ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 03-Jan-2007

Day Change Summary
	Previous	Current
	02-Jan-2007	03-Jan-2007	Change	Change %	Previous Week
Open	111-15	111-25	0-10	0.3%	112-07
High	111-28	112-09	0-13	0.4%	112-20
Low	111-14	111-18	0-04	0.1%	111-04
Close	111-23	111-30	0-07	0.2%	111-14
Range	0-14	0-23	0-09	64.3%	1-16
ATR	0-22	0-22	0-00	0.2%	0-00
Volume	112,718	318,290	205,572	182.4%	446,204

Daily Pivots for day following 03-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-03	113-23	112-11
R3	113-12	113-00	112-04
R2	112-21	112-21	112-02
R1	112-09	112-09	112-00	112-15
PP	111-30	111-30	111-30	112-00
S1	111-18	111-18	111-28	111-24
S2	111-07	111-07	111-26
S3	110-16	110-27	111-24
S4	109-25	110-04	111-17

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%	0-23	0.6%	54%	False	False	164,135
10	113-06	111-04	2-02	1.8%	0-22	0.6%	39%	False	False	168,029
20	114-29	111-04	3-25	3.4%	0-23	0.6%	21%	False	False	259,850
40	114-30	111-04	3-26	3.4%	0-23	0.6%	21%	False	False	182,970
60	114-30	109-25	5-05	4.6%	0-20	0.6%	42%	False	False	122,248
80	114-30	109-25	5-05	4.6%	0-18	0.5%	42%	False	False	91,737
100	114-30	108-03	6-27	6.1%	0-15	0.4%	56%	False	False	73,392
120	114-30	106-27	8-03	7.2%	0-13	0.4%	63%	False	False	61,160

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	0-04
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-11
2.618	114-05
1.618	113-14
1.000	113-00
0.618	112-23
HIGH	112-09
0.618	112-00
0.500	111-30
0.382	111-27
LOW	111-18
0.618	111-04
1.000	110-27
1.618	110-13
2.618	109-22
4.250	108-16

Fisher Pivots for day following 03-Jan-2007
Pivot	1 day	3 day
R1	111-30	111-28
PP	111-30	111-25
S1	111-30	111-23

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

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