ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 16-Feb-2007

Day Change Summary
	Previous	Current
	15-Feb-2007	16-Feb-2007	Change	Change %	Previous Week
Open	110-24	111-07	0-15	0.4%	110-13
High	111-15	111-24	0-09	0.3%	111-24
Low	110-22	111-07	0-17	0.5%	109-31
Close	111-08	111-14	0-06	0.2%	111-14
Range	0-25	0-17	-0-08	-32.0%	1-25
ATR	0-18	0-18	0-00	-0.5%	0-00
Volume	5,255	638	-4,617	-87.9%	25,435

Daily Pivots for day following 16-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-02	112-25	111-23
R3	112-17	112-08	111-19
R2	112-00	112-00	111-17
R1	111-23	111-23	111-16	111-28
PP	111-15	111-15	111-15	111-17
S1	111-06	111-06	111-12	111-10
S2	110-30	110-30	111-11
S3	110-13	110-21	111-09
S4	109-28	110-04	111-05

Weekly Pivots for week ending 16-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	116-13	115-22	112-13
R3	114-20	113-29	111-30
R2	112-27	112-27	111-24
R1	112-04	112-04	111-19	112-16
PP	111-02	111-02	111-02	111-07
S1	110-11	110-11	111-09	110-22
S2	109-09	109-09	111-04
S3	107-16	108-18	110-30
S4	105-23	106-25	110-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-24	109-31	1-25	1.6%	0-19	0.5%	82%	True	False	5,087
10	111-24	109-31	1-25	1.6%	0-18	0.5%	82%	True	False	3,438
20	111-24	109-06	2-18	2.3%	0-19	0.5%	88%	True	False	2,245
40	112-30	109-06	3-24	3.4%	0-15	0.4%	60%	False	False	1,256
60	114-22	109-06	5-16	4.9%	0-14	0.4%	41%	False	False	845
80	114-22	109-06	5-16	4.9%	0-10	0.3%	41%	False	False	634
100	114-22	109-06	5-16	4.9%	0-09	0.3%	41%	False	False	507
120	114-22	109-06	5-16	4.9%	0-09	0.2%	41%	False	False	423

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-02
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-00
2.618	113-05
1.618	112-20
1.000	112-09
0.618	112-03
HIGH	111-24
0.618	111-18
0.500	111-16
0.382	111-13
LOW	111-07
0.618	110-28
1.000	110-22
1.618	110-11
2.618	109-26
4.250	108-31

Fisher Pivots for day following 16-Feb-2007
Pivot	1 day	3 day
R1	111-16	111-08
PP	111-15	111-03
S1	111-14	110-29

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

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