The fatigue damage of a structure is usually estimated by calculating the damage values of a limited number of measured random time-histories. The limited damage values are generally not identical due to the sampling variability. In a recent work, confidence interval expressions have been proposed to bound the expected damage value. The method revealed a good agreement with simulations, thus suggesting its use also with real measurements. The present paper investigates the above-mentioned confidence intervals for expected damage by a real engineering application, in which few measured time-history records, or even only one, are available. This goal is achieved after measuring the random loadings acting on an instrumented Mountain-bike riding in a typical north Italian off-road track. As the whole ensemble of an infinite number of time-histories is not available and the expected damage is thus not known a priori, a sort of calibrator sample damage value, which is computed using a large number of measured time-history records, is used to estimate the expected damage. The obtained results confirm the accuracy of the proposed approach also with real measurements.