ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 06-Mar-2007

Day Change Summary
	Previous	Current
	05-Mar-2007	06-Mar-2007	Change	Change %	Previous Week
Open	113-13	113-13	0-00	0.0%	111-20
High	113-30	113-13	-0-17	-0.5%	114-02
Low	113-02	112-30	-0-04	-0.1%	111-20
Close	113-06	113-05	-0-01	0.0%	113-06
Range	0-28	0-15	-0-13	-46.4%	2-14
ATR	0-23	0-23	-0-01	-2.5%	0-00
Volume	482,383	543,444	61,061	12.7%	2,368,380

Daily Pivots for day following 06-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-18	114-11	113-13
R3	114-03	113-28	113-09
R2	113-20	113-20	113-08
R1	113-13	113-13	113-06	113-09
PP	113-05	113-05	113-05	113-04
S1	112-30	112-30	113-04	112-26
S2	112-22	112-22	113-02
S3	112-07	112-15	113-01
S4	111-24	112-00	112-29

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	113-30	112-19	1-11	1.2%	0-24	0.7%	42%	False	False	574,799
10	114-02	110-26	3-08	2.9%	0-27	0.7%	72%	False	False	366,479
20	114-02	109-31	4-03	3.6%	0-22	0.6%	78%	False	False	186,240
40	114-02	109-06	4-28	4.3%	0-18	0.5%	81%	False	False	93,501
60	114-02	109-06	4-28	4.3%	0-17	0.5%	81%	False	False	62,367
80	114-22	109-06	5-16	4.9%	0-14	0.4%	72%	False	False	46,778
100	114-22	109-06	5-16	4.9%	0-11	0.3%	72%	False	False	37,422
120	114-22	109-06	5-16	4.9%	0-11	0.3%	72%	False	False	31,186

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-03
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	115-13
2.618	114-20
1.618	114-05
1.000	113-28
0.618	113-22
HIGH	113-13
0.618	113-07
0.500	113-06
0.382	113-04
LOW	112-30
0.618	112-21
1.000	112-15
1.618	112-06
2.618	111-23
4.250	110-30

Fisher Pivots for day following 06-Mar-2007
Pivot	1 day	3 day
R1	113-06	113-10
PP	113-05	113-08
S1	113-05	113-07

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

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