ECBOT 30 Year Treasury Bond Future September 2007

Trading Metrics calculated at close of trading on 31-Aug-2007

Day Change Summary
	Previous	Current
	30-Aug-2007	31-Aug-2007	Change	Change %	Previous Week
Open	111-13	112-01	0-20	0.6%	110-28
High	112-04	112-04	0-00	0.0%	112-04
Low	111-11	111-16	0-05	0.1%	110-20
Close	112-03	111-25	-0-10	-0.3%	111-25
Range	0-25	0-20	-0-05	-20.0%	1-16
ATR	0-27	0-27	-0-01	-1.9%	0-00
Volume	491,487	506,439	14,952	3.0%	2,194,436

Daily Pivots for day following 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-22	113-11	112-04
R3	113-02	112-23	111-30
R2	112-14	112-14	111-29
R1	112-03	112-03	111-27	111-30
PP	111-26	111-26	111-26	111-23
S1	111-15	111-15	111-23	111-10
S2	111-06	111-06	111-21
S3	110-18	110-27	111-20
S4	109-30	110-07	111-14

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	116-00	115-13	112-19
R3	114-16	113-29	112-06
R2	113-00	113-00	112-02
R1	112-13	112-13	111-29	112-22
PP	111-16	111-16	111-16	111-21
S1	110-29	110-29	111-21	111-06
S2	110-00	110-00	111-16
S3	108-16	109-13	111-12
S4	107-00	107-29	110-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-04	110-20	1-16	1.3%	0-23	0.6%	77%	True	False	438,887
10	112-04	109-18	2-18	2.3%	0-24	0.7%	87%	True	False	376,035
20	112-04	108-20	3-16	3.1%	0-28	0.8%	90%	True	False	392,928
40	112-04	106-01	6-03	5.5%	0-28	0.8%	94%	True	False	424,216
60	112-04	104-16	7-20	6.8%	0-28	0.8%	95%	True	False	436,887
80	112-04	104-16	7-20	6.8%	0-26	0.7%	95%	True	False	371,321
100	112-11	104-16	7-27	7.0%	0-24	0.7%	93%	False	False	297,377
120	113-01	104-16	8-17	7.6%	0-22	0.6%	85%	False	False	247,886

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-25
2.618	113-24
1.618	113-04
1.000	112-24
0.618	112-16
HIGH	112-04
0.618	111-28
0.500	111-26
0.382	111-24
LOW	111-16
0.618	111-04
1.000	110-28
1.618	110-16
2.618	109-28
4.250	108-27

Fisher Pivots for day following 31-Aug-2007
Pivot	1 day	3 day
R1	111-26	111-24
PP	111-26	111-24
S1	111-25	111-23

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

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