ECBOT 30 Year Treasury Bond Future March 2008

Trading Metrics calculated at close of trading on 19-Oct-2007

Day Change Summary
	Previous	Current
	18-Oct-2007	19-Oct-2007	Change	Change %	Previous Week
Open	111-14	112-05	0-23	0.6%	110-05
High	112-07	113-16	1-09	1.1%	113-16
Low	111-14	112-05	0-23	0.6%	110-05
Close	112-04	113-07	1-03	1.0%	113-07
Range	0-25	1-11	0-18	72.0%	3-11
ATR	0-19	0-21	0-02	9.1%	0-00
Volume	316	126	-190	-60.1%	1,335

Daily Pivots for day following 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	117-00	116-14	113-31
R3	115-21	115-03	113-19
R2	114-10	114-10	113-15
R1	113-24	113-24	113-11	114-01
PP	112-31	112-31	112-31	113-03
S1	112-13	112-13	113-03	112-22
S2	111-20	111-20	112-31
S3	110-09	111-02	112-27
S4	108-30	109-23	112-15

Weekly Pivots for week ending 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	122-10	121-04	115-02
R3	118-31	117-25	114-04
R2	115-20	115-20	113-27
R1	114-14	114-14	113-17	115-01
PP	112-09	112-09	112-09	112-19
S1	111-03	111-03	112-29	111-22
S2	108-30	108-30	112-19
S3	105-19	107-24	112-10
S4	102-08	104-13	111-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-16	110-05	3-11	3.0%	0-24	0.7%	92%	True	False	267
10	113-16	110-01	3-15	3.1%	0-19	0.5%	92%	True	False	250
20	113-16	110-01	3-15	3.1%	0-14	0.4%	92%	True	False	201
40	114-11	109-24	4-19	4.1%	0-15	0.4%	76%	False	False	111
60	114-11	109-01	5-10	4.7%	0-11	0.3%	79%	False	False	89

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	119-07
2.618	117-01
1.618	115-22
1.000	114-27
0.618	114-11
HIGH	113-16
0.618	113-00
0.500	112-26
0.382	112-21
LOW	112-05
0.618	111-10
1.000	110-26
1.618	109-31
2.618	108-20
4.250	106-14

Fisher Pivots for day following 19-Oct-2007
Pivot	1 day	3 day
R1	113-03	112-27
PP	112-31	112-14
S1	112-26	112-02

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

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