ECBOT 30 Year Treasury Bond Future March 2008

Trading Metrics calculated at close of trading on 01-Nov-2007

Day Change Summary
	Previous	Current
	31-Oct-2007	01-Nov-2007	Change	Change %	Previous Week
Open	113-13	112-16	-0-29	-0.8%	113-21
High	113-21	114-04	0-15	0.4%	114-05
Low	112-22	112-09	-0-13	-0.4%	112-31
Close	112-20	113-29	1-09	1.1%	113-17
Range	0-31	1-27	0-28	90.3%	1-06
ATR	0-20	0-23	0-03	13.5%	0-00
Volume	289	434	145	50.2%	2,358

Daily Pivots for day following 01-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	118-31	118-09	114-29
R3	117-04	116-14	114-13
R2	115-09	115-09	114-08
R1	114-19	114-19	114-02	114-30
PP	113-14	113-14	113-14	113-20
S1	112-24	112-24	113-24	113-03
S2	111-19	111-19	113-18
S3	109-24	110-29	113-13
S4	107-29	109-02	112-29

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	114-04	112-09	1-27	1.6%	0-26	0.7%	88%	True	True	284
10	114-05	112-05	2-00	1.8%	0-26	0.7%	88%	False	False	378
20	114-05	110-01	4-04	3.6%	0-21	0.6%	94%	False	False	351
40	114-11	109-24	4-19	4.0%	0-20	0.5%	90%	False	False	200
60	114-11	109-01	5-10	4.7%	0-14	0.4%	92%	False	False	140

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	0-03
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	121-31
2.618	118-30
1.618	117-03
1.000	115-31
0.618	115-08
HIGH	114-04
0.618	113-13
0.500	113-06
0.382	113-00
LOW	112-09
0.618	111-05
1.000	110-14
1.618	109-10
2.618	107-15
4.250	104-14

Fisher Pivots for day following 01-Nov-2007
Pivot	1 day	3 day
R1	113-22	113-22
PP	113-14	113-14
S1	113-06	113-06

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

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