ECBOT 30 Year Treasury Bond Future December 2007

Trading Metrics calculated at close of trading on 09-Aug-2007

Day Change Summary
	Previous	Current
	08-Aug-2007	09-Aug-2007	Change	Change %	Previous Week
Open	109-24	108-26	-0-30	-0.9%	109-22
High	109-24	109-22	-0-02	-0.1%	110-23
Low	108-21	108-24	0-03	0.1%	109-06
Close	108-27	109-00	0-05	0.1%	110-18
Range	1-03	0-30	-0-05	-14.3%	1-17
ATR	0-26	0-26	0-00	1.1%	0-00
Volume	2,325	1,117	-1,208	-52.0%	5,267

Daily Pivots for day following 09-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	111-31	111-13	109-16
R3	111-01	110-15	109-08
R2	110-03	110-03	109-06
R1	109-17	109-17	109-03	109-26
PP	109-05	109-05	109-05	109-09
S1	108-19	108-19	108-29	108-28
S2	108-07	108-07	108-26
S3	107-09	107-21	108-24
S4	106-11	106-23	108-16

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	114-24	114-06	111-13
R3	113-07	112-21	110-31
R2	111-22	111-22	110-27
R1	111-04	111-04	110-22	111-13
PP	110-05	110-05	110-05	110-10
S1	109-19	109-19	110-14	109-28
S2	108-20	108-20	110-09
S3	107-03	108-02	110-05
S4	105-18	106-17	109-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-23	108-21	2-02	1.9%	0-27	0.8%	17%	False	False	1,406
10	110-23	108-21	2-02	1.9%	0-25	0.7%	17%	False	False	1,315
20	110-23	106-18	4-05	3.8%	0-25	0.7%	59%	False	False	859
40	110-23	105-17	5-06	4.8%	0-22	0.6%	67%	False	False	617

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-22
2.618	112-05
1.618	111-07
1.000	110-20
0.618	110-09
HIGH	109-22
0.618	109-11
0.500	109-07
0.382	109-03
LOW	108-24
0.618	108-05
1.000	107-26
1.618	107-07
2.618	106-09
4.250	104-24

Fisher Pivots for day following 09-Aug-2007
Pivot	1 day	3 day
R1	109-07	109-17
PP	109-05	109-11
S1	109-02	109-06

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

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