ECBOT 30 Year Treasury Bond Future March 2008

Trading Metrics calculated at close of trading on 26-Oct-2007

Day Change Summary
	Previous	Current
	25-Oct-2007	26-Oct-2007	Change	Change %	Previous Week
Open	113-31	113-17	-0-14	-0.4%	113-21
High	114-02	113-27	-0-07	-0.2%	114-05
Low	113-15	113-10	-0-05	-0.1%	112-31
Close	113-26	113-17	-0-09	-0.2%	113-17
Range	0-19	0-17	-0-02	-10.5%	1-06
ATR	0-21	0-21	0-00	-1.4%	0-00
Volume	1,069	123	-946	-88.5%	2,358

Daily Pivots for day following 26-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	115-05	114-28	113-26
R3	114-20	114-11	113-22
R2	114-03	114-03	113-20
R1	113-26	113-26	113-19	113-26
PP	113-18	113-18	113-18	113-18
S1	113-09	113-09	113-15	113-08
S2	113-01	113-01	113-14
S3	112-16	112-24	113-12
S4	111-31	112-07	113-08

Weekly Pivots for week ending 26-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	117-04	116-16	114-06
R3	115-30	115-10	113-27
R2	114-24	114-24	113-24
R1	114-04	114-04	113-20	113-27
PP	113-18	113-18	113-18	113-13
S1	112-30	112-30	113-14	112-21
S2	112-12	112-12	113-10
S3	111-06	111-24	113-07
S4	110-00	110-18	112-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-05	112-31	1-06	1.0%	0-20	0.5%	47%	False	False	471
10	114-05	110-05	4-00	3.5%	0-22	0.6%	84%	False	False	369
20	114-05	110-01	4-04	3.6%	0-17	0.5%	85%	False	False	300
40	114-11	109-24	4-19	4.0%	0-18	0.5%	82%	False	False	170
60	114-11	109-01	5-10	4.7%	0-12	0.3%	85%	False	False	123

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	0-01
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-03
2.618	115-08
1.618	114-23
1.000	114-12
0.618	114-06
HIGH	113-27
0.618	113-21
0.500	113-18
0.382	113-16
LOW	113-10
0.618	112-31
1.000	112-25
1.618	112-14
2.618	111-29
4.250	111-02

Fisher Pivots for day following 26-Oct-2007
Pivot	1 day	3 day
R1	113-18	113-22
PP	113-18	113-20
S1	113-18	113-18

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

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