ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 01-Jun-2007

Day Change Summary
	Previous	Current
	31-May-2007	01-Jun-2007	Change	Change %	Previous Week
Open	109-08	109-03	-0-05	-0.1%	109-09
High	109-10	109-10	0-00	0.0%	109-16
Low	108-21	108-13	-0-08	-0.2%	108-13
Close	109-04	108-16	-0-20	-0.6%	108-16
Range	0-21	0-29	0-08	38.1%	1-03
ATR	0-18	0-19	0-01	4.4%	0-00
Volume	279,453	536,825	257,372	92.1%	1,196,890

Daily Pivots for day following 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	111-15	110-28	109-00
R3	110-18	109-31	108-24
R2	109-21	109-21	108-21
R1	109-02	109-02	108-19	108-29
PP	108-24	108-24	108-24	108-21
S1	108-05	108-05	108-13	108-00
S2	107-27	107-27	108-11
S3	106-30	107-08	108-08
S4	106-01	106-11	108-00

Weekly Pivots for week ending 01-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	112-03	111-12	109-03
R3	111-00	110-09	108-26
R2	109-29	109-29	108-22
R1	109-06	109-06	108-19	109-00
PP	108-26	108-26	108-26	108-22
S1	108-03	108-03	108-13	107-29
S2	107-23	107-23	108-10
S3	106-20	107-00	108-06
S4	105-17	105-29	107-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-19	108-13	1-06	1.1%	0-19	0.5%	8%	False	True	257,247
10	110-19	108-13	2-06	2.0%	0-20	0.6%	4%	False	True	154,353
20	112-11	108-13	3-30	3.6%	0-20	0.6%	2%	False	True	81,531
40	112-11	108-13	3-30	3.6%	0-17	0.5%	2%	False	True	41,518
60	113-10	108-13	4-29	4.5%	0-14	0.4%	2%	False	True	27,751
80	113-26	108-13	5-13	5.0%	0-12	0.3%	2%	False	True	20,818
100	113-26	108-13	5-13	5.0%	0-09	0.3%	2%	False	True	16,654
120	114-00	108-13	5-19	5.2%	0-09	0.3%	2%	False	True	13,879

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	113-05
2.618	111-22
1.618	110-25
1.000	110-07
0.618	109-28
HIGH	109-10
0.618	108-31
0.500	108-28
0.382	108-24
LOW	108-13
0.618	107-27
1.000	107-16
1.618	106-30
2.618	106-01
4.250	104-18

Fisher Pivots for day following 01-Jun-2007
Pivot	1 day	3 day
R1	108-28	108-30
PP	108-24	108-26
S1	108-20	108-21

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

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