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Two-way finite state transducers are considered with a fixed number of pebbles, of which the life times are nested. In the deterministic case, the transductions computed by such pebble transducers are closed under composition, and they can be realized by the composition of one-pebble transducers. The ranges of the k-pebble transducers form a hierarchy with respect to k, their finiteness problem is decidable, and they can be generated by compositions of k macro tree transducers. Related results hold in the nondeterministic case.