ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 06-Jun-2007

Day Change Summary
	Previous	Current
	05-Jun-2007	06-Jun-2007	Change	Change %	Previous Week
Open	108-27	108-06	-0-21	-0.6%	109-09
High	108-29	108-15	-0-14	-0.4%	109-16
Low	108-05	108-05	0-00	0.0%	108-13
Close	108-12	108-09	-0-03	-0.1%	108-16
Range	0-24	0-10	-0-14	-58.3%	1-03
ATR	0-19	0-18	-0-01	-3.4%	0-00
Volume	379,425	451,058	71,633	18.9%	1,196,890

Daily Pivots for day following 06-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	109-08	109-02	108-14
R3	108-30	108-24	108-12
R2	108-20	108-20	108-11
R1	108-14	108-14	108-10	108-17
PP	108-10	108-10	108-10	108-11
S1	108-04	108-04	108-08	108-07
S2	108-00	108-00	108-07
S3	107-22	107-26	108-06
S4	107-12	107-16	108-04

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	109-10	108-05	1-05	1.1%	0-20	0.6%	11%	False	True	442,795
10	109-23	108-05	1-18	1.4%	0-19	0.5%	8%	False	True	290,654
20	112-02	108-05	3-29	3.6%	0-18	0.5%	3%	False	True	151,176
40	112-11	108-05	4-06	3.9%	0-18	0.5%	3%	False	True	76,356
60	113-09	108-05	5-04	4.7%	0-15	0.4%	2%	False	True	51,046
80	113-26	108-05	5-21	5.2%	0-12	0.4%	2%	False	True	38,289
100	113-26	108-05	5-21	5.2%	0-10	0.3%	2%	False	True	30,631
120	113-27	108-05	5-22	5.3%	0-10	0.3%	2%	False	True	25,526

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0-03
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	109-26
2.618	109-09
1.618	108-31
1.000	108-25
0.618	108-21
HIGH	108-15
0.618	108-11
0.500	108-10
0.382	108-09
LOW	108-05
0.618	107-31
1.000	107-27
1.618	107-21
2.618	107-11
4.250	106-26

Fisher Pivots for day following 06-Jun-2007
Pivot	1 day	3 day
R1	108-10	108-18
PP	108-10	108-15
S1	108-09	108-12

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

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