Sample of a Running Market Profile

MARKET PROFILE* REPORT FOR DEC 98 T-BOND (CBOT) DAY (U2Z) (AND RUNNING PROFILE: cut at C period) TRADING BEGINS 0720 (CST);CLOSES 1405;TPO SYMBOLS ARE yzABCDEFGHIJKLM FIRST PERIOD IS 30 MINS;SUBSEQUENT PERIODS ARE ALL 30 MINS NEW YORK PRICES DELAYED 30 MINUTES; REST 10 MINS CURRENT TIME IS 17:11 (CST) ;LAST TICK TIME 14:00 PREV ------------CURRENT------------------------------------------------ 12929 A A 12928 A A 12927 A A 12926 A A 12925 A A 12924 A A 12923 A A 12922 A A 12921 zA zA 12920 zA zA 12919 zA zA 12918 zAB zAB 12917 zAB zAB 12916 zB zB 12915 zB zB 12914 zB zB 12913 zB zB 12912 zB zB 12911 zBCD zB CD 12910 yzBCDE yzB CDE 12909 yzBCDE yzB CDE C 12908 yzBCDE yzB CDE 12907 yzBCDEF yzB CDEF 12906 *yBCDEFG yB CDEFG 12905 yBCDEFGH yB CDEFGH 12904 yBCDEFGH yB CDEFGH 12903 yBCEFGHI yB CEFGHI 12902 yBCEFHI yB CEFHI 12901 BEFHI B EFHI 12900 BEHI B EHI 12831 BI B I 12830 BI B I 12829 BI B I 12828 I I 12827 I I 12826 I I 12825 I I 12824 IJ IJ 12823 IJ IJ 12822 J J 12821 J J 12820 J J 12819 J J 12818 J J 12817 J J 12816 JK JK 12815 JK JK 12814 JK JK 12813 JKL* JKL 12812 JKL JKL 12811 JKL JKL 12810 JKL JKL 12809 JKL JKL 12808 JKL JKL 12807 JKL JKL 12806 JKL JKL 12805 JKL JKL 12804 L L PREVIOUS DAYS CONTROL (>) 12819 PREVIOUS DAYS VALUE AREA (|) 12907 - 12727 NUMBER OF TRADES 880 CENTER 12903 12819 VALUE 12825 12814 AREA 12925 12823 TPO-UPR 59 28 TPO-LWR 74 20 TPO-TOTAL 160 101 TICKS 58 40 TF FACTOR 2.8 2.5 *REGISTERED TRADEMARK CHICAGO BOARD OF TRADE. COPYRIGHT CBOT. ALL RIGHTS RESERVED. TODAYS CONTROL PRICE = 12903 TODAYS VALUE AREA = 12825 TO 12925 TODAYS FIRST PRICE = 12906 TODAYS HIGH PRICE= 12929 TODAYS LOW PRICE= 12804 TODAYS LAST PRICE = 12813 TODAYS TOTAL TRADED TICKS = 880 PREVIOUS TRADING DATE = 09,10,98 PREV. DAYS CONTROL PRICE= 12819 PREV. DAYS VALUE AREA= 12907 TO 12727 PREV. DAYS OPEN = 12724 PREV. DAYS HIGH = 12917 PREV. DAYS LOW = 12721 PREV. DAYS SETTLEMENT = 12908 This report may not be reproduced or retransmitted without the express written consent of CISCO.