ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 30-Apr-2007

Day Change Summary
	Previous	Current
	27-Apr-2007	30-Apr-2007	Change	Change %	Previous Week
Open	110-30	110-30	0-00	0.0%	111-07
High	111-14	111-27	0-13	0.4%	111-29
Low	110-26	110-29	0-03	0.1%	110-26
Close	110-29	111-24	0-27	0.8%	110-29
Range	0-20	0-30	0-10	50.0%	1-03
ATR	0-19	0-20	0-01	4.3%	0-00
Volume	329,739	338,914	9,175	2.8%	1,363,872

Daily Pivots for day following 30-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-10	113-31	112-08
R3	113-12	113-01	112-00
R2	112-14	112-14	111-30
R1	112-03	112-03	111-27	112-08
PP	111-16	111-16	111-16	111-19
S1	111-05	111-05	111-21	111-10
S2	110-18	110-18	111-18
S3	109-20	110-07	111-16
S4	108-22	109-09	111-08

Weekly Pivots for week ending 27-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-16	113-25	111-16
R3	113-13	112-22	111-07
R2	112-10	112-10	111-03
R1	111-19	111-19	111-00	111-13
PP	111-07	111-07	111-07	111-04
S1	110-16	110-16	110-26	110-10
S2	110-04	110-04	110-23
S3	109-01	109-13	110-19
S4	107-30	108-10	110-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-29	110-26	1-03	1.0%	0-20	0.6%	86%	False	False	302,398
10	111-29	110-12	1-17	1.4%	0-20	0.6%	90%	False	False	299,965
20	111-29	110-00	1-29	1.7%	0-18	0.5%	92%	False	False	268,668
40	113-20	110-00	3-20	3.2%	0-20	0.5%	48%	False	False	343,928
60	114-02	109-31	4-03	3.7%	0-21	0.6%	44%	False	False	282,326
80	114-02	109-06	4-28	4.4%	0-19	0.5%	53%	False	False	211,927
100	114-02	109-06	4-28	4.4%	0-18	0.5%	53%	False	False	169,557
120	114-22	109-06	5-16	4.9%	0-16	0.4%	47%	False	False	141,299

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	115-26
2.618	114-10
1.618	113-12
1.000	112-25
0.618	112-14
HIGH	111-27
0.618	111-16
0.500	111-12
0.382	111-08
LOW	110-29
0.618	110-10
1.000	109-31
1.618	109-12
2.618	108-14
4.250	106-30

Fisher Pivots for day following 30-Apr-2007
Pivot	1 day	3 day
R1	111-20	111-20
PP	111-16	111-15
S1	111-12	111-10

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

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