ECBOT 30 Year Treasury Bond Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Mar-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Mar-2007 | 
                    29-Mar-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        111-27 | 
                        111-19 | 
                        -0-08 | 
                        -0.2% | 
                        112-26 | 
                     
                    
                        | High | 
                        112-08 | 
                        111-22 | 
                        -0-18 | 
                        -0.5% | 
                        113-03 | 
                     
                    
                        | Low | 
                        111-14 | 
                        111-10 | 
                        -0-04 | 
                        -0.1% | 
                        111-24 | 
                     
                    
                        | Close | 
                        111-19 | 
                        111-18 | 
                        -0-01 | 
                        0.0% | 
                        111-27 | 
                     
                    
                        | Range | 
                        0-26 | 
                        0-12 | 
                        -0-14 | 
                        -53.8% | 
                        1-11 | 
                     
                    
                        | ATR | 
                        0-23 | 
                        0-22 | 
                        -0-01 | 
                        -3.4% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        365,708 | 
                        528,799 | 
                        163,091 | 
                        44.6% | 
                        1,840,261 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Mar-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                112-21 | 
                112-15 | 
                111-25 | 
                 | 
             
            
                | R3 | 
                112-09 | 
                112-03 | 
                111-21 | 
                 | 
             
            
                | R2 | 
                111-29 | 
                111-29 | 
                111-20 | 
                 | 
             
            
                | R1 | 
                111-23 | 
                111-23 | 
                111-19 | 
                111-20 | 
             
            
                | PP | 
                111-17 | 
                111-17 | 
                111-17 | 
                111-15 | 
             
            
                | S1 | 
                111-11 | 
                111-11 | 
                111-17 | 
                111-08 | 
             
            
                | S2 | 
                111-05 | 
                111-05 | 
                111-16 | 
                 | 
             
            
                | S3 | 
                110-25 | 
                110-31 | 
                111-15 | 
                 | 
             
            
                | S4 | 
                110-13 | 
                110-19 | 
                111-11 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Mar-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                116-08 | 
                115-13 | 
                112-19 | 
                 | 
             
            
                | R3 | 
                114-29 | 
                114-02 | 
                112-07 | 
                 | 
             
            
                | R2 | 
                113-18 | 
                113-18 | 
                112-03 | 
                 | 
             
            
                | R1 | 
                112-23 | 
                112-23 | 
                111-31 | 
                112-15 | 
             
            
                | PP | 
                112-07 | 
                112-07 | 
                112-07 | 
                112-04 | 
             
            
                | S1 | 
                111-12 | 
                111-12 | 
                111-23 | 
                111-04 | 
             
            
                | S2 | 
                110-28 | 
                110-28 | 
                111-19 | 
                 | 
             
            
                | S3 | 
                109-17 | 
                110-01 | 
                111-15 | 
                 | 
             
            
                | S4 | 
                108-06 | 
                108-22 | 
                111-03 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                112-11 | 
                111-10 | 
                1-01 | 
                0.9% | 
                0-19 | 
                0.5% | 
                24% | 
                False | 
                True | 
                403,457 | 
                 
                
                | 10 | 
                113-03 | 
                111-10 | 
                1-25 | 
                1.6% | 
                0-21 | 
                0.6% | 
                14% | 
                False | 
                True | 
                374,285 | 
                 
                
                | 20 | 
                113-30 | 
                111-10 | 
                2-20 | 
                2.4% | 
                0-22 | 
                0.6% | 
                10% | 
                False | 
                True | 
                420,934 | 
                 
                
                | 40 | 
                114-02 | 
                109-28 | 
                4-06 | 
                3.8% | 
                0-22 | 
                0.6% | 
                40% | 
                False | 
                False | 
                265,970 | 
                 
                
                | 60 | 
                114-02 | 
                109-06 | 
                4-28 | 
                4.4% | 
                0-20 | 
                0.6% | 
                49% | 
                False | 
                False | 
                177,543 | 
                 
                
                | 80 | 
                114-22 | 
                109-06 | 
                5-16 | 
                4.9% | 
                0-18 | 
                0.5% | 
                43% | 
                False | 
                False | 
                133,168 | 
                 
                
                | 100 | 
                114-22 | 
                109-06 | 
                5-16 | 
                4.9% | 
                0-15 | 
                0.4% | 
                43% | 
                False | 
                False | 
                106,535 | 
                 
                
                | 120 | 
                114-22 | 
                109-06 | 
                5-16 | 
                4.9% | 
                0-13 | 
                0.4% | 
                43% | 
                False | 
                False | 
                88,780 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            113-09 | 
         
        
            | 
2.618             | 
            112-21 | 
         
        
            | 
1.618             | 
            112-09 | 
         
        
            | 
1.000             | 
            112-02 | 
         
        
            | 
0.618             | 
            111-29 | 
         
        
            | 
HIGH             | 
            111-22 | 
         
        
            | 
0.618             | 
            111-17 | 
         
        
            | 
0.500             | 
            111-16 | 
         
        
            | 
0.382             | 
            111-15 | 
         
        
            | 
LOW             | 
            111-10 | 
         
        
            | 
0.618             | 
            111-03 | 
         
        
            | 
1.000             | 
            110-30 | 
         
        
            | 
1.618             | 
            110-23 | 
         
        
            | 
2.618             | 
            110-11 | 
         
        
            | 
4.250             | 
            109-23 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Mar-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111-17 | 
                                111-25 | 
                             
                            
                                | PP | 
                                111-17 | 
                                111-23 | 
                             
                            
                                | S1 | 
                                111-16 | 
                                111-20 | 
                             
             
         |