ECBOT 30 Year Treasury Bond Future March 2007

Trading Metrics calculated at close of trading on 16-Mar-2007

Day Change Summary
	Previous	Current
	15-Mar-2007	16-Mar-2007	Change	Change %	Previous Week
Open	112-27	113-00	0-05	0.1%	113-00
High	113-01	113-00	-0-01	0.0%	113-18
Low	112-23	112-17	-0-06	-0.2%	112-10
Close	112-30	112-28	-0-02	-0.1%	112-28
Range	0-10	0-15	0-05	50.0%	1-08
ATR	0-22	0-22	-0-01	-2.4%	0-00
Volume	6,464	8,687	2,223	34.4%	66,620

Daily Pivots for day following 16-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-07	114-00	113-04
R3	113-24	113-17	113-00
R2	113-09	113-09	112-31
R1	113-02	113-02	112-29	112-30
PP	112-26	112-26	112-26	112-24
S1	112-19	112-19	112-27	112-15
S2	112-11	112-11	112-25
S3	111-28	112-04	112-24
S4	111-13	111-21	112-20

Weekly Pivots for week ending 16-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	116-21	116-01	113-18
R3	115-13	114-25	113-07
R2	114-05	114-05	113-03
R1	113-17	113-17	113-00	113-07
PP	112-29	112-29	112-29	112-24
S1	112-09	112-09	112-24	111-31
S2	111-21	111-21	112-21
S3	110-13	111-01	112-17
S4	109-05	109-25	112-06

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%	0-19	0.5%	45%	False	False	13,324
10	114-00	112-10	1-22	1.5%	0-20	0.6%	33%	False	False	24,042
20	114-04	110-28	3-08	2.9%	0-23	0.6%	62%	False	False	220,964
40	114-04	109-06	4-30	4.4%	0-22	0.6%	75%	False	False	286,778
60	114-04	109-06	4-30	4.4%	0-22	0.6%	75%	False	False	263,049
80	114-30	109-06	5-24	5.1%	0-22	0.6%	64%	False	False	267,053
100	114-30	109-06	5-24	5.1%	0-22	0.6%	64%	False	False	214,335
120	114-30	109-06	5-24	5.1%	0-21	0.6%	64%	False	False	178,676

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	0-02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-00
2.618	114-07
1.618	113-24
1.000	113-15
0.618	113-09
HIGH	113-00
0.618	112-26
0.500	112-24
0.382	112-23
LOW	112-17
0.618	112-08
1.000	112-02
1.618	111-25
2.618	111-10
4.250	110-17

Fisher Pivots for day following 16-Mar-2007
Pivot	1 day	3 day
R1	112-27	113-02
PP	112-26	113-00
S1	112-24	112-30

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

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