ECBOT 30 Year Treasury Bond Future June 2007

Trading Metrics calculated at close of trading on 29-May-2007

Day Change Summary
	Previous	Current
	25-May-2007	29-May-2007	Change	Change %	Previous Week
Open	109-14	109-07	-0-07	-0.2%	109-30
High	109-19	109-12	-0-07	-0.2%	110-05
Low	109-02	109-00	-0-02	-0.1%	108-25
Close	109-08	109-03	-0-05	-0.1%	109-08
Range	0-17	0-12	-0-05	-29.4%	1-12
ATR	0-20	0-20	-0-01	-2.9%	0-00
Volume	580,961	310,079	-270,882	-46.6%	2,214,527

Daily Pivots for day following 29-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	110-09	110-02	109-10
R3	109-29	109-22	109-06
R2	109-17	109-17	109-05
R1	109-10	109-10	109-04	109-08
PP	109-05	109-05	109-05	109-04
S1	108-30	108-30	109-02	108-28
S2	108-25	108-25	109-01
S3	108-13	108-18	109-00
S4	108-01	108-06	108-28

Weekly Pivots for week ending 25-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-17	112-24	110-00
R3	112-05	111-12	109-20
R2	110-25	110-25	109-16
R1	110-00	110-00	109-12	109-22
PP	109-13	109-13	109-13	109-08
S1	108-20	108-20	109-04	108-10
S2	108-01	108-01	109-00
S3	106-21	107-08	108-28
S4	105-09	105-28	108-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-05	108-25	1-12	1.3%	0-19	0.5%	23%	False	False	434,525
10	111-11	108-25	2-18	2.3%	0-19	0.5%	12%	False	False	380,496
20	112-10	108-25	3-17	3.2%	0-20	0.6%	9%	False	False	356,069
40	112-10	108-25	3-17	3.2%	0-19	0.5%	9%	False	False	312,369
60	113-20	108-25	4-27	4.4%	0-20	0.6%	6%	False	False	347,975
80	114-02	108-25	5-09	4.8%	0-20	0.6%	6%	False	False	300,762
100	114-02	108-25	5-09	4.8%	0-20	0.6%	6%	False	False	240,755
120	114-02	108-25	5-09	4.8%	0-18	0.5%	6%	False	False	200,642

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	110-31
2.618	110-11
1.618	109-31
1.000	109-24
0.618	109-19
HIGH	109-12
0.618	109-07
0.500	109-06
0.382	109-05
LOW	109-00
0.618	108-25
1.000	108-20
1.618	108-13
2.618	108-01
4.250	107-13

Fisher Pivots for day following 29-May-2007
Pivot	1 day	3 day
R1	109-06	109-06
PP	109-05	109-05
S1	109-04	109-04

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

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