ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 08-Mar-2007

Day Change Summary
	Previous	Current
	07-Mar-2007	08-Mar-2007	Change	Change %	Previous Week
Open	113-04	113-19	0-15	0.4%	111-20
High	113-20	113-19	-0-01	0.0%	114-04
Low	113-03	113-04	0-01	0.0%	111-19
Close	113-16	113-12	-0-04	-0.1%	113-08
Range	0-17	0-15	-0-02	-11.8%	2-17
ATR	0-23	0-23	-0-01	-2.5%	0-00
Volume	14,631	9,714	-4,917	-33.6%	2,333,643

Daily Pivots for day following 08-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-25	114-17	113-20
R3	114-10	114-02	113-16
R2	113-27	113-27	113-15
R1	113-19	113-19	113-13	113-16
PP	113-12	113-12	113-12	113-10
S1	113-04	113-04	113-11	113-00
S2	112-29	112-29	113-09
S3	112-14	112-21	113-08
S4	111-31	112-06	113-04

Weekly Pivots for week ending 02-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	120-19	119-14	114-21
R3	118-02	116-29	113-30
R2	115-17	115-17	113-23
R1	114-12	114-12	113-15	114-30
PP	113-00	113-00	113-00	113-09
S1	111-27	111-27	113-01	112-14
S2	110-15	110-15	112-25
S3	107-30	109-10	112-18
S4	105-13	106-25	111-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-00	112-24	1-08	1.1%	0-19	0.5%	50%	False	False	50,138
10	114-04	110-30	3-06	2.8%	0-26	0.7%	76%	False	False	296,631
20	114-04	110-02	4-02	3.6%	0-23	0.6%	82%	False	False	324,351
40	114-04	109-06	4-30	4.4%	0-22	0.6%	85%	False	False	320,765
60	114-06	109-06	5-00	4.4%	0-22	0.6%	84%	False	False	294,924
80	114-30	109-06	5-24	5.1%	0-23	0.6%	73%	False	False	266,722
100	114-30	109-06	5-24	5.1%	0-21	0.6%	73%	False	False	213,545
120	114-30	109-06	5-24	5.1%	0-20	0.6%	73%	False	False	178,004

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-19
2.618	114-26
1.618	114-11
1.000	114-02
0.618	113-28
HIGH	113-19
0.618	113-13
0.500	113-12
0.382	113-10
LOW	113-04
0.618	112-27
1.000	112-21
1.618	112-12
2.618	111-29
4.250	111-04

Fisher Pivots for day following 08-Mar-2007
Pivot	1 day	3 day
R1	113-12	113-11
PP	113-12	113-11
S1	113-12	113-10

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

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