I only spent about fifteen minutes on it, so it's not perfect in any way, but, here's an example of a segmented knee that only uses a thigh, calf and a standard knee fan bone which have some CP Weighting on them. Of course, everything about this leg could be done a lot better, but I think it illustrates that you could probably get what you're after using CP Weighting, Marcos. However, if the fan bones you are presently using are doing what you want, you could go that route as well.
Hope that helps.
segmented_knee.mov