ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 02-Jan-2007

Day Change Summary
	Previous	Current
	29-Dec-2006	02-Jan-2007	Change	Change %	Previous Week
Open	111-17	111-15	-0-02	-0.1%	112-07
High	111-23	111-28	0-05	0.1%	112-20
Low	111-05	111-14	0-09	0.3%	111-04
Close	111-14	111-23	0-09	0.3%	111-14
Range	0-18	0-14	-0-04	-22.2%	1-16
ATR	0-23	0-22	-0-01	-2.8%	0-00
Volume	93,605	112,718	19,113	20.4%	446,204

Daily Pivots for day following 02-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-00	112-25	111-31
R3	112-18	112-11	111-27
R2	112-04	112-04	111-26
R1	111-29	111-29	111-24	112-00
PP	111-22	111-22	111-22	111-23
S1	111-15	111-15	111-22	111-18
S2	111-08	111-08	111-20
S3	110-26	111-01	111-19
S4	110-12	110-19	111-15

Weekly Pivots for week ending 29-Dec-2006
	Classic	Woodie	Camarilla	DeMark
R4	116-07	115-11	112-08
R3	114-23	113-27	111-27
R2	113-07	113-07	111-23
R1	112-11	112-11	111-18	112-01
PP	111-23	111-23	111-23	111-18
S1	110-27	110-27	111-10	110-17
S2	110-07	110-07	111-05
S3	108-23	109-11	111-01
S4	107-07	107-27	110-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-20	111-04	1-16	1.3%	0-21	0.6%	40%	False	False	111,784
10	113-06	111-04	2-02	1.8%	0-21	0.6%	29%	False	False	155,570
20	114-29	111-04	3-25	3.4%	0-23	0.6%	16%	False	False	257,574
40	114-30	111-04	3-26	3.4%	0-23	0.7%	16%	False	False	175,057
60	114-30	109-25	5-05	4.6%	0-20	0.6%	38%	False	False	116,950
80	114-30	109-25	5-05	4.6%	0-18	0.5%	38%	False	False	87,759
100	114-30	108-03	6-27	6.1%	0-15	0.4%	53%	False	False	70,209
120	114-30	106-27	8-03	7.2%	0-13	0.4%	60%	False	False	58,508

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113-24
2.618	113-01
1.618	112-19
1.000	112-10
0.618	112-05
HIGH	111-28
0.618	111-23
0.500	111-21
0.382	111-19
LOW	111-14
0.618	111-05
1.000	111-00
1.618	110-23
2.618	110-09
4.250	109-18

Fisher Pivots for day following 02-Jan-2007
Pivot	1 day	3 day
R1	111-22	111-22
PP	111-22	111-21
S1	111-21	111-20

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

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