ECBOT 30 Year Treasury Bond Future December 2007

Trading Metrics calculated at close of trading on 04-Jul-2007

Day Change Summary
	Previous	Current
	03-Jul-2007	04-Jul-2007	Change	Change %	Previous Week
Open	107-24	107-10	-0-14	-0.4%	106-25
High	107-30	107-10	-0-20	-0.6%	107-30
Low	107-17	107-10	-0-07	-0.2%	106-14
Close	107-10	107-10	0-00	0.0%	107-18
Range	0-13	0-00	-0-13	-100.0%	1-16
ATR	0-22	0-20	-0-02	-7.1%	0-00
Volume	269	1,380	1,111	413.0%	1,725

Daily Pivots for day following 04-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	107-10	107-10	107-10
R3	107-10	107-10	107-10
R2	107-10	107-10	107-10
R1	107-10	107-10	107-10	107-10
PP	107-10	107-10	107-10	107-10
S1	107-10	107-10	107-10	107-10
S2	107-10	107-10	107-10
S3	107-10	107-10	107-10
S4	107-10	107-10	107-10

Weekly Pivots for week ending 29-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	111-26	111-06	108-12
R3	110-10	109-22	107-31
R2	108-26	108-26	107-27
R1	108-06	108-06	107-22	108-16
PP	107-10	107-10	107-10	107-15
S1	106-22	106-22	107-14	107-00
S2	105-26	105-26	107-09
S3	104-10	105-06	107-05
S4	102-26	103-22	106-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-30	106-22	1-08	1.2%	0-13	0.4%	50%	False	False	601
10	107-30	105-17	2-13	2.2%	0-16	0.5%	74%	False	False	444
20	108-04	104-18	3-18	3.3%	0-21	0.6%	77%	False	False	282

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	107-10
2.618	107-10
1.618	107-10
1.000	107-10
0.618	107-10
HIGH	107-10
0.618	107-10
0.500	107-10
0.382	107-10
LOW	107-10
0.618	107-10
1.000	107-10
1.618	107-10
2.618	107-10
4.250	107-10

Fisher Pivots for day following 04-Jul-2007
Pivot	1 day	3 day
R1	107-10	107-18
PP	107-10	107-15
S1	107-10	107-12

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

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