ECBOT 30 Year Treasury Bond Future December 2007

Trading Metrics calculated at close of trading on 25-Jun-2007

Day Change Summary
	Previous	Current
	22-Jun-2007	25-Jun-2007	Change	Change %	Previous Week
Open	105-24	106-25	1-01	1.0%	106-10
High	106-02	106-26	0-24	0.7%	107-01
Low	105-17	106-24	1-07	1.2%	105-17
Close	106-04	106-26	0-22	0.6%	106-04
Range	0-17	0-02	-0-15	-88.2%	1-16
ATR	0-22	0-22	0-00	0.2%	0-00
Volume	314	61	-253	-80.6%	1,145

Daily Pivots for day following 25-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	106-31	106-31	106-27
R3	106-29	106-29	106-27
R2	106-27	106-27	106-26
R1	106-27	106-27	106-26	106-27
PP	106-25	106-25	106-25	106-26
S1	106-25	106-25	106-26	106-25
S2	106-23	106-23	106-26
S3	106-21	106-23	106-25
S4	106-19	106-21	106-25

Weekly Pivots for week ending 22-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	110-23	109-30	106-30
R3	109-07	108-14	106-17
R2	107-23	107-23	106-13
R1	106-30	106-30	106-08	106-18
PP	106-07	106-07	106-07	106-02
S1	105-14	105-14	106-00	105-02
S2	104-23	104-23	105-27
S3	103-07	103-30	105-23
S4	101-23	102-14	105-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-01	105-17	1-16	1.4%	0-17	0.5%	85%	False	False	238
10	107-01	104-18	2-15	2.3%	0-19	0.6%	91%	False	False	131
20	109-16	104-18	4-30	4.6%	0-19	0.6%	46%	False	False	110

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	0-02
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	107-02
2.618	106-31
1.618	106-29
1.000	106-28
0.618	106-27
HIGH	106-26
0.618	106-25
0.500	106-25
0.382	106-25
LOW	106-24
0.618	106-23
1.000	106-22
1.618	106-21
2.618	106-19
4.250	106-16

Fisher Pivots for day following 25-Jun-2007
Pivot	1 day	3 day
R1	106-26	106-19
PP	106-25	106-12
S1	106-25	106-06

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

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