On Kernel 2.6.33.4 I get this from /proc/net/ip_conntrack:

tcp 6 431557 ESTABLISHED src=X.X.X.X dst=X.X.X.X sport=44242 dport=993 packets=128 bytes=9267 src=X.X.X.X dst=X.X.X.X sport=993 dport=44242 packets=85 bytes=53950 [ASSURED] mark=0 use=2

On Kernel 2.6.36.2 I get this from that same file:

tcp 6 431665 ESTABLISHED src=X.X.X.X dst=X.X.X.X sport=4640 dport=8082 src=X.X.X.X dst=X.X.X.X sport=8082 dport=4640 [ASSURED] mark=0 use=2

It's missing the data on bytes and packets transmitted through that particular connection. I had written a program that uses this information. Was this pulled out of the kernel on purpose or did I miss some option when compiling the new kernel for my box?

If your firewall rule set under 2.6.33.4 is exactly the same as it is under 2.6.36.2, then if the output of running iptables with the list, (numerical,) verbose and exact options still shows per-rule packet counters then the information must reside elsewhere (no idea). Does it show packet counters?