ECBOT 30 Year Treasury Bond Future March 2008

Trading Metrics calculated at close of trading on 25-Sep-2007

Day Change Summary
	Previous	Current
	24-Sep-2007	25-Sep-2007	Change	Change %	Previous Week
Open	110-15	110-30	0-15	0.4%	112-29
High	110-26	110-30	0-04	0.1%	112-29
Low	110-14	110-28	0-14	0.4%	109-24
Close	110-24	110-22	-0-02	-0.1%	110-20
Range	0-12	0-02	-0-10	-83.3%	3-05
ATR	0-24	0-22	-0-01	-5.3%	0-00
Volume	83	231	148	178.3%	190

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

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	112-08	109-24	2-16	2.3%	0-26	0.7%	38%	False	False	93
10	113-12	109-24	3-20	3.3%	0-22	0.6%	26%	False	False	58
20	114-11	109-24	4-19	4.2%	0-18	0.5%	20%	False	False	38
40	114-11	109-01	5-10	4.8%	0-10	0.3%	31%	False	False	40

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0-01
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	111-06
2.618	111-03
1.618	111-01
1.000	111-00
0.618	110-31
HIGH	110-30
0.618	110-29
0.500	110-29
0.382	110-29
LOW	110-28
0.618	110-27
1.000	110-26
1.618	110-25
2.618	110-23
4.250	110-20

Fisher Pivots for day following 25-Sep-2007
Pivot	1 day	3 day
R1	110-29	110-18
PP	110-27	110-15
S1	110-24	110-11

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

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