ECBOT 30 Year Treasury Bond Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-May-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-May-2007 | 
                    11-May-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        111-12 | 
                        111-19 | 
                        0-07 | 
                        0.2% | 
                        111-26 | 
                     
                    
                        | High | 
                        111-22 | 
                        112-01 | 
                        0-11 | 
                        0.3% | 
                        112-10 | 
                     
                    
                        | Low | 
                        111-06 | 
                        111-06 | 
                        0-00 | 
                        0.0% | 
                        111-06 | 
                     
                    
                        | Close | 
                        111-18 | 
                        111-10 | 
                        -0-08 | 
                        -0.2% | 
                        111-10 | 
                     
                    
                        | Range | 
                        0-16 | 
                        0-27 | 
                        0-11 | 
                        68.8% | 
                        1-04 | 
                     
                    
                        | ATR | 
                        0-20 | 
                        0-21 | 
                        0-00 | 
                        2.3% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        230,921 | 
                        400,139 | 
                        169,218 | 
                        73.3% | 
                        1,494,772 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-May-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114-01 | 
                113-17 | 
                111-25 | 
                 | 
             
            
                | R3 | 
                113-06 | 
                112-22 | 
                111-17 | 
                 | 
             
            
                | R2 | 
                112-11 | 
                112-11 | 
                111-15 | 
                 | 
             
            
                | R1 | 
                111-27 | 
                111-27 | 
                111-12 | 
                111-22 | 
             
            
                | PP | 
                111-16 | 
                111-16 | 
                111-16 | 
                111-14 | 
             
            
                | S1 | 
                111-00 | 
                111-00 | 
                111-08 | 
                110-26 | 
             
            
                | S2 | 
                110-21 | 
                110-21 | 
                111-05 | 
                 | 
             
            
                | S3 | 
                109-26 | 
                110-05 | 
                111-03 | 
                 | 
             
            
                | S4 | 
                108-31 | 
                109-10 | 
                110-27 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-May-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                114-31 | 
                114-09 | 
                111-30 | 
                 | 
             
            
                | R3 | 
                113-27 | 
                113-05 | 
                111-20 | 
                 | 
             
            
                | R2 | 
                112-23 | 
                112-23 | 
                111-17 | 
                 | 
             
            
                | R1 | 
                112-01 | 
                112-01 | 
                111-13 | 
                111-26 | 
             
            
                | PP | 
                111-19 | 
                111-19 | 
                111-19 | 
                111-16 | 
             
            
                | S1 | 
                110-29 | 
                110-29 | 
                111-07 | 
                110-22 | 
             
            
                | S2 | 
                110-15 | 
                110-15 | 
                111-03 | 
                 | 
             
            
                | S3 | 
                109-11 | 
                109-25 | 
                111-00 | 
                 | 
             
            
                | S4 | 
                108-07 | 
                108-21 | 
                110-22 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                112-10 | 
                111-06 | 
                1-04 | 
                1.0% | 
                0-19 | 
                0.5% | 
                11% | 
                False | 
                True | 
                298,954 | 
                 
                
                | 10 | 
                112-10 | 
                110-15 | 
                1-27 | 
                1.7% | 
                0-23 | 
                0.7% | 
                46% | 
                False | 
                False | 
                321,879 | 
                 
                
                | 20 | 
                112-10 | 
                110-02 | 
                2-08 | 
                2.0% | 
                0-21 | 
                0.6% | 
                56% | 
                False | 
                False | 
                309,952 | 
                 
                
                | 40 | 
                113-03 | 
                110-00 | 
                3-03 | 
                2.8% | 
                0-20 | 
                0.6% | 
                42% | 
                False | 
                False | 
                313,233 | 
                 
                
                | 60 | 
                114-02 | 
                110-00 | 
                4-02 | 
                3.6% | 
                0-21 | 
                0.6% | 
                32% | 
                False | 
                False | 
                329,762 | 
                 
                
                | 80 | 
                114-02 | 
                109-06 | 
                4-28 | 
                4.4% | 
                0-21 | 
                0.6% | 
                44% | 
                False | 
                False | 
                247,877 | 
                 
                
                | 100 | 
                114-02 | 
                109-06 | 
                4-28 | 
                4.4% | 
                0-19 | 
                0.5% | 
                44% | 
                False | 
                False | 
                198,354 | 
                 
                
                | 120 | 
                114-22 | 
                109-06 | 
                5-16 | 
                4.9% | 
                0-17 | 
                0.5% | 
                39% | 
                False | 
                False | 
                165,298 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            115-20 | 
         
        
            | 
2.618             | 
            114-08 | 
         
        
            | 
1.618             | 
            113-13 | 
         
        
            | 
1.000             | 
            112-28 | 
         
        
            | 
0.618             | 
            112-18 | 
         
        
            | 
HIGH             | 
            112-01 | 
         
        
            | 
0.618             | 
            111-23 | 
         
        
            | 
0.500             | 
            111-20 | 
         
        
            | 
0.382             | 
            111-16 | 
         
        
            | 
LOW             | 
            111-06 | 
         
        
            | 
0.618             | 
            110-21 | 
         
        
            | 
1.000             | 
            110-11 | 
         
        
            | 
1.618             | 
            109-26 | 
         
        
            | 
2.618             | 
            108-31 | 
         
        
            | 
4.250             | 
            107-19 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-May-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                111-20 | 
                                111-20 | 
                             
                            
                                | PP | 
                                111-16 | 
                                111-16 | 
                             
                            
                                | S1 | 
                                111-13 | 
                                111-13 | 
                             
             
         |