ECBOT 30 Year Treasury Bond Future September 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Feb-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Feb-2007 | 26-Feb-2007 | Change | Change % | Previous Week |  
                        | Open | 111-10 | 111-22 | 0-12 | 0.3% | 111-16 |  
                        | High | 111-22 | 111-24 | 0-02 | 0.1% | 111-22 |  
                        | Low | 111-10 | 111-22 | 0-12 | 0.3% | 111-03 |  
                        | Close | 111-18 | 112-05 | 0-19 | 0.5% | 111-18 |  
                        | Range | 0-12 | 0-02 | -0-10 | -83.3% | 0-19 |  
                        | ATR | 0-11 | 0-10 | 0-00 | -3.1% | 0-00 |  
                        | Volume | 14 | 8 | -6 | -42.9% | 45 |  | 
    
| 
        
            | Daily Pivots for day following 26-Feb-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 112-02 | 112-05 | 112-06 |  |  
                | R3 | 112-00 | 112-03 | 112-06 |  |  
                | R2 | 111-30 | 111-30 | 112-05 |  |  
                | R1 | 112-01 | 112-01 | 112-05 | 112-00 |  
                | PP | 111-28 | 111-28 | 111-28 | 111-27 |  
                | S1 | 111-31 | 111-31 | 112-05 | 111-30 |  
                | S2 | 111-26 | 111-26 | 112-05 |  |  
                | S3 | 111-24 | 111-29 | 112-04 |  |  
                | S4 | 111-22 | 111-27 | 112-04 |  |  | 
        
            | Weekly Pivots for week ending 23-Feb-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 113-07 | 113-00 | 111-28 |  |  
                | R3 | 112-20 | 112-13 | 111-23 |  |  
                | R2 | 112-01 | 112-01 | 111-21 |  |  
                | R1 | 111-26 | 111-26 | 111-20 | 111-30 |  
                | PP | 111-14 | 111-14 | 111-14 | 111-16 |  
                | S1 | 111-07 | 111-07 | 111-16 | 111-10 |  
                | S2 | 110-27 | 110-27 | 111-15 |  |  
                | S3 | 110-08 | 110-20 | 111-13 |  |  
                | S4 | 109-21 | 110-01 | 111-08 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 111-24 | 111-03 | 0-21 | 0.6% | 0-04 | 0.1% | 162% | True | False | 10 |  
                | 10 | 111-24 | 110-03 | 1-21 | 1.5% | 0-02 | 0.1% | 125% | True | False | 6 |  
                | 20 | 111-24 | 109-10 | 2-14 | 2.2% | 0-01 | 0.0% | 117% | True | False | 3 |  
                | 40 | 112-14 | 109-10 | 3-04 | 2.8% | 0-00 | 0.0% | 91% | False | False | 2 |  
                | 60 | 114-18 | 109-10 | 5-08 | 4.7% | 0-04 | 0.1% | 54% | False | False | 3 |  
                | 80 | 114-18 | 109-10 | 5-08 | 4.7% | 0-03 | 0.1% | 54% | False | False | 2 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 112-00 |  
            | 2.618 | 111-29 |  
            | 1.618 | 111-27 |  
            | 1.000 | 111-26 |  
            | 0.618 | 111-25 |  
            | HIGH | 111-24 |  
            | 0.618 | 111-23 |  
            | 0.500 | 111-23 |  
            | 0.382 | 111-23 |  
            | LOW | 111-22 |  
            | 0.618 | 111-21 |  
            | 1.000 | 111-20 |  
            | 1.618 | 111-19 |  
            | 2.618 | 111-17 |  
            | 4.250 | 111-14 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Feb-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 112-00 | 111-29 |  
                                | PP | 111-28 | 111-21 |  
                                | S1 | 111-23 | 111-14 |  |