ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 02-Mar-2007

Day Change Summary
	Previous	Current
	01-Mar-2007	02-Mar-2007	Change	Change %	Previous Week
Open	112-24	112-26	0-02	0.1%	111-20
High	113-16	113-12	-0-04	-0.1%	114-02
Low	112-20	112-22	0-02	0.1%	111-20
Close	112-26	113-06	0-12	0.3%	113-06
Range	0-28	0-22	-0-06	-21.4%	2-14
ATR	0-23	0-23	0-00	-0.2%	0-00
Volume	671,747	481,533	-190,214	-28.3%	2,368,380

Daily Pivots for day following 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-05	114-27	113-18
R3	114-15	114-05	113-12
R2	113-25	113-25	113-10
R1	113-15	113-15	113-08	113-20
PP	113-03	113-03	113-03	113-05
S1	112-25	112-25	113-04	112-30
S2	112-13	112-13	113-02
S3	111-23	112-03	113-00
S4	111-01	111-13	112-26

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	120-09	119-05	114-17
R3	117-27	116-23	113-27
R2	115-13	115-13	113-20
R1	114-09	114-09	113-13	114-27
PP	112-31	112-31	112-31	113-08
S1	111-27	111-27	112-31	112-13
S2	110-17	110-17	112-24
S3	108-03	109-13	112-17
S4	105-21	106-31	111-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-02	111-20	2-14	2.2%	1-00	0.9%	64%	False	False	473,676
10	114-02	110-26	3-08	2.9%	0-26	0.7%	73%	False	False	266,633
20	114-02	109-28	4-06	3.7%	0-21	0.6%	79%	False	False	135,034
40	114-02	109-06	4-28	4.3%	0-19	0.5%	82%	False	False	67,871
60	114-22	109-06	5-16	4.9%	0-16	0.5%	73%	False	False	45,270
80	114-22	109-06	5-16	4.9%	0-13	0.4%	73%	False	False	33,955
100	114-22	109-06	5-16	4.9%	0-11	0.3%	73%	False	False	27,164
120	114-22	109-06	5-16	4.9%	0-11	0.3%	73%	False	False	22,637

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-10
2.618	115-06
1.618	114-16
1.000	114-02
0.618	113-26
HIGH	113-12
0.618	113-04
0.500	113-01
0.382	112-30
LOW	112-22
0.618	112-08
1.000	112-00
1.618	111-18
2.618	110-28
4.250	109-24

Fisher Pivots for day following 02-Mar-2007
Pivot	1 day	3 day
R1	113-04	113-04
PP	113-03	113-03
S1	113-01	113-02

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

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