ECBOT 30 Year Treasury Bond Future September 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-May-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-May-2007 | 03-May-2007 | Change | Change % | Previous Week |  
                        | Open | 111-23 | 111-24 | 0-01 | 0.0% | 111-09 |  
                        | High | 111-28 | 111-29 | 0-01 | 0.0% | 111-28 |  
                        | Low | 111-19 | 111-08 | -0-11 | -0.3% | 110-28 |  
                        | Close | 111-23 | 111-15 | -0-08 | -0.2% | 110-30 |  
                        | Range | 0-09 | 0-21 | 0-12 | 133.3% | 1-00 |  
                        | ATR | 0-15 | 0-16 | 0-00 | 2.6% | 0-00 |  
                        | Volume | 1,128 | 328 | -800 | -70.9% | 17,513 |  | 
    
| 
        
            | Daily Pivots for day following 03-May-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 113-16 | 113-05 | 111-27 |  |  
                | R3 | 112-27 | 112-16 | 111-21 |  |  
                | R2 | 112-06 | 112-06 | 111-19 |  |  
                | R1 | 111-27 | 111-27 | 111-17 | 111-22 |  
                | PP | 111-17 | 111-17 | 111-17 | 111-15 |  
                | S1 | 111-06 | 111-06 | 111-13 | 111-01 |  
                | S2 | 110-28 | 110-28 | 111-11 |  |  
                | S3 | 110-07 | 110-17 | 111-09 |  |  
                | S4 | 109-18 | 109-28 | 111-03 |  |  | 
        
            | 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% | 0-20 | 0.5% | 51% | False | False | 1,453 |  
                | 10 | 112-01 | 110-28 | 1-05 | 1.0% | 0-16 | 0.5% | 51% | False | False | 2,236 |  
                | 20 | 112-01 | 110-03 | 1-30 | 1.7% | 0-14 | 0.4% | 71% | False | False | 1,506 |  
                | 40 | 113-10 | 110-03 | 3-07 | 2.9% | 0-12 | 0.3% | 43% | False | False | 862 |  
                | 60 | 113-26 | 110-03 | 3-23 | 3.3% | 0-09 | 0.3% | 37% | False | False | 580 |  
                | 80 | 113-26 | 109-10 | 4-16 | 4.0% | 0-07 | 0.2% | 48% | False | False | 435 |  
                | 100 | 114-00 | 109-10 | 4-22 | 4.2% | 0-07 | 0.2% | 46% | False | False | 349 |  
                | 120 | 114-18 | 109-10 | 5-08 | 4.7% | 0-06 | 0.2% | 41% | False | False | 291 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 114-22 |  
            | 2.618 | 113-20 |  
            | 1.618 | 112-31 |  
            | 1.000 | 112-18 |  
            | 0.618 | 112-10 |  
            | HIGH | 111-29 |  
            | 0.618 | 111-21 |  
            | 0.500 | 111-18 |  
            | 0.382 | 111-16 |  
            | LOW | 111-08 |  
            | 0.618 | 110-27 |  
            | 1.000 | 110-19 |  
            | 1.618 | 110-06 |  
            | 2.618 | 109-17 |  
            | 4.250 | 108-15 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-May-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 111-18 | 111-20 |  
                                | PP | 111-17 | 111-19 |  
                                | S1 | 111-16 | 111-17 |  |