Above is my trading screen setup for US Treasury trading.
I use NinjaTrader powered with TTFeed and tools from JigsawTrading.
From left to right (Depth&Sales): S&P500 futures (ES), 10-year note (ZN), 30-year (ZB) and 5-year (ZF)
Explanation for each letter (Depth&Sales):
A: Alert column. Here I can place a marker for a level of interest. One letter is enough for me.
B: Volume histogram. The traded volume at each price.
C: Price, shortened to 4 digits for 10-year. Real price in this example is 131,190.
D: Order column. Working order type and size is listed in this column.
E: Current trades on bid.
F: Current trades on offer.
G: Resting bids.
H: Resting offers.
Explanation for each letter (Summary tape depth):
a: Time in Eastern Time.
b: Inside bid price.
c: On the upper most row, it´s the current bid/ask size. Other rows, it´s the bid/ask size that was before it was taken out. Watch it live for a while and it makes sence.
d: Volume traded at the bid.
e: Volume traded at the offer.
f: Same as ( c ), but on the offer.
g: Inside ask price.
h: Cumulative delta from the start of the session. traded on bid – traded on offer.