ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 04-Apr-2007

Day Change Summary
	Previous	Current
	03-Apr-2007	04-Apr-2007	Change	Change %	Previous Week
Open	111-11	111-06	-0-05	-0.1%	111-26
High	111-13	111-18	0-05	0.1%	112-11
Low	111-04	111-03	-0-01	0.0%	111-04
Close	111-06	111-09	0-03	0.1%	111-08
Range	0-09	0-15	0-06	66.7%	1-07
ATR	0-21	0-20	0-00	-1.9%	0-00
Volume	242,298	241,328	-970	-0.4%	1,836,345

Daily Pivots for day following 04-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	112-23	112-15	111-17
R3	112-08	112-00	111-13
R2	111-25	111-25	111-12
R1	111-17	111-17	111-10	111-21
PP	111-10	111-10	111-10	111-12
S1	111-02	111-02	111-08	111-06
S2	110-27	110-27	111-06
S3	110-12	110-19	111-05
S4	109-29	110-04	111-01

Weekly Pivots for week ending 30-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-07	114-15	111-29
R3	114-00	113-08	111-19
R2	112-25	112-25	111-15
R1	112-01	112-01	111-12	111-26
PP	111-18	111-18	111-18	111-15
S1	110-26	110-26	111-04	110-18
S2	110-11	110-11	111-01
S3	109-04	109-19	110-29
S4	107-29	108-12	110-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-00	111-03	0-29	0.8%	0-15	0.4%	21%	False	True	388,284
10	112-25	111-03	1-22	1.5%	0-19	0.5%	11%	False	True	394,068
20	113-19	111-03	2-16	2.2%	0-21	0.6%	8%	False	True	391,272
40	114-02	109-31	4-03	3.7%	0-21	0.6%	32%	False	False	301,194
60	114-02	109-06	4-28	4.4%	0-19	0.5%	43%	False	False	201,063
80	114-02	109-06	4-28	4.4%	0-18	0.5%	43%	False	False	150,824
100	114-22	109-06	5-16	4.9%	0-15	0.4%	38%	False	False	120,662
120	114-22	109-06	5-16	4.9%	0-13	0.4%	38%	False	False	100,551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-18
2.618	112-25
1.618	112-10
1.000	112-01
0.618	111-27
HIGH	111-18
0.618	111-12
0.500	111-10
0.382	111-09
LOW	111-03
0.618	110-26
1.000	110-20
1.618	110-11
2.618	109-28
4.250	109-03

Fisher Pivots for day following 04-Apr-2007
Pivot	1 day	3 day
R1	111-10	111-10
PP	111-10	111-10
S1	111-10	111-10

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

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