ECBOT 30 Year Treasury Bond Future December 2007

Trading Metrics calculated at close of trading on 01-Oct-2007

Day Change Summary
	Previous	Current
	28-Sep-2007	01-Oct-2007	Change	Change %	Previous Week
Open	111-11	111-07	-0-04	-0.1%	110-23
High	111-29	111-28	-0-01	0.0%	111-29
Low	110-26	111-06	0-12	0.3%	110-06
Close	111-11	111-23	0-12	0.3%	111-11
Range	1-03	0-22	-0-13	-37.1%	1-23
ATR	0-30	0-30	-0-01	-2.0%	0-00
Volume	294,466	347,108	52,642	17.9%	1,481,938

Daily Pivots for day following 01-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	113-21	113-12	112-03
R3	112-31	112-22	111-29
R2	112-09	112-09	111-27
R1	112-00	112-00	111-25	112-04
PP	111-19	111-19	111-19	111-21
S1	111-10	111-10	111-21	111-14
S2	110-29	110-29	111-19
S3	110-07	110-20	111-17
S4	109-17	109-30	111-11

Weekly Pivots for week ending 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	116-10	115-17	112-09
R3	114-19	113-26	111-26
R2	112-28	112-28	111-21
R1	112-03	112-03	111-16	112-16
PP	111-05	111-05	111-05	111-11
S1	110-12	110-12	111-06	110-24
S2	109-14	109-14	111-01
S3	107-23	108-21	110-28
S4	106-00	106-30	110-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-29	110-06	1-23	1.5%	0-28	0.8%	89%	False	False	290,880
10	113-03	109-29	3-06	2.9%	1-01	0.9%	57%	False	False	323,220
20	114-08	109-29	4-11	3.9%	0-31	0.9%	42%	False	False	321,019
40	114-08	108-21	5-19	5.0%	0-29	0.8%	55%	False	False	184,675
60	114-08	105-30	8-10	7.4%	0-28	0.8%	70%	False	False	123,322
80	114-08	104-18	9-22	8.7%	0-25	0.7%	74%	False	False	92,578

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-26
2.618	113-22
1.618	113-00
1.000	112-18
0.618	112-10
HIGH	111-28
0.618	111-20
0.500	111-17
0.382	111-14
LOW	111-06
0.618	110-24
1.000	110-16
1.618	110-02
2.618	109-12
4.250	108-08

Fisher Pivots for day following 01-Oct-2007
Pivot	1 day	3 day
R1	111-21	111-17
PP	111-19	111-11
S1	111-17	111-04

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

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