Sample of CBOT Hourly LDB Reports
HOURLY LDB REPORTS FOR CBOT CONTRACTS DOWNLOAD NUMBER 6 TRADING DATE: 06 26 98 CONTRACT: SEP 98 US T BOND (CBOT) DAY TRADING BEGINS 0720 (CST);CLOSES 1405;TPO SYMBOLS ARE Z$ABCDEFGHIJKLM FIRST PERIOD IS 10 MINS;SUBSEQUENT PERIODS ARE ALL 30 MINS PRICE VOLUME %VOL %CTI1 %CTI2 %CTI3 %CTI4 BRACKETS(*) 12323 2860 0.6 54.1 7.7 1.0 37.2 F 12322 5844 1.2 54.2 16.5 0.8 28.4 FJ 12321 12880 2.7 61.7 9.3 1.7 27.2 FGJK 12320 25616 5.4 54.9 9.1 3.5 32.4 FGHJK 12319 33746 7.2 55.0 9.4 3.8 31.8 FGHIJKL 12318 24836 5.3 50.3 10.7 1.9 37.0 FGHIJKL 12317 15068 3.2 55.1 11.1 1.1 32.7 EFGHIJL 12316 2460 0.5 62.8 1.0 2.9 33.3 EFJL 12315 5306 1.1 54.7 4.7 0.8 39.7 EJ 12314 9914 2.1 52.3 2.9 0.1 44.8 E 12313 4598 1.0 63.1 1.8 3.1 32.0 OE 12312 17494 3.7 52.2 6.9 1.5 39.4 OE 12311 22484 4.8 57.6 8.5 2.0 31.9 ODE 12310 17042 3.6 51.4 6.1 3.0 39.6 ODE 12309 22920 4.9 53.0 9.0 1.7 36.3 OD 12308 12260 2.6 46.7 7.0 1.7 44.7 OCD 12307 17028 3.6 54.4 13.3 3.0 29.4 OBCD 12306 16926 3.6 58.8 8.0 2.8 30.4 OABCD 12305 27262 5.8 54.1 9.9 3.4 32.6 ABC 12304 27436 5.8 57.7 12.5 2.8 27.0 ABC 12303 23804 5.0 53.9 5.4 4.9 35.8 $ABC 12302 33810 7.2 58.9 8.3 6.2 26.6 $AB 12301 20598 4.4 45.3 5.6 2.6 46.5 $AB 12300 10148 2.2 45.2 13.3 2.3 39.2 Z$ 12231 23580 5.0 48.4 11.0 4.0 36.7 Z$ 12230 20050 4.3 52.8 5.8 3.6 37.8 Z$ 12229 10354 2.2 53.7 8.7 2.4 35.3 Z$ 12228 5064 1.1 42.7 11.5 1.0 44.8 Z$ 12227 368 0.1 39.9 0.3 0.0 59.8 $ %CTI1 %CTI2 %CTI3 %CTI4 VOLUME FOR SEP 98 US T BOND (CBOT) DAY 471756 53.8 8.8 2.9 34.5 VOLUME FOR ALL US T BOND (CBOT) DAY 471968 53.8 8.8 2.9 34.5 70% VOLUME SUMMARY PRICE VOLUME %VOL %CTI1 %CTI2 %CTI3 %CTI4 BRACKETS 12314 342772 72.7 53.4 8.5 3.1 35.1 EODCBA$Z 12228 TPO ANALYSIS FOR CURRENT DAY : VALUE AREA FROM TPOS UPPER 12323 LOWER 12306 CONTROL 12317 ALL Z $ A B C D E F G H I J K L TPO-UPR 25 0 2 4 12 11 15 9 13 22 26 13 19 23 25 TPO-LWR 45 0 6 10 10 16 16 26 26 26 26 41 44 44 45 TPO-TOT 83 5 14 20 27 33 39 47 55 60 64 67 75 79 83 PRC-TKS 29 5 9 12 13 14 17 23 29 29 29 29 29 29 29 TF-FAC 2.9 1.0 1.6 1.7 2.1 2.4 2.3 2.0 1.9 2.1 2.2 2.3 2.6 2.7 2.9 *The MARKET PROFILE is a registered trademark of the Board of Trade of the City of Chicago 1984. ALL RIGHTS RESERVED. This report may not be reproduced or retransmitted without the express written consent of CISCO.