0.618	112-14
0.500	112-12
0.382	112-10
LOW	112-05
0.618	111-28
1.000	111-23
1.618	111-14
2.618	111-00
4.250	110-10

Fisher Pivots for day following 26-Dec-2006
Pivot	1 day	3 day
R1	112-14	112-22
PP	112-13	112-19
S1	112-12	112-17

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

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