ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 15-Mar-2007

Day Change Summary
	Previous	Current
	14-Mar-2007	15-Mar-2007	Change	Change %	Previous Week
Open	113-17	112-27	-0-22	-0.6%	113-13
High	113-18	113-01	-0-17	-0.5%	114-00
Low	112-28	112-23	-0-05	-0.1%	112-10
Close	113-00	112-30	-0-02	-0.1%	112-16
Range	0-22	0-10	-0-12	-54.5%	1-22
ATR	0-23	0-22	-0-01	-4.1%	0-00
Volume	31,229	6,464	-24,765	-79.3%	173,800

Daily Pivots for day following 15-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-27	113-22	113-04
R3	113-17	113-12	113-01
R2	113-07	113-07	113-00
R1	113-02	113-02	112-31	113-04
PP	112-29	112-29	112-29	112-30
S1	112-24	112-24	112-29	112-26
S2	112-19	112-19	112-28
S3	112-09	112-14	112-27
S4	111-31	112-04	112-24

Weekly Pivots for week ending 09-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	118-00	116-30	113-14
R3	116-10	115-08	112-31
R2	114-20	114-20	112-26
R1	113-18	113-18	112-21	113-08
PP	112-30	112-30	112-30	112-25
S1	111-28	111-28	112-11	111-18
S2	111-08	111-08	112-06
S3	109-18	110-06	112-01
S4	107-28	108-16	111-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-18	112-10	1-08	1.1%	0-22	0.6%	50%	False	False	14,487
10	114-00	112-10	1-22	1.5%	0-21	0.6%	37%	False	False	32,312
20	114-04	110-25	3-11	3.0%	0-24	0.7%	64%	False	False	242,167
40	114-04	109-06	4-30	4.4%	0-22	0.6%	76%	False	False	297,592
60	114-04	109-06	4-30	4.4%	0-22	0.6%	76%	False	False	266,133
80	114-30	109-06	5-24	5.1%	0-22	0.6%	65%	False	False	267,152
100	114-30	109-06	5-24	5.1%	0-22	0.6%	65%	False	False	214,248
120	114-30	109-06	5-24	5.1%	0-21	0.6%	65%	False	False	178,605

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	0-03
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	114-12
2.618	113-27
1.618	113-17
1.000	113-11
0.618	113-07
HIGH	113-01
0.618	112-29
0.500	112-28
0.382	112-27
LOW	112-23
0.618	112-17
1.000	112-13
1.618	112-07
2.618	111-29
4.250	111-12

Fisher Pivots for day following 15-Mar-2007
Pivot	1 day	3 day
R1	112-29	113-04
PP	112-29	113-02
S1	112-28	113-00

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

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