ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 09-Mar-2007

Day Change Summary
	Previous	Current
	08-Mar-2007	09-Mar-2007	Change	Change %	Previous Week
Open	113-18	113-08	-0-10	-0.3%	113-13
High	113-19	113-09	-0-10	-0.3%	113-30
Low	113-02	112-07	-0-27	-0.7%	112-07
Close	113-10	112-14	-0-28	-0.8%	112-14
Range	0-17	1-02	0-17	100.0%	1-23
ATR	0-22	0-23	0-01	4.2%	0-00
Volume	419,421	328,615	-90,806	-21.7%	2,272,352

Daily Pivots for day following 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-27	115-06	113-01
R3	114-25	114-04	112-23
R2	113-23	113-23	112-20
R1	113-02	113-02	112-17	112-28
PP	112-21	112-21	112-21	112-17
S1	112-00	112-00	112-11	111-26
S2	111-19	111-19	112-08
S3	110-17	110-30	112-05
S4	109-15	109-28	111-27

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	118-01	116-30	113-12
R3	116-10	115-07	112-29
R2	114-19	114-19	112-24
R1	113-16	113-16	112-19	113-06
PP	112-28	112-28	112-28	112-22
S1	111-25	111-25	112-09	111-15
S2	111-05	111-05	112-04
S3	109-14	110-02	111-31
S4	107-23	108-11	111-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-30	112-07	1-23	1.5%	0-23	0.6%	13%	False	True	454,470
10	114-02	111-20	2-14	2.2%	0-27	0.8%	33%	False	False	464,073
20	114-02	109-31	4-03	3.6%	0-23	0.7%	60%	False	False	248,248
40	114-02	109-06	4-28	4.3%	0-20	0.6%	67%	False	False	124,653
60	114-02	109-06	4-28	4.3%	0-18	0.5%	67%	False	False	83,142
80	114-22	109-06	5-16	4.9%	0-15	0.4%	59%	False	False	62,359
100	114-22	109-06	5-16	4.9%	0-12	0.3%	59%	False	False	49,887
120	114-22	109-06	5-16	4.9%	0-12	0.3%	59%	False	False	41,573

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

Fibonacci Retracements and Extensions
4.250	117-26
2.618	116-02
1.618	115-00
1.000	114-11
0.618	113-30
HIGH	113-09
0.618	112-28
0.500	112-24
0.382	112-20
LOW	112-07
0.618	111-18
1.000	111-05
1.618	110-16
2.618	109-14
4.250	107-22

Fisher Pivots for day following 09-Mar-2007
Pivot	1 day	3 day
R1	112-24	112-30
PP	112-21	112-24
S1	112-17	112-19

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

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