ECBOT 30 Year Treasury Bond Future June 2007

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

Day Change Summary
	Previous	Current
	01-Jun-2007	04-Jun-2007	Change	Change %	Previous Week
Open	109-04	108-18	-0-18	-0.5%	109-07
High	109-10	108-31	-0-11	-0.3%	109-16
Low	108-14	108-16	0-02	0.1%	108-14
Close	108-17	108-30	0-13	0.4%	108-17
Range	0-28	0-15	-0-13	-46.4%	1-02
ATR	0-20	0-20	0-00	-1.8%	0-00
Volume	198,514	71,764	-126,750	-63.8%	1,526,544

Daily Pivots for day following 04-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	110-07	110-01	109-06
R3	109-24	109-18	109-02
R2	109-09	109-09	109-01
R1	109-03	109-03	108-31	109-06
PP	108-26	108-26	108-26	108-27
S1	108-20	108-20	108-29	108-23
S2	108-11	108-11	108-27
S3	107-28	108-05	108-26
S4	107-13	107-22	108-22

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	112-00	111-11	109-04
R3	110-30	110-09	108-26
R2	109-28	109-28	108-23
R1	109-07	109-07	108-20	109-00
PP	108-26	108-26	108-26	108-23
S1	108-05	108-05	108-14	107-30
S2	107-24	107-24	108-11
S3	106-22	107-03	108-08
S4	105-20	106-01	107-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-16	108-14	1-02	1.0%	0-18	0.5%	47%	False	False	319,661
10	110-05	108-14	1-23	1.6%	0-19	0.5%	29%	False	False	381,283
20	112-10	108-14	3-28	3.6%	0-19	0.5%	13%	False	False	351,225
40	112-10	108-14	3-28	3.6%	0-19	0.6%	13%	False	False	319,748
60	113-19	108-14	5-05	4.7%	0-20	0.6%	10%	False	False	339,613
80	114-02	108-14	5-20	5.2%	0-21	0.6%	9%	False	False	316,771
100	114-02	108-14	5-20	5.2%	0-20	0.6%	9%	False	False	253,629
120	114-02	108-14	5-20	5.2%	0-19	0.5%	9%	False	False	211,377

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110-31
2.618	110-06
1.618	109-23
1.000	109-14
0.618	109-08
HIGH	108-31
0.618	108-25
0.500	108-24
0.382	108-22
LOW	108-16
0.618	108-07
1.000	108-01
1.618	107-24
2.618	107-09
4.250	106-16

Fisher Pivots for day following 04-Jun-2007
Pivot	1 day	3 day
R1	108-28	108-30
PP	108-26	108-29
S1	108-24	108-29

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

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