ECBOT 30 Year Treasury Bond Future December 2007

Trading Metrics calculated at close of trading on 31-Aug-2007

Day Change Summary
	Previous	Current
	30-Aug-2007	31-Aug-2007	Change	Change %	Previous Week
Open	111-08	111-27	0-19	0.5%	110-25
High	111-31	111-30	-0-01	0.0%	111-31
Low	111-06	111-10	0-04	0.1%	110-15
Close	111-30	111-18	-0-12	-0.3%	111-18
Range	0-25	0-20	-0-05	-20.0%	1-16
ATR	0-26	0-25	0-00	-1.6%	0-00
Volume	244,256	275,531	31,275	12.8%	902,309

Daily Pivots for day following 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-15	113-05	111-29
R3	112-27	112-17	111-24
R2	112-07	112-07	111-22
R1	111-29	111-29	111-20	111-24
PP	111-19	111-19	111-19	111-17
S1	111-09	111-09	111-16	111-04
S2	110-31	110-31	111-14
S3	110-11	110-21	111-12
S4	109-23	110-01	111-07

Weekly Pivots for week ending 31-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-27	115-06	112-12
R3	114-11	113-22	111-31
R2	112-27	112-27	111-27
R1	112-06	112-06	111-22	112-16
PP	111-11	111-11	111-11	111-16
S1	110-22	110-22	111-14	111-00
S2	109-27	109-27	111-09
S3	108-11	109-06	111-05
S4	106-27	107-22	110-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-31	110-15	1-16	1.3%	0-23	0.6%	73%	False	False	180,461
10	111-31	109-12	2-19	2.3%	0-23	0.6%	84%	False	False	94,771
20	111-31	108-21	3-10	3.0%	0-26	0.7%	88%	False	False	48,331
40	111-31	105-30	6-01	5.4%	0-26	0.7%	93%	False	False	24,473
60	111-31	104-18	7-13	6.6%	0-23	0.6%	95%	False	False	16,431

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-19
2.618	113-18
1.618	112-30
1.000	112-18
0.618	112-10
HIGH	111-30
0.618	111-22
0.500	111-20
0.382	111-18
LOW	111-10
0.618	110-30
1.000	110-22
1.618	110-10
2.618	109-22
4.250	108-21

Fisher Pivots for day following 31-Aug-2007
Pivot	1 day	3 day
R1	111-20	111-18
PP	111-19	111-18
S1	111-19	111-18

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

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