ECBOT 30 Year Treasury Bond Future September 2007

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

Day Change Summary
	Previous	Current
	27-Aug-2007	28-Aug-2007	Change	Change %	Previous Week
Open	110-28	111-14	0-18	0.5%	109-28
High	111-17	111-28	0-11	0.3%	111-00
Low	110-20	111-09	0-21	0.6%	109-18
Close	111-11	111-20	0-09	0.3%	110-27
Range	0-29	0-19	-0-10	-34.5%	1-14
ATR	0-29	0-28	-0-01	-2.4%	0-00
Volume	322,023	357,378	35,355	11.0%	1,565,919

Daily Pivots for day following 28-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-12	113-03	111-30
R3	112-25	112-16	111-25
R2	112-06	112-06	111-23
R1	111-29	111-29	111-22	112-02
PP	111-19	111-19	111-19	111-21
S1	111-10	111-10	111-18	111-14
S2	111-00	111-00	111-17
S3	110-13	110-23	111-15
S4	109-26	110-04	111-10

Weekly Pivots for week ending 24-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-25	114-08	111-20
R3	113-11	112-26	111-08
R2	111-29	111-29	111-03
R1	111-12	111-12	110-31	111-20
PP	110-15	110-15	110-15	110-19
S1	109-30	109-30	110-23	110-06
S2	109-01	109-01	110-19
S3	107-19	108-16	110-14
S4	106-05	107-02	110-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-28	109-23	2-05	1.9%	0-24	0.7%	88%	True	False	314,169
10	111-28	109-08	2-20	2.4%	0-28	0.8%	90%	True	False	353,751
20	111-28	108-20	3-08	2.9%	0-29	0.8%	92%	True	False	395,610
40	111-28	105-31	5-29	5.3%	0-28	0.8%	96%	True	False	406,333
60	111-28	104-16	7-12	6.6%	0-29	0.8%	97%	True	False	433,317
80	112-11	104-16	7-27	7.0%	0-26	0.7%	91%	False	False	352,446
100	112-11	104-16	7-27	7.0%	0-24	0.7%	91%	False	False	282,259
120	113-10	104-16	8-26	7.9%	0-22	0.6%	81%	False	False	235,261

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-13
2.618	113-14
1.618	112-27
1.000	112-15
0.618	112-08
HIGH	111-28
0.618	111-21
0.500	111-18
0.382	111-16
LOW	111-09
0.618	110-29
1.000	110-22
1.618	110-10
2.618	109-23
4.250	108-24

Fisher Pivots for day following 28-Aug-2007
Pivot	1 day	3 day
R1	111-20	111-15
PP	111-19	111-10
S1	111-18	111-05

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

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