ECBOT 30 Year Treasury Bond Future December 2007

Trading Metrics calculated at close of trading on 30-Jul-2007

Day Change Summary
	Previous	Current
	27-Jul-2007	30-Jul-2007	Change	Change %	Previous Week
Open	109-17	109-22	0-05	0.1%	108-09
High	110-05	110-00	-0-05	-0.1%	110-05
Low	109-15	109-14	-0-01	0.0%	108-03
Close	109-22	109-17	-0-05	-0.1%	109-22
Range	0-22	0-18	-0-04	-18.2%	2-02
ATR	0-25	0-25	-0-01	-2.0%	0-00
Volume	1,804	1,288	-516	-28.6%	5,019

Daily Pivots for day following 30-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	111-11	111-00	109-27
R3	110-25	110-14	109-22
R2	110-07	110-07	109-20
R1	109-28	109-28	109-19	109-24
PP	109-21	109-21	109-21	109-19
S1	109-10	109-10	109-15	109-06
S2	109-03	109-03	109-14
S3	108-17	108-24	109-12
S4	107-31	108-06	109-07

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-16	114-21	110-26
R3	113-14	112-19	110-08
R2	111-12	111-12	110-02
R1	110-17	110-17	109-28	110-30
PP	109-10	109-10	109-10	109-17
S1	108-15	108-15	109-16	108-28
S2	107-08	107-08	109-10
S3	105-06	106-13	109-04
S4	103-04	104-11	108-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-05	108-04	2-01	1.9%	0-26	0.7%	69%	False	False	1,128
10	110-05	106-30	3-07	2.9%	0-24	0.7%	81%	False	False	670
20	110-05	105-30	4-07	3.9%	0-23	0.6%	85%	False	False	570
40	110-05	104-18	5-19	5.1%	0-22	0.6%	89%	False	False	386

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-05
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	112-12
2.618	111-15
1.618	110-29
1.000	110-18
0.618	110-11
HIGH	110-00
0.618	109-25
0.500	109-23
0.382	109-21
LOW	109-14
0.618	109-03
1.000	108-28
1.618	108-17
2.618	107-31
4.250	107-02

Fisher Pivots for day following 30-Jul-2007
Pivot	1 day	3 day
R1	109-23	109-14
PP	109-21	109-12
S1	109-19	109-10

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

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