ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 29-Aug-2007

Day Change Summary
	Previous	Current
	28-Aug-2007	29-Aug-2007	Change	Change %	Previous Week
Open	111-14	111-27	0-13	0.4%	109-28
High	111-28	112-01	0-05	0.1%	111-00
Low	111-09	111-10	0-01	0.0%	109-18
Close	111-20	111-15	-0-05	-0.1%	110-27
Range	0-19	0-23	0-04	21.1%	1-14
ATR	0-28	0-28	0-00	-1.3%	0-00
Volume	357,378	517,109	159,731	44.7%	1,565,919

Daily Pivots for day following 29-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-24	113-11	111-28
R3	113-01	112-20	111-21
R2	112-10	112-10	111-19
R1	111-29	111-29	111-17	111-24
PP	111-19	111-19	111-19	111-17
S1	111-06	111-06	111-13	111-01
S2	110-28	110-28	111-11
S3	110-05	110-15	111-09
S4	109-14	109-24	111-02

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	112-01	109-23	2-10	2.1%	0-24	0.7%	76%	True	False	353,534
10	112-01	109-08	2-25	2.5%	0-28	0.8%	80%	True	False	367,645
20	112-01	108-20	3-13	3.1%	0-28	0.8%	83%	True	False	392,874
40	112-01	105-31	6-02	5.4%	0-28	0.8%	91%	True	False	412,712
60	112-01	104-16	7-17	6.8%	0-29	0.8%	93%	True	False	435,612
80	112-11	104-16	7-27	7.0%	0-26	0.7%	89%	False	False	358,893
100	112-11	104-16	7-27	7.0%	0-24	0.7%	89%	False	False	287,414
120	113-10	104-16	8-26	7.9%	0-22	0.6%	79%	False	False	239,570

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-03
2.618	113-29
1.618	113-06
1.000	112-24
0.618	112-15
HIGH	112-01
0.618	111-24
0.500	111-22
0.382	111-19
LOW	111-10
0.618	110-28
1.000	110-19
1.618	110-05
2.618	109-14
4.250	108-08

Fisher Pivots for day following 29-Aug-2007
Pivot	1 day	3 day
R1	111-22	111-14
PP	111-19	111-12
S1	111-17	111-10

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

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