ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 28-Jun-2007

Day Change Summary
	Previous	Current
	27-Jun-2007	28-Jun-2007	Change	Change %	Previous Week
Open	107-00	107-00	0-00	0.0%	106-10
High	107-18	107-07	-0-11	-0.3%	107-11
Low	106-27	106-23	-0-04	-0.1%	105-21
Close	107-04	106-25	-0-11	-0.3%	106-12
Range	0-23	0-16	-0-07	-30.4%	1-22
ATR	0-27	0-26	-0-01	-2.8%	0-00
Volume	410,000	404,237	-5,763	-1.4%	2,036,519

Daily Pivots for day following 28-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	108-13	108-03	107-02
R3	107-29	107-19	106-29
R2	107-13	107-13	106-28
R1	107-03	107-03	106-26	107-00
PP	106-29	106-29	106-29	106-28
S1	106-19	106-19	106-24	106-16
S2	106-13	106-13	106-22
S3	105-29	106-03	106-21
S4	105-13	105-19	106-16

Weekly Pivots for week ending 22-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	111-17	110-20	107-10
R3	109-27	108-30	106-27
R2	108-05	108-05	106-22
R1	107-08	107-08	106-17	107-22
PP	106-15	106-15	106-15	106-22
S1	105-18	105-18	106-07	106-00
S2	104-25	104-25	106-02
S3	103-03	103-28	105-29
S4	101-13	102-06	105-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-18	105-21	1-29	1.8%	0-21	0.6%	59%	False	False	409,700
10	107-18	105-17	2-01	1.9%	0-25	0.7%	62%	False	False	416,257
20	109-10	104-16	4-26	4.5%	0-29	0.9%	47%	False	False	497,230
40	112-11	104-16	7-27	7.3%	0-24	0.7%	29%	False	False	275,968
60	112-11	104-16	7-27	7.3%	0-21	0.6%	29%	False	False	184,479
80	113-10	104-16	8-26	8.3%	0-18	0.5%	26%	False	False	138,411
100	113-26	104-16	9-10	8.7%	0-15	0.4%	24%	False	False	110,732
120	113-26	104-16	9-10	8.7%	0-12	0.4%	24%	False	False	92,277

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	0-07
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	109-11
2.618	108-17
1.618	108-01
1.000	107-23
0.618	107-17
HIGH	107-07
0.618	107-01
0.500	106-31
0.382	106-29
LOW	106-23
0.618	106-13
1.000	106-07
1.618	105-29
2.618	105-13
4.250	104-19

Fisher Pivots for day following 28-Jun-2007
Pivot	1 day	3 day
R1	106-31	107-04
PP	106-29	107-00
S1	106-27	106-28

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

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