ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 23-Feb-2007

Day Change Summary
	Previous	Current
	22-Feb-2007	23-Feb-2007	Change	Change %	Previous Week
Open	111-12	110-31	-0-13	-0.4%	111-14
High	111-13	111-25	0-12	0.3%	111-25
Low	110-26	110-30	0-04	0.1%	110-26
Close	111-00	111-18	0-18	0.5%	111-18
Range	0-19	0-27	0-08	42.1%	0-31
ATR	0-18	0-19	0-01	3.5%	0-00
Volume	109,178	111,984	2,806	2.6%	297,316

Daily Pivots for day following 23-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-31	113-19	112-01
R3	113-04	112-24	111-25
R2	112-09	112-09	111-23
R1	111-29	111-29	111-20	112-03
PP	111-14	111-14	111-14	111-16
S1	111-02	111-02	111-16	111-08
S2	110-19	110-19	111-13
S3	109-24	110-07	111-11
S4	108-29	109-12	111-03

Weekly Pivots for week ending 23-Feb-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-09	113-29	112-03
R3	113-10	112-30	111-27
R2	112-11	112-11	111-24
R1	111-31	111-31	111-21	112-05
PP	111-12	111-12	111-12	111-16
S1	111-00	111-00	111-15	111-06
S2	110-13	110-13	111-12
S3	109-14	110-01	111-09
S4	108-15	109-02	111-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-25	110-26	0-31	0.9%	0-19	0.5%	77%	True	False	59,590
10	111-25	109-31	1-26	1.6%	0-20	0.5%	88%	True	False	32,423
20	111-25	109-06	2-19	2.3%	0-19	0.5%	92%	True	False	16,990
40	112-23	109-06	3-17	3.2%	0-17	0.5%	67%	False	False	8,685
60	114-22	109-06	5-16	4.9%	0-14	0.4%	43%	False	False	5,800
80	114-22	109-06	5-16	4.9%	0-11	0.3%	43%	False	False	4,350
100	114-22	109-06	5-16	4.9%	0-10	0.3%	43%	False	False	3,480
120	114-22	109-06	5-16	4.9%	0-09	0.3%	43%	False	False	2,901

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	115-12
2.618	114-00
1.618	113-05
1.000	112-20
0.618	112-10
HIGH	111-25
0.618	111-15
0.500	111-12
0.382	111-08
LOW	110-30
0.618	110-13
1.000	110-03
1.618	109-18
2.618	108-23
4.250	107-11

Fisher Pivots for day following 23-Feb-2007
Pivot	1 day	3 day
R1	111-16	111-15
PP	111-14	111-12
S1	111-12	111-10

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

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