ECBOT 30 Year Treasury Bond Future June 2008

Trading Metrics calculated at close of trading on 24-Jan-2008

Day Change Summary
	Previous	Current
	23-Jan-2008	24-Jan-2008	Change	Change %	Previous Week
Open	120-04	119-15	-0-21	-0.5%	117-25
High	121-24	119-28	-1-28	-1.5%	119-21
Low	118-14	117-09	-1-05	-1.0%	117-25
Close	120-15	118-01	-2-14	-2.0%	118-27
Range	3-10	2-19	-0-23	-21.7%	1-28
ATR	1-11	1-15	0-04	9.9%	0-00
Volume	815,491	655,792	-159,699	-19.6%	2,043,282

Daily Pivots for day following 24-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-06	124-22	119-15
R3	123-19	122-03	118-24
R2	121-00	121-00	118-16
R1	119-16	119-16	118-09	118-30
PP	118-13	118-13	118-13	118-04
S1	116-29	116-29	117-25	116-12
S2	115-26	115-26	117-18
S3	113-07	114-10	117-10
S4	110-20	111-23	116-19

Weekly Pivots for week ending 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-12	123-16	119-28
R3	122-16	121-20	119-12
R2	120-20	120-20	119-06
R1	119-24	119-24	119-00	120-06
PP	118-24	118-24	118-24	119-00
S1	117-28	117-28	118-22	118-10
S2	116-28	116-28	118-16
S3	115-00	116-00	118-10
S4	113-04	114-04	117-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-24	117-09	4-15	3.8%	2-02	1.7%	17%	False	True	575,782
10	121-24	116-21	5-03	4.3%	1-14	1.2%	27%	False	False	504,554
20	121-24	112-29	8-27	7.5%	1-07	1.0%	58%	False	False	369,853
40	121-24	112-21	9-03	7.7%	1-04	1.0%	59%	False	False	399,923

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	0-11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-29
2.618	126-21
1.618	124-02
1.000	122-15
0.618	121-15
HIGH	119-28
0.618	118-28
0.500	118-18
0.382	118-09
LOW	117-09
0.618	115-22
1.000	114-22
1.618	113-03
2.618	110-16
4.250	106-08

Fisher Pivots for day following 24-Jan-2008
Pivot	1 day	3 day
R1	118-18	119-16
PP	118-13	119-01
S1	118-07	118-17

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

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