ECBOT 30 Year Treasury Bond Future March 2008

Trading Metrics calculated at close of trading on 24-Sep-2007

Day Change Summary
	Previous	Current
	21-Sep-2007	24-Sep-2007	Change	Change %	Previous Week
Open	109-24	110-15	0-23	0.7%	112-29
High	110-20	110-26	0-06	0.2%	112-29
Low	109-24	110-14	0-22	0.6%	109-24
Close	110-20	110-24	0-04	0.1%	110-20
Range	0-28	0-12	-0-16	-57.1%	3-05
ATR	0-25	0-24	-0-01	-3.6%	0-00
Volume	113	83	-30	-26.5%	190

Daily Pivots for day following 24-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	111-25	111-21	110-31
R3	111-13	111-09	110-27
R2	111-01	111-01	110-26
R1	110-29	110-29	110-25	110-31
PP	110-21	110-21	110-21	110-22
S1	110-17	110-17	110-23	110-19
S2	110-09	110-09	110-22
S3	109-29	110-05	110-21
S4	109-17	109-25	110-17

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	120-18	118-24	112-12
R3	117-13	115-19	111-16
R2	114-08	114-08	111-07
R1	112-14	112-14	110-29	111-24
PP	111-03	111-03	111-03	110-24
S1	109-09	109-09	110-11	108-20
S2	107-30	107-30	110-01
S3	104-25	106-04	109-24
S4	101-20	102-31	108-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-26	109-24	3-02	2.8%	0-31	0.9%	33%	False	False	49
10	114-11	109-24	4-19	4.1%	0-25	0.7%	22%	False	False	36
20	114-11	109-24	4-19	4.1%	0-17	0.5%	22%	False	False	26
40	114-11	109-01	5-10	4.8%	0-10	0.3%	32%	False	False	34

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-13
2.618	111-25
1.618	111-13
1.000	111-06
0.618	111-01
HIGH	110-26
0.618	110-21
0.500	110-20
0.382	110-19
LOW	110-14
0.618	110-07
1.000	110-02
1.618	109-27
2.618	109-15
4.250	108-27

Fisher Pivots for day following 24-Sep-2007
Pivot	1 day	3 day
R1	110-23	111-00
PP	110-21	110-29
S1	110-20	110-27

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

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