Sample of Product: CBOT/CME LDB/Buy-Sell Reports PLUS analysis
CBOT VOLUME REPORT TRADING DATE: 12 01 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(*) 13025 1002 3.9 50.1 0.0 0.0 49.9 CD 13024 58 0.2 50.0 5.2 0.0 44.8 CD 13023 294 1.1 50.0 0.0 0.0 50.0 CD 13022 514 2.0 54.9 0.0 0.0 45.1 CD 13021 1978 7.7 50.9 10.1 0.0 39.0 CD 13020 734 2.9 42.8 3.4 0.0 53.8 CD 13019 918 3.6 51.7 0.0 0.0 48.3 CD 13018 58 0.2 51.7 0.0 0.0 48.3 CD 13017 1094 4.2 68.3 9.1 0.0 22.6 CD 13016 1650 6.4 50.2 0.0 0.0 49.8 CD 13015 838 3.3 53.2 0.0 0.0 46.8 CD 13014 878 3.4 53.5 0.0 0.0 46.5 CDE 13013 700 2.7 51.1 0.0 0.4 48.4 CDE 13012 284 1.1 57.7 0.0 1.8 40.5 CDE 13011 498 1.9 56.0 0.4 0.0 43.6 CE 13010 790 3.1 57.6 0.3 0.0 42.2 CEF 13009 36 0.1 77.8 0.0 0.0 22.2 CEF 13008 252 1.0 68.3 0.0 0.0 31.7 BCEFL 13007 250 1.0 70.4 10.8 0.0 18.8 BCEFL 13006 1026 4.0 58.5 0.0 0.0 41.5 BCEFKLM 13005 1672 6.5 53.2 12.3 2.4 32.1 BCFIKLM 13004 1008 3.9 54.7 0.2 1.0 44.1 $ABCFIKL 13003 2830 11.0 54.9 0.4 1.2 43.5 Z$ABCFGHIK 13002 3314 12.9 55.0 0.3 0.5 44.2 Z$ABFGHIJK 13001 922 3.6 58.8 0.2 1.6 39.4 Z$AFGHIJK 13000 1086 4.2 54.5 0.0 2.6 42.9 Z$AFGHIJK 12931 436 1.7 60.6 5.7 1.1 32.6 AFGHJK 12930 334 1.3 62.0 0.0 0.0 38.0 FGHJ 12929 76 0.3 77.6 0.0 6.6 15.8 GHJ 12928 212 0.8 57.5 0.0 0.0 42.5 GJ 12927 8 0.0 75.0 0.0 0.0 25.0 J %CTI1 %CTI2 %CTI3 %CTI4 VOLUME FOR DEC 98 T-BOND (CBOT) DAY 25750 54.8 2.4 0.6 42.2 VOLUME FOR ALL T-BOND (CBOT) DAY 685196 59.6 5.9 4.9 29.6 70% VOLUME SUMMARY PRICE VOLUME %VOL %CTI1 %CTI2 %CTI3 %CTI4 BRACKETS 13016 18804 73.0 55.3 1.5 0.8 42.3 Z$ABCDEFGHIJKLM 12930 O/H/L/C SUMMARY PRICE VOLUME %VOL %CTI1 %CTI2 %CTI3 %CTI4 BRACKETS OPEN 13003 6144 23.9 54.9 0.4 0.8 43.9 Z$ABCFGHIJK 13002 HIGH 13025 1002 3.9 50.1 0.0 0.0 49.9 CD LOW 12927 8 0.0 75.0 0.0 0.0 25.0 J CLOSE 13005 2698 10.5 55.2 7.6 1.5 35.7 BCEFIKLM 13006 QUADRANTS PRICE VOLUME %VOL %CTI1 %CTI2 %CTI3 %CTI4 BRACKETS QD 1 13025 8300 32.2 52.5 4.0 0.0 43.5 CD 13016 QD 2 13015 4024 15.6 54.7 0.1 0.2 45.0 CDEF 13009 QD 3 13008 10352 40.2 55.7 2.5 1.0 40.9 Z$ABCEFGHIJKLM 13002 QD 4 13001 3074 11.9 58.3 0.9 1.7 39.1 Z$AFGHIJK 12927 TPO ANALYSIS FOR CURRENT DAY : VALUE AREA FROM TPOS UPPER 13010 LOWER 12929 CONTROL 13003 ALL Z $ A B C D E F G H I J K L M TPO-UPR 71 0 2 5 3 12 40 52 59 59 59 61 61 64 69 71 TPO-LWR 43 0 4 6 10 10 10 10 15 21 28 31 39 43 43 43 TPO-TOT 125 4 9 15 22 45 59 68 81 89 96 102 110 118 123 125 PRC-TKS 31 4 5 6 10 27 27 27 28 30 30 30 31 31 31 31 TF-FAC 4.0 1.0 1.8 2.5 2.2 1.7 2.2 2.5 2.9 3.0 3.2 3.4 3.5 3.8 4.0 4.0 *The MARKET PROFILE is a registered trademark of the Board of Trade of the City of Chicago 1984. ALL RIGHTS RESERVED. CTI STUDY FOR: U2 12 98 VOL/PRICE TIC VALUE AREA QUADRANT DATE HIGH LOW CLOSE CTI V-AB V-VA V-BL %TOT %ABV %VA %BLO %QD1 %QD4 12 01 98 13025 12927 13005 2 240 100 0 2.4 1.3 1.1 0.0 37.1 4.4 11 30 98 13010 12824 12925 2 25 100 0 1.7 0.2 1.5 0.0 4.6 46.5 11 27 98 12820 12813 12815 2 5 100 28 7.2 0.1 5.8 1.3 19.6 8.4 11 25 98 12810 12727 12809 2 36 100 31 7.0 0.9 5.6 0.6 12.8 14.3 11 24 98 12806 12714 12723 2 33 100 15 6.0 1.3 4.5 0.2 14.2 25.0 11 23 98 12819 12707 12719 2 110 100 0 7.1 1.4 5.7 0.0 26.5 18.6 11 20 98 12824 12800 12807 2 17 100 23 5.3 0.1 4.0 1.2 39.5 5.5 11 19 98 12803 12717 12728 2 18 100 29 6.6 0.4 4.8 1.3 10.3 6.3 11 18 98 12811 12623 12727 2 0 100 85 5.5 0.0 3.8 1.8 31.8 28.7 11 17 98 12724 12621 12629 2 1 100 18 6.5 0.0 5.0 1.5 34.6 5.9 AVERAGE 2 48 100 22 5.5 0.6 4.2 0.8 23.1 16.4 Commercial Activity Review (10 days max.). Significant action is: VOL/PRICE TIC: Values of 70 or more. VALUE AREA: Fifty percent greater than the average. QUADRANT: Fifty percent greater than the average. 12 01 Upper Comml Action: 13025 VOL/PRICE VALUE AREA QUADRANT 11 30 Lower Comml Action: 12824 QUADRANT 11 27 Lower Comml Action: 12813 VALUE AREA 11 25 Upper Comml Action: 12810 VALUE AREA 11 24 Upper Comml Action: 12806 VALUE AREA Lower Comml Action: 12714 QUADRANT 11 23 Upper Comml Action: 12819 VOL/PRICE VALUE AREA 11 20 Upper Comml Action: 12824 QUADRANT Lower Comml Action: 12800 VALUE AREA 11 19 Lower Comml Action: 12717 VALUE AREA 11 18 Lower Comml Action: 12623 VOL/PRICE VALUE AREA QUADRANT 11 17 Lower Comml Action: 12621 VALUE AREA *Temporary trial addition to CBOT LDB Report (no charge in this format) Net Buy and Sell LDB Volumes/Brackets for U2 12/98 for trading on 12/01/98 ________________________________________________________________________________________________________________________________ Price Volume CTI1b CTI1s CTI1n CTI2b CTI2s CTI2n CTI3b CTI3s CTI3n CTI4b CTI4s CTI4n Half-hour Brackets ________________________________________________________________________________________________________________________________ 13025 1002 1 501 -500 0 0 0 0 0 0 500 0 500 CD 13024 58 1 28 -27 3 0 3 0 0 0 25 1 24 CD 13023 294 100 47 53 0 0 0 0 0 0 47 100 -53 CD 13022 514 43 239 -196 0 0 0 0 0 0 214 18 196 CD 13021 1978 39 967 -928 200 0 200 0 0 0 750 22 728 CD 13020 734 188 126 62 25 0 25 0 0 0 154 241 -87 CD 13019 918 41 434 -393 0 0 0 0 0 0 418 25 393 CD 13018 58 11 19 -8 0 0 0 0 0 0 18 10 8 CD 13017 1094 218 529 -311 100 0 100 0 0 0 229 18 211 CD 13016 1650 21 807 -786 0 0 0 0 0 0 804 18 786 CD 13015 838 48 398 -350 0 0 0 0 0 0 371 21 350 CD 13014 878 138 332 -194 0 0 0 0 0 0 301 107 194 CDE 13013 700 181 177 4 0 0 0 3 0 3 166 173 -7 CDE 13012 284 32 132 -100 0 0 0 2 3 -1 108 7 101 CDE 13011 498 243 36 207 0 2 -2 0 0 0 6 211 -205 CE 13010 790 141 314 -173 2 0 2 0 0 0 252 81 171 CEF 13009 36 15 13 2 0 0 0 0 0 0 3 5 -2 CEF 13008 252 65 107 -42 0 0 0 0 0 0 61 19 42 BCEFL 13007 250 72 104 -32 27 0 27 0 0 0 26 21 5 BCEFL 13006 1026 176 424 -248 0 0 0 0 0 0 337 89 248 BCEFKLM 13005 1672 513 377 136 200 5 195 30 10 20 93 444 -351 BCFIKLM 13004 1008 131 420 -289 0 2 -2 0 10 -10 373 72 301 $ABCFIKL 13003 2830 656 897 -241 2 10 -8 5 29 -24 752 479 273 Z$ABCFGHIK 13002 3314 901 922 -21 0 10 -10 0 17 -17 756 708 48 Z$ABFGHIJK 13001 922 240 302 -62 2 0 2 15 0 15 204 159 45 Z$AFGHIJK 13000 1086 327 265 62 0 0 0 28 0 28 188 278 -90 Z$AFGHIJK 12931 436 81 183 -102 25 0 25 5 0 5 107 35 72 AFGHJK 12930 334 159 48 111 0 0 0 0 0 0 8 119 -111 FGHJ 12929 76 27 32 -5 0 0 0 5 0 5 6 6 0 GHJ 12928 212 106 16 90 0 0 0 0 0 0 0 90 -90 GJ 12927 8 4 2 2 0 0 0 0 0 0 0 2 -2 J ________________________________________________________________________________________________________________________________ Grand 25750 4919 9198 -4279 586 29 557 93 69 24 7277 3579 3698 Total ________________________________________________________________________________________________________________________________ This report may not be reproduced or retransmitted without the express written consent of CISCO. Net Buy-Sell Grand Totals for Last 10 trading days for U2 12/98 Date Volume CTI1b CTI1s CTI1n CTI2b CTI2s CTI2n CTI3b CTI3s CTI3n CTI4b CTI4s CTI4n 12/01/98 25750 4919 9198 -4279 586 29 557 93 69 24 7277 3579 3698 11/30/98 65286 17996 14636 3360 548 576 -28 177 1557 -1380 13922 15874 -1952 11/27/98 80412 21553 21017 536 2970 2795 175 4486 3664 822 11197 12730 -1533 11/25/98 209720 61378 55728 5650 5165 9574 -4409 14790 6221 8569 23527 33337 -9810 11/24/98 455456 134436 132751 1685 14902 12435 2467 9985 11138 -1153 68405 71404 -2999 11/23/98 562852 159361 159955 -594 26376 13839 12537 11338 12668 -1330 84351 94964 -10613 11/20/98 603876 179019 178455 564 14912 17183 -2271 14951 22335 -7384 93056 83965 9091 11/19/98 450228 133065 132684 381 14231 15275 -1044 8521 10794 -2273 69297 66361 2936 11/18/98 847146 250676 250413 263 18986 27983 -8997 16436 18493 -2057 137475 126684 10791 11/17/98 443796 126555 126739 -184 13761 15234 -1473 10122 5375 4747 71460 74550 -3090