ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 24-May-2007

Day Change Summary
	Previous	Current
	23-May-2007	24-May-2007	Change	Change %	Previous Week
Open	109-20	109-12	-0-08	-0.2%	111-09
High	109-23	109-17	-0-06	-0.2%	111-11
Low	109-03	108-25	-0-10	-0.3%	109-26
Close	109-08	109-09	0-01	0.0%	109-30
Range	0-20	0-24	0-04	20.0%	1-17
ATR	0-18	0-18	0-00	2.4%	0-00
Volume	92,708	129,896	37,188	40.1%	68,265

Daily Pivots for day following 24-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	111-14	111-04	109-22
R3	110-22	110-12	109-16
R2	109-30	109-30	109-13
R1	109-20	109-20	109-11	109-13
PP	109-06	109-06	109-06	109-03
S1	108-28	108-28	109-07	108-21
S2	108-14	108-14	109-05
S3	107-22	108-04	109-02
S4	106-30	107-12	108-28

Weekly Pivots for week ending 18-May-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-31	113-31	110-25
R3	113-14	112-14	110-11
R2	111-29	111-29	110-07
R1	110-29	110-29	110-02	110-20
PP	110-12	110-12	110-12	110-07
S1	109-12	109-12	109-26	109-04
S2	108-27	108-27	109-21
S3	107-10	107-27	109-17
S4	105-25	106-10	109-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-19	108-25	1-26	1.7%	0-20	0.6%	28%	False	True	51,459
10	112-02	108-25	3-09	3.0%	0-19	0.5%	15%	False	True	33,660
20	112-11	108-25	3-18	3.3%	0-20	0.6%	14%	False	True	17,582
40	112-11	108-25	3-18	3.3%	0-16	0.5%	14%	False	True	9,425
60	113-25	108-25	5-00	4.6%	0-13	0.4%	10%	False	True	6,317
80	113-26	108-25	5-01	4.6%	0-11	0.3%	10%	False	True	4,740
100	113-26	108-25	5-01	4.6%	0-08	0.2%	10%	False	True	3,792
120	114-18	108-25	5-25	5.3%	0-09	0.3%	9%	False	True	3,161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-04
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	112-23
2.618	111-16
1.618	110-24
1.000	110-09
0.618	110-00
HIGH	109-17
0.618	109-08
0.500	109-05
0.382	109-02
LOW	108-25
0.618	108-10
1.000	108-01
1.618	107-18
2.618	106-26
4.250	105-19

Fisher Pivots for day following 24-May-2007
Pivot	1 day	3 day
R1	109-08	109-15
PP	109-06	109-13
S1	109-05	109-11

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

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