ECBOT 30 Year Treasury Bond Future September 2007

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Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary Previous Current 11-Jan-2007 12-Jan-2007 Change Change % Previous Week Open 111-00 110-23 -0-09 -0.3% 112-02 High 111-00 110-23 -0-09 -0.3% 112-02 Low 111-00 110-23 -0-09 -0.3% 110-23 Close 111-03 110-23 -0-12 -0.3% 110-23 Range ATR 0-14 0-14 0-00 -1.0% 0-00 Volume 11 6 -5 -45.5% 18
Daily Pivots for day following 12-Jan-2007 Classic Woodie Camarilla DeMark R4 110-23 110-23 110-23 R3 110-23 110-23 110-23 R2 110-23 110-23 110-23 R1 110-23 110-23 110-23 110-23 PP 110-23 110-23 110-23 110-23 S1 110-23 110-23 110-23 110-23 S2 110-23 110-23 110-23 S3 110-23 110-23 110-23 S4 110-23 110-23 110-23	Weekly Pivots for week ending 12-Jan-2007 Classic Woodie Camarilla DeMark R4 115-06 114-10 111-15 R3 113-27 112-31 111-03 R2 112-16 112-16 110-31 R1 111-20 111-20 110-27 111-12 PP 111-05 111-05 111-05 111-02 S1 110-09 110-09 110-19 110-02 S2 109-26 109-26 110-15 S3 108-15 108-30 110-11 S4 107-04 107-19 109-31
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 112-02 110-23 1-11 1.2% 0-00 0.0% 0% False True 3 10 112-14 110-23 1-23 1.6% 0-00 0.0% 0% False True 2 20 113-27 110-23 3-04 2.8% 0-08 0.2% 0% False True 3 40 114-18 110-23 3-27 3.5% 0-05 0.1% 0% False True 3 60 114-18 110-00 4-18 4.1% 0-03 0.1% 16% False False 2
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-00	Fibonacci Retracements and Extensions 4.250 110-23 2.618 110-23 1.618 110-23 1.000 110-23 0.618 110-23 HIGH 110-23 0.618 110-23 0.500 110-23 0.382 110-23 LOW 110-23 0.618 110-23 1.000 110-23 1.618 110-23 2.618 110-23 4.250 110-23
Fisher Pivots for day following 12-Jan-2007 Pivot 1 day 3 day R1 110-23 111-08 PP 110-23 111-02 S1 110-23 110-28

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