Sample of Historical LDB data
TRADING DATE: 09 16 98 CONTRACT: DEC 98 T-BOND (CBOT) DAY TRADING BEGINS 0720 (CST);CLOSES 1405;TPO SYMBOLS ARE Z$ABCDEFGHIJKLM FIRST PERIOD IS 10 MINS;SUBSEQUENT PERIODS ARE ALL 30 MINS PRICE VOLUME %VOL %CTI1 %CTI2 %CTI3 %CTI4 BRACKETS(*) 12814 8 0.0 100.0 0.0 0.0 0.0 K 12813 1932 0.2 55.2 5.4 2.8 36.5 K 12812 4558 0.5 55.7 3.3 3.8 37.3 KLM 12811 17874 2.1 59.5 2.6 4.8 33.0 KLM 12810 28310 3.3 60.2 3.7 2.9 33.2 KLM 12809 23026 2.7 60.3 7.6 5.0 27.1 KL 12808 37210 4.3 63.1 6.2 3.1 27.6 KL 12807 23204 2.7 57.2 3.8 1.9 37.1 KL 12806 18672 2.2 56.5 4.9 2.2 36.4 KL 12805 19760 2.3 58.8 5.5 2.4 33.3 KL 12804 16004 1.9 61.2 5.8 2.5 30.5 KL 12803 6336 0.7 59.7 9.8 4.8 25.7 KL 12802 1744 0.2 65.0 0.0 0.9 34.1 K 12801 3954 0.5 60.1 11.3 4.1 24.5 K 12800 4812 0.6 58.2 5.5 2.6 33.7 K 12731 3992 0.5 63.0 1.6 1.4 34.0 K 12730 19682 2.3 59.1 4.6 1.6 34.8 IK 12729 28708 3.3 65.5 4.7 1.3 28.5 DEFIJK 12728 51662 6.0 62.7 6.3 2.8 28.2 DEFIJK 12727 40064 4.6 61.7 7.3 4.7 26.3 CDEFGIJK 12726 37070 4.3 63.4 5.6 2.7 28.3 Z$CDEFGIJK 12725 46358 5.4 61.7 6.1 3.7 28.5 Z$CDEFGHIJK 12724 50396 5.8 64.5 7.4 3.9 24.3 Z$BCDEGHIJK 12723 62702 7.2 62.1 5.7 4.4 27.8 Z$ABCDGHIJ 12722 69896 8.1 63.5 6.5 4.9 25.0 Z$ABCGHIJ 12721 55692 6.4 64.0 8.2 2.8 25.1 Z$ABCGHIJ 12720 50922 5.9 62.2 7.2 3.8 26.7 Z$ABCHIJ 12719 53926 6.2 64.5 7.6 2.7 25.1 $ABHIJ 12718 44588 5.2 62.0 9.1 2.7 26.2 $ABHI 12717 28824 3.3 62.4 4.4 5.0 28.3 $ABHI 12716 10632 1.2 55.0 5.0 3.4 36.6 $I 12715 2478 0.3 51.9 4.1 0.1 43.8 $I 12714 80 0.0 52.5 0.0 0.0 47.5 I %CTI1 %CTI2 %CTI3 %CTI4 VOLUME FOR DEC 98 T-BOND (CBOT) DAY 865076 62.1 6.3 3.4 28.2 VOLUME FOR ALL T-BOND (CBOT) DAY 867804 62.1 6.3 3.4 28.3 70% VOLUME SUMMARY PRICE VOLUME %VOL %CTI1 %CTI2 %CTI3 %CTI4 BRACKETS 12730 611666 70.7 63.0 6.8 3.4 26.8 Z$ABCDEFGHIJK 12718 O/H/L/C SUMMARY PRICE VOLUME %VOL %CTI1 %CTI2 %CTI3 %CTI4 BRACKETS OPEN 12720 106614 12.3 63.1 7.7 3.3 25.9 Z$ABCGHIJ 12721 HIGH 12814 8 0.0 100.0 0.0 0.0 0.0 K LOW 12714 80 0.0 52.5 0.0 0.0 47.5 I CLOSE 12810 50742 5.9 59.5 3.3 3.7 33.5 KLM 12812 QUADRANTS PRICE VOLUME %VOL %CTI1 %CTI2 %CTI3 %CTI4 BRACKETS QD 1 12814 154794 17.9 59.7 4.9 3.3 32.1 KLM 12806 QD 2 12805 76284 8.8 59.8 5.6 2.4 32.1 IKL 12730 QD 3 12729 386856 44.7 63.0 6.3 3.8 26.9 Z$ABCDEFGHIJK 12722 QD 4 12721 247142 28.6 62.7 7.4 3.2 26.7 Z$ABCGHIJ 12714 TPO ANALYSIS FOR CURRENT DAY : VALUE AREA FROM TPOS UPPER 12729 LOWER 12718 CONTROL 12725 ALL Z $ A B C D E F G H I J K L M TPO-UPR 55 0 10 12 15 20 15 23 28 32 34 40 46 32 52 55 TPO-LWR 67 0 2 9 13 14 24 24 24 26 32 42 46 67 67 67 TPO-TOT 140 7 19 26 34 42 49 55 60 67 76 93 104 127 137 140 PRC-TKS 33 7 12 12 12 13 15 15 15 15 15 17 17 33 33 33 TF-FAC 4.2 1.0 1.6 2.2 2.8 3.2 3.3 3.7 4.0 4.5 5.1 5.5 6.1 3.8 4.2 4.2 *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. Click here to go back to CISCO home page For info: 800-800-7227 or 303-306-1521; Email: dljones@cisco-futures.com Address: 14571 E. Mississippi Ave., #202, Aurora, CO 80012 USA The CISCO home page is at http://www.cisco-futures.com/