CISCO Futures
1-303-306-1521 1-800 800 7227 Fax 1-303-306-1572
http://www.cisco-futures.com
dljones@cisco-futures.com
Bracket Screen
Copyright CISCO 1999, 2006
Bracket screen
The Bracket screen gives in one page a quick study of balanced markets
along with potential break-out prices. Covers long-term, short-term and
intermediate time periods.
The Bracket screen is a table of contracts that are bracketing with
a bracket range greater than a chosen $ range value.
Brackets for the last 5, 10, 15, 20 days of trading are considered.
They are determined from Overlays for the last 5, 10, 15, 20 days of trading
Screen Table is normally calculated in increments of 5, 10, 15 and 20 days.
Balances on interior days (2, 3, 4), (6, 7, 8, 9), (11, 12, 13, 14) and (16, 17, 18, 19)
are posted in the Screen for 6 days and above. Shorter balances (2, 3, 4) must
be estimated by eye.
The Upper and Lower prices for the bracket give breakout price levels.
The Close prices locate the previous trading days close relative to
the bracket upper and lower limits.
The midway point between the Upper and Lower prices gives the value
for the bracket.
The upper and lower octant prices can be the entry points for responsive
trades and can be stops for break-out trades. Then these prices give
the $ risk for trades.
The direction ("D") is "S" if close is in the lower half of bracket.
The direction ("D") is "L" if close is in the upper half of bracket.
DY FUTURE D UPPER LOWER CLOSE $RNG U-OCT MID L-OCT 5 CC 3 95 L 17575 16700 16985 3281 17466 17137 16809 5 HO 3 95 S 4900 4750 4837 630 4882 4825 4768 5 HO 4 95 L 4940 4765 4830 735 4919 4852 4786 5 ID 3 95 L 9995 9885 9933 2200 9982 9940 9898 5 LB 3 95 S 3150 3030 3108 1560 3135 3090 3045 5 LI 3 95 S 8991 8941 8975 750 8985 8966 8947 5 MU 3 95 S 8110 8064 8092 920 8105 8087 8069 5 MU 6 95 L 8110 8064 8066 920 8105 8087 8069 5 SV 3 95 S 4945 4780 4917 825 4925 4862 4800 5 W 3 95 L 3854 3704 3712 750 3835 3780 3723 5 W 5 95 L 3700 3600 3602 500 3686 3650 3612 10 CC 3 95 S 17575 16350 16985 4593 17422 16962 16503 10 CC 5 95 S 17650 16500 17105 4312 17507 17075 16643 10 CO 3 95 S 1384 1304 1381 799 1374 1344 1314 10 CO 5 95 S 1410 1326 1408 839 1400 1368 1336 10 ED 6 95 S 9267 9217 9250 1250 9261 9242 9223 10 FC 3 95 S 7470 7210 7345 1300 7438 7340 7242 10 FC 4 95 L 7355 7180 7242 875 7334 7267 7201 10 HO 2 95 S 4930 4630 4814 1260 4893 4780 4667 10 LG 3 95 S 10116 10008 10104 625 10111 10028 10013 10 LG 6 95 S 10116 10008 10108 625 10111 10028 10013 10 MB 3 95 L 8622 8426 8514 1875 8615 8524 8501 10 OJ 3 95 L 10900 10025 10415 1312 10791 10462 10134 10 QA 3 95 S 25720 25130 25440 2950 25647 25425 25203 10 S 1 95 L 5574 5470 5500 525 5562 5522 5482 10 S 5 95 L 5704 5602 5602 512 5692 5653 5614 10 SF 3 95 S 7905 7750 7896 1937 7886 7827 7769 10 SP 3 95 S 47240 46160 46730 5400 47105 46700 46295 10 T2 3 95 L 10104 9912 10002 1750 10029 10008 9919 10 U2 3 95 L 10016 9826 9907 1687 10010 9921 9900 10 U2 6 95 L 9931 9814 9825 1531 9925 9906 9820 10 W 3 95 L 3890 3704 3712 925 3866 3796 3726 10 W 5 95 L 3714 3600 3602 575 3701 3656 3613 10 W 7 95 L 3504 3392 3406 562 3491 3447 3405 15 CC 3 95 S 17550 16400 16985 4312 17407 16975 16543 15 CC 5 95 L 17625 16650 17105 3656 17504 17137 16771 15 CO 5 95 S 1410 1330 1408 799 1400 1370 1340 15 FC 1 95 S 7680 7555 7622 625 7665 7617 7570 15 FC 3 95 L 7475 7305 7345 850 7454 7390 7326 15 HO 4 95 L 4980 4760 4830 924 4953 4870 4787 15 LG 3 95 S 10115 10008 10104 609 10111 10027 10012 15 LG 6 95 S 10115 10008 10108 609 10111 10027 10012 15 LH 4 95 S 4085 3880 4070 820 4060 3982 3905 15 MB 3 95 L 8622 8416 8514 2187 8614 8519 8424 15 MB 6 95 L 8622 8416 8421 2187 8614 8519 8424 15 SV 5 95 S 4990 4700 4976 1450 4954 4845 4736 15 TE 3 95 S 23700 23290 23650 2050 23649 23495 23341 15 U2 6 95 L 9931 9811 9825 1625 9925 9905 9817 15 W 7 95 L 3504 3392 3406 562 3491 3447 3405 20 CC 3 95 L 17700 16400 16985 4875 17538 17050 16562 20 CC 5 95 L 17775 16650 17105 4218 17635 17212 16790 20 FC 3 95 L 7475 7260 7345 1075 7449 7367 7286 20 FC 4 95 L 7355 7180 7242 875 7334 7267 7201 20 HO 3 95 L 5100 4740 4837 1512 5055 4920 4785 20 HO 4 95 L 5030 4760 4830 1134 4997 4895 4793 20 ID 3 95 S 9990 9710 9933 5600 9955 9850 9745 20 ID 6 95 L 9990 9710 9843 5600 9955 9850 9745 20 JY 3 95 L 10210 10030 10110 2250 10188 10120 10052 20 LB 3 95 L 3350 3080 3108 3510 3317 3215 3113 20 LH 4 95 S 4085 3855 4070 920 4057 3970 3883 20 LI 3 95 S 8988 8820 8975 2520 8967 8904 8841 20 MB 3 95 L 8622 8416 8514 2187 8614 8519 8424 20 MB 6 95 L 8622 8416 8421 2187 8614 8519 8424 20 SV 5 95 S 5010 4700 4976 1550 4972 4855 4738 20 T2 3 95 L 10102 9913 10002 1656 10028 10007 9919 20 T2 6 95 L 10102 9913 9919 1656 10028 10007 9919 20 TE 3 95 S 23700 23290 23650 2050 23649 23495 23341 20 U2 6 95 L 9930 9812 9825 1562 9924 9905 9818 20 W 7 95 L 3504 3392 3406 562 3491 3447 3405For more information phone 1-800-800-7227 or 1-303-306-1521