ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 01-Mar-2007

Day Change Summary
	Previous	Current
	28-Feb-2007	01-Mar-2007	Change	Change %	Previous Week
Open	113-13	112-24	-0-21	-0.6%	111-14
High	113-14	113-16	0-02	0.1%	111-25
Low	112-19	112-20	0-01	0.0%	110-26
Close	112-30	112-26	-0-04	-0.1%	111-18
Range	0-27	0-28	0-01	3.7%	0-31
ATR	0-22	0-23	0-00	1.8%	0-00
Volume	694,892	671,747	-23,145	-3.3%	297,316

Daily Pivots for day following 01-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-19	115-03	113-09
R3	114-23	114-07	113-02
R2	113-27	113-27	112-31
R1	113-11	113-11	112-29	113-19
PP	112-31	112-31	112-31	113-04
S1	112-15	112-15	112-23	112-23
S2	112-03	112-03	112-21
S3	111-07	111-19	112-18
S4	110-11	110-23	112-11

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	114-02	110-30	3-04	2.8%	1-01	0.9%	60%	False	False	399,766
10	114-02	110-22	3-12	3.0%	0-26	0.7%	63%	False	False	219,005
20	114-02	109-28	4-06	3.7%	0-22	0.6%	70%	False	False	111,007
40	114-02	109-06	4-28	4.3%	0-19	0.5%	74%	False	False	55,847
60	114-22	109-06	5-16	4.9%	0-16	0.5%	66%	False	False	37,246
80	114-22	109-06	5-16	4.9%	0-13	0.4%	66%	False	False	27,936
100	114-22	109-06	5-16	4.9%	0-11	0.3%	66%	False	False	22,349
120	114-22	109-06	5-16	4.9%	0-10	0.3%	66%	False	False	18,624

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-07
2.618	115-25
1.618	114-29
1.000	114-12
0.618	114-01
HIGH	113-16
0.618	113-05
0.500	113-02
0.382	112-31
LOW	112-20
0.618	112-03
1.000	111-24
1.618	111-07
2.618	110-11
4.250	108-29

Fisher Pivots for day following 01-Mar-2007
Pivot	1 day	3 day
R1	113-02	113-03
PP	112-31	113-00
S1	112-29	112-29

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

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