ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 21-Feb-2007

Day Change Summary
	Previous	Current
	20-Feb-2007	21-Feb-2007	Change	Change %	Previous Week
Open	111-14	111-17	0-03	0.1%	110-13
High	111-20	111-23	0-03	0.1%	111-24
Low	111-05	111-04	-0-01	0.0%	109-31
Close	111-18	111-13	-0-05	-0.1%	111-14
Range	0-15	0-19	0-04	26.7%	1-25
ATR	0-18	0-18	0-00	0.4%	0-00
Volume	26,726	49,428	22,702	84.9%	25,435

Daily Pivots for day following 21-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-06	112-29	111-23
R3	112-19	112-10	111-18
R2	112-00	112-00	111-16
R1	111-23	111-23	111-15	111-18
PP	111-13	111-13	111-13	111-11
S1	111-04	111-04	111-11	110-31
S2	110-26	110-26	111-10
S3	110-07	110-17	111-08
S4	109-20	109-30	111-03

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	110-02	1-22	1.5%	0-21	0.6%	80%	False	False	16,860
10	111-24	109-31	1-25	1.6%	0-18	0.5%	81%	False	False	10,847
20	111-24	109-06	2-18	2.3%	0-18	0.5%	87%	False	False	6,016
40	112-23	109-06	3-17	3.2%	0-16	0.4%	63%	False	False	3,158
60	114-22	109-06	5-16	4.9%	0-14	0.4%	40%	False	False	2,114
80	114-22	109-06	5-16	4.9%	0-11	0.3%	40%	False	False	1,586
100	114-22	109-06	5-16	4.9%	0-10	0.3%	40%	False	False	1,269
120	114-22	109-06	5-16	4.9%	0-09	0.3%	40%	False	False	1,058

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-08
2.618	113-09
1.618	112-22
1.000	112-10
0.618	112-03
HIGH	111-23
0.618	111-16
0.500	111-14
0.382	111-11
LOW	111-04
0.618	110-24
1.000	110-17
1.618	110-05
2.618	109-18
4.250	108-19

Fisher Pivots for day following 21-Feb-2007
Pivot	1 day	3 day
R1	111-14	111-14
PP	111-13	111-14
S1	111-13	111-13

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

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