ECBOT 30 Year Treasury Bond Future June 2008

Trading Metrics calculated at close of trading on 28-Jan-2008

Day Change Summary
	Previous	Current
	25-Jan-2008	28-Jan-2008	Change	Change %	Previous Week
Open	117-17	119-16	1-31	1.7%	120-05
High	119-03	119-16	0-13	0.3%	121-24
Low	117-11	118-24	1-13	1.2%	117-09
Close	118-30	119-01	0-03	0.1%	118-30
Range	1-24	0-24	-1-00	-57.1%	4-15
ATR	1-16	1-14	-0-02	-3.5%	0-00
Volume	525,060	336,214	-188,846	-36.0%	2,641,529

Daily Pivots for day following 28-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-11	120-30	119-14
R3	120-19	120-06	119-08
R2	119-27	119-27	119-05
R1	119-14	119-14	119-03	119-08
PP	119-03	119-03	119-03	119-00
S1	118-22	118-22	118-31	118-16
S2	118-11	118-11	118-29
S3	117-19	117-30	118-26
S4	116-27	117-06	118-20

Weekly Pivots for week ending 25-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	132-23	130-10	121-13
R3	128-08	125-27	120-05
R2	123-25	123-25	119-24
R1	121-12	121-12	119-11	120-11
PP	119-10	119-10	119-10	118-26
S1	116-29	116-29	118-17	115-28
S2	114-27	114-27	118-04
S3	110-12	112-14	117-23
S4	105-29	107-31	116-15

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%	2-03	1.7%	39%	False	False	595,548
10	121-24	117-09	4-15	3.8%	1-16	1.3%	39%	False	False	502,102
20	121-24	113-25	7-31	6.7%	1-08	1.1%	66%	False	False	402,361
40	121-24	112-21	9-03	7.6%	1-04	1.0%	70%	False	False	375,009

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	122-22
2.618	121-15
1.618	120-23
1.000	120-08
0.618	119-31
HIGH	119-16
0.618	119-07
0.500	119-04
0.382	119-01
LOW	118-24
0.618	118-09
1.000	118-00
1.618	117-17
2.618	116-25
4.250	115-18

Fisher Pivots for day following 28-Jan-2008
Pivot	1 day	3 day
R1	119-04	118-28
PP	119-03	118-23
S1	119-02	118-18

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

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