ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 02-May-2007

Day Change Summary
	Previous	Current
	01-May-2007	02-May-2007	Change	Change %	Previous Week
Open	111-26	111-23	-0-03	-0.1%	111-09
High	112-01	111-28	-0-05	-0.1%	111-28
Low	111-13	111-19	0-06	0.2%	110-28
Close	111-24	111-23	-0-01	0.0%	110-30
Range	0-20	0-09	-0-11	-55.0%	1-00
ATR	0-16	0-15	0-00	-3.1%	0-00
Volume	470	1,128	658	140.0%	17,513

Daily Pivots for day following 02-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	112-18	112-14	111-28
R3	112-09	112-05	111-25
R2	112-00	112-00	111-25
R1	111-28	111-28	111-24	111-28
PP	111-23	111-23	111-23	111-23
S1	111-19	111-19	111-22	111-18
S2	111-14	111-14	111-21
S3	111-05	111-10	111-21
S4	110-28	111-01	111-18

Weekly Pivots for week ending 27-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-07	113-19	111-16
R3	113-07	112-19	111-07
R2	112-07	112-07	111-04
R1	111-19	111-19	111-01	111-13
PP	111-07	111-07	111-07	111-04
S1	110-19	110-19	110-27	110-13
S2	110-07	110-07	110-24
S3	109-07	109-19	110-21
S4	108-07	108-19	110-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-01	110-28	1-05	1.0%	0-18	0.5%	73%	False	False	2,089
10	112-01	110-28	1-05	1.0%	0-16	0.5%	73%	False	False	2,233
20	112-01	110-03	1-30	1.7%	0-13	0.4%	84%	False	False	1,500
40	113-10	110-03	3-07	2.9%	0-11	0.3%	50%	False	False	854
60	113-26	110-03	3-23	3.3%	0-09	0.2%	44%	False	False	575
80	113-26	109-10	4-16	4.0%	0-07	0.2%	53%	False	False	431
100	114-00	109-10	4-22	4.2%	0-07	0.2%	51%	False	False	346
120	114-18	109-10	5-08	4.7%	0-06	0.2%	46%	False	False	288

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	113-02
2.618	112-20
1.618	112-11
1.000	112-05
0.618	112-02
HIGH	111-28
0.618	111-25
0.500	111-24
0.382	111-22
LOW	111-19
0.618	111-13
1.000	111-10
1.618	111-04
2.618	110-27
4.250	110-13

Fisher Pivots for day following 02-May-2007
Pivot	1 day	3 day
R1	111-24	111-21
PP	111-23	111-19
S1	111-23	111-16

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

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