ECBOT 30 Year Treasury Bond Future March 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Aug-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Aug-2007 | 14-Aug-2007 | Change | Change % | Previous Week |  
                        | Open | 109-10 | 109-14 | 0-04 | 0.1% | 110-05 |  
                        | High | 109-10 | 109-14 | 0-04 | 0.1% | 110-05 |  
                        | Low | 109-10 | 109-14 | 0-04 | 0.1% | 109-05 |  
                        | Close | 109-10 | 109-21 | 0-11 | 0.3% | 109-06 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0-14 | 0-13 | -0-01 | -5.1% | 0-00 |  
                        | Volume |  |  |  |  |  |  | 
    
| 
        
            | Daily Pivots for day following 14-Aug-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 109-16 | 109-19 | 109-21 |  |  
                | R3 | 109-16 | 109-19 | 109-21 |  |  
                | R2 | 109-16 | 109-16 | 109-21 |  |  
                | R1 | 109-19 | 109-19 | 109-21 | 109-18 |  
                | PP | 109-16 | 109-16 | 109-16 | 109-16 |  
                | S1 | 109-19 | 109-19 | 109-21 | 109-18 |  
                | S2 | 109-16 | 109-16 | 109-21 |  |  
                | S3 | 109-16 | 109-19 | 109-21 |  |  
                | S4 | 109-16 | 109-19 | 109-21 |  |  | 
        
            | Weekly Pivots for week ending 10-Aug-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 112-16 | 111-27 | 109-24 |  |  
                | R3 | 111-16 | 110-27 | 109-15 |  |  
                | R2 | 110-16 | 110-16 | 109-12 |  |  
                | R1 | 109-27 | 109-27 | 109-09 | 109-22 |  
                | PP | 109-16 | 109-16 | 109-16 | 109-13 |  
                | S1 | 108-27 | 108-27 | 109-03 | 108-22 |  
                | S2 | 108-16 | 108-16 | 109-00 |  |  
                | S3 | 107-16 | 107-27 | 108-29 |  |  
                | S4 | 106-16 | 106-27 | 108-20 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 109-14 |  
            | 2.618 | 109-14 |  
            | 1.618 | 109-14 |  
            | 1.000 | 109-14 |  
            | 0.618 | 109-14 |  
            | HIGH | 109-14 |  
            | 0.618 | 109-14 |  
            | 0.500 | 109-14 |  
            | 0.382 | 109-14 |  
            | LOW | 109-14 |  
            | 0.618 | 109-14 |  
            | 1.000 | 109-14 |  
            | 1.618 | 109-14 |  
            | 2.618 | 109-14 |  
            | 4.250 | 109-14 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Aug-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 109-19 | 109-17 |  
                                | PP | 109-16 | 109-14 |  
                                | S1 | 109-14 | 109-10 |  |