ECBOT 30 Year Treasury Bond Future March 2008

Trading Metrics calculated at close of trading on 20-Sep-2007

Day Change Summary
	Previous	Current
	19-Sep-2007	20-Sep-2007	Change	Change %	Previous Week
Open	111-16	112-08	0-24	0.7%	113-11
High	111-20	112-08	0-20	0.6%	114-11
Low	111-08	109-27	-1-13	-1.3%	112-16
Close	111-20	110-04	-1-16	-1.3%	112-26
Range	0-12	2-13	2-01	541.7%	1-27
ATR	0-20	0-24	0-04	20.1%	0-00
Volume	22	17	-5	-22.7%	153

Daily Pivots for day following 20-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	117-31	116-14	111-14
R3	115-18	114-01	110-25
R2	113-05	113-05	110-18
R1	111-20	111-20	110-11	111-06
PP	110-24	110-24	110-24	110-16
S1	109-07	109-07	109-29	108-25
S2	108-11	108-11	109-22
S3	105-30	106-26	109-15
S4	103-17	104-13	108-26

Weekly Pivots for week ending 14-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	118-24	117-20	113-26
R3	116-29	115-25	113-10
R2	115-02	115-02	113-05
R1	113-30	113-30	112-31	113-18
PP	113-07	113-07	113-07	113-01
S1	112-03	112-03	112-21	111-24
S2	111-12	111-12	112-15
S3	109-17	110-08	112-10
S4	107-22	108-13	111-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-09	109-27	3-14	3.1%	0-30	0.9%	8%	False	True	19
10	114-11	109-27	4-16	4.1%	0-27	0.8%	6%	False	True	23
20	114-11	109-27	4-16	4.1%	0-15	0.4%	6%	False	True	16
40	114-11	109-01	5-10	4.8%	0-09	0.3%	21%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	122-15
2.618	118-18
1.618	116-05
1.000	114-21
0.618	113-24
HIGH	112-08
0.618	111-11
0.500	111-02
0.382	110-24
LOW	109-27
0.618	108-11
1.000	107-14
1.618	105-30
2.618	103-17
4.250	99-20

Fisher Pivots for day following 20-Sep-2007
Pivot	1 day	3 day
R1	111-02	111-10
PP	110-24	110-30
S1	110-14	110-17

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

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