ECBOT 30 Year Treasury Bond Future June 2007

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

Day Change Summary
	Previous	Current
	03-May-2007	04-May-2007	Change	Change %	Previous Week
Open	111-24	111-14	-0-10	-0.3%	110-30
High	112-02	111-30	-0-04	-0.1%	112-02
Low	111-07	110-15	-0-24	-0.7%	110-15
Close	111-14	111-27	0-13	0.4%	111-27
Range	0-27	1-15	0-20	74.1%	1-19
ATR	0-20	0-22	0-02	9.9%	0-00
Volume	269,482	375,773	106,291	39.4%	1,724,022

Daily Pivots for day following 04-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-26	115-10	112-21
R3	114-11	113-27	112-08
R2	112-28	112-28	112-04
R1	112-12	112-12	111-31	112-20
PP	111-13	111-13	111-13	111-18
S1	110-29	110-29	111-23	111-05
S2	109-30	109-30	111-18
S3	108-15	109-14	111-14
S4	107-00	107-31	111-01

Weekly Pivots for week ending 04-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	116-08	115-20	112-23
R3	114-21	114-01	112-09
R2	113-02	113-02	112-04
R1	112-14	112-14	112-00	112-24
PP	111-15	111-15	111-15	111-20
S1	110-27	110-27	111-22	111-05
S2	109-28	109-28	111-18
S3	108-09	109-08	111-13
S4	106-22	107-21	110-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-02	110-15	1-19	1.4%	0-27	0.8%	86%	False	True	344,804
10	112-02	110-15	1-19	1.4%	0-23	0.6%	86%	False	True	308,789
20	112-02	110-02	2-00	1.8%	0-20	0.6%	89%	False	False	288,271
40	113-19	110-00	3-19	3.2%	0-20	0.6%	51%	False	False	333,806
60	114-02	109-31	4-03	3.7%	0-21	0.6%	46%	False	False	305,287
80	114-02	109-06	4-28	4.4%	0-20	0.6%	54%	False	False	229,230
100	114-02	109-06	4-28	4.4%	0-19	0.5%	54%	False	False	183,407
120	114-22	109-06	5-16	4.9%	0-17	0.5%	48%	False	False	152,842

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	0-06
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	118-06
2.618	115-25
1.618	114-10
1.000	113-13
0.618	112-27
HIGH	111-30
0.618	111-12
0.500	111-06
0.382	111-01
LOW	110-15
0.618	109-18
1.000	109-00
1.618	108-03
2.618	106-20
4.250	104-07

Fisher Pivots for day following 04-May-2007
Pivot	1 day	3 day
R1	111-20	111-21
PP	111-13	111-15
S1	111-06	111-08

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

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