Sample of Historical Market Profile Data





Sample of Market Profile

MARKET PROFILE + TIK TPO-PROFILE

TRADING DATE: 26 JUN 98
CONTRACT: SEP 98 T-BOND (CBOT) DAY (U2U)

TRADING BEGINS 0720 (CST);CLOSES 1405;TPO SYMBOLS ARE yzABCDEFGHIJKL
FIRST PERIOD IS 30MINS; SUBSEQUENT PERIODS ARE ALL 30 MINS

NEW YORK PRICES DELAYED 30 MINUTES; REST 10 MINS
CURRENT TIME IS 14:40 (CST) ;LAST TICK TIME 14:08

PREV     ------------CURRENT------------------------------------------------
     12323  E                        1 E
     12322  E                        3 E
     12321  EFJ               |     19 EFJJJ
     12320  EFGJK             |     53 EEEFFFGGJJJJJK
     12319  EFGHIJK           |     78 EEEFFFFFFGGGHHHIJJJKK
     12318  EFGHIJKL*         |     57 EEFFFFGGHHHIJKKL
     12317  EFGHIJKL          >     33 EFGHIIJKKL
     12316  EIKL              |     20 EIIIKL
     12315  EIKL              |     17 EEIKL
     12314  EL                |     16 EELL
 |   12313  DEL               |     21 DELLL
O|   12312  DEL               |     26 DDDDELL
 |   12311  DE                |     25 DDDDDDE
 |   12310  CDE               |     29 CCCDDDDDE
 |   12309  CD                |     32 CCCCCCDDD
 |   12308  CD                |     17 CCCCD
 |C  12307  ABCD              |     26 ABBCCCD
 >   12306  zABC              |     38 zAAABBBBBC
 |   12305  zAB                     47 zzzzzAAAAABB
 |   12304  zAB                     45 zzzzzzAAABB
 |   12303  yzAB                    53 yyyyyzzzzzABBB
 |   12302  yzB                     64 yyyyyyyyzzzzzzzBB
 |   12301  yzB                     28 yyyyzzzB
 |   12300  yz                       6 yz
 |   12231  y                       12 yyy
     12230 *y                       24 yyyyyy
     12229  y                       21 yyyyy
     12228  y                        9 yy
     12227  y                        2 y

1 TIK-TPO IS APPROX.  3 VOLUME TIKS (EXCEPT FOR PRICES WITH TOT TIK VOL=1)
NUMBER OF VOLUME TICKS    822

           ALL  y   z   A   B   C   D   E   F   G   H   I   J   K   L
TPO-UPR    23   0   4   6  11  13  20  13  23  27  30  15  19  22  23
TPO-LWR    51   0   2   6   8   8   8  22  22  22  22  43  43  45  51

TPO-TOT    89   9  16  21  28  33  40  54  59  63  66  71  76  82  89
PRC-TKS    29   9  12  13  13  16  19  29  29  29  29  29  29  29  29
VOL-TKS   822 137 109  50  62  62  76  73  55  29  23  26  48  36  36
TF-FAC    3.1 1.0 1.3 1.6 2.2 2.1 2.1 1.9 2.0 2.2 2.3 2.4 2.6 2.8 3.1

*REGISTERED TRADEMARK CHICAGO BOARD OF TRADE.  COPYRIGHT CBOT.  ALL RIGHTS RESE
RVED.

TODAYS CONTROL PRICE =  12317
TODAYS VALUE AREA =  12306 TO  12321
TODAYS FIRST PRICE = 12230
TODAYS HIGH PRICE= 12323
TODAYS LOW PRICE= 12227
TODAYS LAST PRICE =  12318
TODAYS TOTAL TRADED TICKS =    822

PREVIOUS TRADING DATE = 06,25,98
PREV. DAYS CONTROL PRICE=  12306
PREV. DAYS VALUE AREA=  12313 TO  12231
PREV. DAYS OPEN = 12312
PREV. DAYS HIGH = 12314
PREV. DAYS LOW = 12222
PREV. DAYS SETTLEMENT =  12307

This report may not be reproduced or retransmitted without the express
written consent of CISCO.