ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 11-May-2007

Day Change Summary
	Previous	Current
	10-May-2007	11-May-2007	Change	Change %	Previous Week
Open	111-12	111-21	0-09	0.3%	111-27
High	111-21	112-02	0-13	0.4%	112-11
Low	111-07	111-08	0-01	0.0%	111-07
Close	111-19	111-11	-0-08	-0.2%	111-11
Range	0-14	0-26	0-12	85.7%	1-04
ATR	0-18	0-18	0-01	3.3%	0-00
Volume	1,604	27,093	25,489	1,589.1%	33,678

Daily Pivots for day following 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-00	113-15	111-25
R3	113-06	112-21	111-18
R2	112-12	112-12	111-16
R1	111-27	111-27	111-13	111-22
PP	111-18	111-18	111-18	111-15
S1	111-01	111-01	111-09	110-28
S2	110-24	110-24	111-06
S3	109-30	110-07	111-04
S4	109-04	109-13	110-29

Weekly Pivots for week ending 11-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-00	114-10	111-31
R3	113-28	113-06	111-21
R2	112-24	112-24	111-18
R1	112-02	112-02	111-14	111-27
PP	111-20	111-20	111-20	111-17
S1	110-30	110-30	111-08	110-23
S2	110-16	110-16	111-04
S3	109-12	109-26	111-01
S4	108-08	108-22	110-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-11	111-07	1-04	1.0%	0-17	0.5%	11%	False	False	6,735
10	112-11	110-04	2-07	2.0%	0-22	0.6%	55%	False	False	3,844
20	112-11	110-03	2-08	2.0%	0-19	0.5%	56%	False	False	2,989
40	113-01	110-03	2-30	2.6%	0-15	0.4%	43%	False	False	1,731
60	113-26	110-03	3-23	3.3%	0-11	0.3%	34%	False	False	1,161
80	113-26	109-10	4-16	4.0%	0-09	0.2%	45%	False	False	871
100	113-27	109-10	4-17	4.1%	0-08	0.2%	45%	False	False	697
120	114-18	109-10	5-08	4.7%	0-07	0.2%	39%	False	False	581

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-16
2.618	114-06
1.618	113-12
1.000	112-28
0.618	112-18
HIGH	112-02
0.618	111-24
0.500	111-21
0.382	111-18
LOW	111-08
0.618	110-24
1.000	110-14
1.618	109-30
2.618	109-04
4.250	107-26

Fisher Pivots for day following 11-May-2007
Pivot	1 day	3 day
R1	111-21	111-20
PP	111-18	111-17
S1	111-14	111-14

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

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