ECBOT 30 Year Treasury Bond Future June 2008

Trading Metrics calculated at close of trading on 03-Jan-2008

Day Change Summary
	Previous	Current
	02-Jan-2008	03-Jan-2008	Change	Change %	Previous Week
Open	115-18	117-06	1-20	1.4%	114-00
High	117-16	117-10	-0-06	-0.2%	115-10
Low	115-18	116-25	1-07	1.1%	112-29
Close	117-11	117-06	-0-05	-0.1%	115-02
Range	1-30	0-17	-1-13	-72.6%	2-13
ATR	1-07	1-06	-0-02	-3.9%	0-00
Volume	268,071	258,045	-10,026	-3.7%	388,809

Daily Pivots for day following 03-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-22	118-15	117-15
R3	118-05	117-30	117-11
R2	117-20	117-20	117-09
R1	117-13	117-13	117-08	117-14
PP	117-03	117-03	117-03	117-04
S1	116-28	116-28	117-04	116-30
S2	116-18	116-18	117-03
S3	116-01	116-11	117-01
S4	115-16	115-26	116-29

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	121-21	120-24	116-12
R3	119-08	118-11	115-23
R2	116-27	116-27	115-16
R1	115-30	115-30	115-09	116-12
PP	114-14	114-14	114-14	114-21
S1	113-17	113-17	114-27	114-00
S2	112-01	112-01	114-20
S3	109-20	111-04	114-13
S4	107-07	108-23	113-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-16	113-15	4-01	3.4%	1-04	0.9%	92%	False	False	175,634
10	117-16	112-29	4-19	3.9%	0-31	0.8%	93%	False	False	179,436
20	117-16	112-21	4-27	4.1%	1-02	0.9%	94%	False	False	257,050
40	118-06	112-21	5-17	4.7%	0-25	0.7%	82%	False	False	373,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-18
2.618	118-23
1.618	118-06
1.000	117-27
0.618	117-21
HIGH	117-10
0.618	117-04
0.500	117-02
0.382	116-31
LOW	116-25
0.618	116-14
1.000	116-08
1.618	115-29
2.618	115-12
4.250	114-17

Fisher Pivots for day following 03-Jan-2008
Pivot	1 day	3 day
R1	117-04	116-31
PP	117-03	116-23
S1	117-02	116-16

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

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