ECBOT 30 Year Treasury Bond Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-May-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-May-2007 | 
                    02-May-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        111-25 | 
                        111-23 | 
                        -0-02 | 
                        -0.1% | 
                        111-07 | 
                     
                    
                        | High | 
                        112-01 | 
                        111-29 | 
                        -0-04 | 
                        -0.1% | 
                        111-29 | 
                     
                    
                        | Low | 
                        111-12 | 
                        111-17 | 
                        0-05 | 
                        0.1% | 
                        110-26 | 
                     
                    
                        | Close | 
                        111-23 | 
                        111-23 | 
                        0-00 | 
                        0.0% | 
                        110-29 | 
                     
                    
                        | Range | 
                        0-21 | 
                        0-12 | 
                        -0-09 | 
                        -42.9% | 
                        1-03 | 
                     
                    
                        | ATR | 
                        0-20 | 
                        0-19 | 
                        -0-01 | 
                        -2.8% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        354,808 | 
                        385,045 | 
                        30,237 | 
                        8.5% | 
                        1,363,872 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-May-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                112-27 | 
                112-21 | 
                111-30 | 
                 | 
             
            
                | R3 | 
                112-15 | 
                112-09 | 
                111-26 | 
                 | 
             
            
                | R2 | 
                112-03 | 
                112-03 | 
                111-25 | 
                 | 
             
            
                | R1 | 
                111-29 | 
                111-29 | 
                111-24 | 
                111-29 | 
             
            
                | PP | 
                111-23 | 
                111-23 | 
                111-23 | 
                111-23 | 
             
            
                | S1 | 
                111-17 | 
                111-17 | 
                111-22 | 
                111-17 | 
             
            
                | S2 | 
                111-11 | 
                111-11 | 
                111-21 | 
                 | 
             
            
                | S3 | 
                110-31 | 
                111-05 | 
                111-20 | 
                 | 
             
            
                | S4 | 
                110-19 | 
                110-25 | 
                111-16 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                112-01 | 
                110-26 | 
                1-07 | 
                1.1% | 
                0-21 | 
                0.6% | 
                74% | 
                False | 
                False | 
                339,560 | 
                 
                
                | 10 | 
                112-01 | 
                110-26 | 
                1-07 | 
                1.1% | 
                0-19 | 
                0.5% | 
                74% | 
                False | 
                False | 
                305,815 | 
                 
                
                | 20 | 
                112-01 | 
                110-00 | 
                2-01 | 
                1.8% | 
                0-18 | 
                0.5% | 
                85% | 
                False | 
                False | 
                281,480 | 
                 
                
                | 40 | 
                113-19 | 
                110-00 | 
                3-19 | 
                3.2% | 
                0-20 | 
                0.5% | 
                48% | 
                False | 
                False | 
                336,376 | 
                 
                
                | 60 | 
                114-02 | 
                109-31 | 
                4-03 | 
                3.7% | 
                0-20 | 
                0.6% | 
                43% | 
                False | 
                False | 
                294,623 | 
                 
                
                | 80 | 
                114-02 | 
                109-06 | 
                4-28 | 
                4.4% | 
                0-19 | 
                0.5% | 
                52% | 
                False | 
                False | 
                221,167 | 
                 
                
                | 100 | 
                114-02 | 
                109-06 | 
                4-28 | 
                4.4% | 
                0-18 | 
                0.5% | 
                52% | 
                False | 
                False | 
                176,955 | 
                 
                
                | 120 | 
                114-22 | 
                109-06 | 
                5-16 | 
                4.9% | 
                0-16 | 
                0.4% | 
                46% | 
                False | 
                False | 
                147,465 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            113-16 | 
         
        
            | 
2.618             | 
            112-28 | 
         
        
            | 
1.618             | 
            112-16 | 
         
        
            | 
1.000             | 
            112-09 | 
         
        
            | 
0.618             | 
            112-04 | 
         
        
            | 
HIGH             | 
            111-29 | 
         
        
            | 
0.618             | 
            111-24 | 
         
        
            | 
0.500             | 
            111-23 | 
         
        
            | 
0.382             | 
            111-22 | 
         
        
            | 
LOW             | 
            111-17 | 
         
        
            | 
0.618             | 
            111-10 | 
         
        
            | 
1.000             | 
            111-05 | 
         
        
            | 
1.618             | 
            110-30 | 
         
        
            | 
2.618             | 
            110-18 | 
         
        
            | 
4.250             | 
            109-30 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-May-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111-23 | 
                                111-20 | 
                             
                            
                                | PP | 
                                111-23 | 
                                111-18 | 
                             
                            
                                | S1 | 
                                111-23 | 
                                111-15 | 
                             
             
         |