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zb daily
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Created: by tbondtrader Attachments:314

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zb daily

  #21 (permalink)
Elite Member
Houston, Texas, USA
 
Futures Experience: Intermediate
Platform: Dorman
Favorite Futures: ZB, ZN
 
dano0726's Avatar
 
Posts: 25 since Nov 2010
Thanks: 0 given, 21 received

Nominal Equivalent Yields for ZN/ZB Prices

Rico:

PM me, and I'll send you both Excel spreadsheets...it's a little Old School (from my MBA days), but you can convert the ZB/ZN prices to yields to approximate any yield you want. It's close enough for my kind of trading...

Your CTD computation is/was somewhere on the old CBOT website -- it's gotta be somewhere (CMEgroup.com?) on the 'net to download...

Dano

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  #22 (permalink)
Elite Member
Houston, Texas, USA
 
Futures Experience: Intermediate
Platform: Dorman
Favorite Futures: ZB, ZN
 
dano0726's Avatar
 
Posts: 25 since Nov 2010
Thanks: 0 given, 21 received

Old School ZN/ZB Yield Spreadsheets

NPV of Treasury Note.xls

NPV of Treasury Bond.xls

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  #23 (permalink)
Elite Member
Houston, Texas, USA
 
Futures Experience: Intermediate
Platform: Dorman
Favorite Futures: ZB, ZN
 
dano0726's Avatar
 
Posts: 25 since Nov 2010
Thanks: 0 given, 21 received

ZB/ZN


Chop, Chop, Chop said ZB/ZN this morning..........you retracement traders are catching the falling knife today. Triple tops and quadraple bottoms

Closin' up shop until afternoon when everybody goes Weekend Flat.

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  #24 (permalink)
Elite Member
detroit, mi
 
Futures Experience: Intermediate
Platform: nt
Broker/Data: IB
Favorite Futures: CL
 
rico42's Avatar
 
Posts: 80 since Jan 2012
Thanks: 61 given, 51 received

DV01's for ZN (TY symbol on open outcry)

updated daily with prior-day info:

Treasury Futures Empirical Duration Tool

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  #25 (permalink)
Zb Trader
midwest
 
Futures Experience: Intermediate
Platform: ninja trader+tws
Broker/Data: amp/cqg
Favorite Futures: zb and es
 
tbondtrader's Avatar
 
Posts: 396 since Jul 2009
Thanks: 848 given, 446 received

zb 5 min

this is what zb looks like on smaller timeframe.........enjoy....

Attached Thumbnails
zb daily-zb-06-12-5-min-4_17_2012-projection.jpg  
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  #26 (permalink)
Elite Member
Houston, Texas, USA
 
Futures Experience: Intermediate
Platform: Dorman
Favorite Futures: ZB, ZN
 
dano0726's Avatar
 
Posts: 25 since Nov 2010
Thanks: 0 given, 21 received

ZBM12 since Feb-2012

Here is the ZBM12 longer term perspective (since late Feb-2012)...approaching the life-of-contract high

Attached Files
Register to download File Type: docx ZBM12 on 20120417.docx (13.7 KB, 19 views)
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  #27 (permalink)
Zb Trader
midwest
 
Futures Experience: Intermediate
Platform: ninja trader+tws
Broker/Data: amp/cqg
Favorite Futures: zb and es
 
tbondtrader's Avatar
 
Posts: 396 since Jul 2009
Thanks: 848 given, 446 received

zb 5 minute final picture

all you need is 3ticks



enjoy

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zb daily-zb-06-12-5-min-4_17_2012-final2.jpg  
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  #28 (permalink)
Zb Trader
midwest
 
Futures Experience: Intermediate
Platform: ninja trader+tws
Broker/Data: amp/cqg
Favorite Futures: zb and es
 
tbondtrader's Avatar
 
Posts: 396 since Jul 2009
Thanks: 848 given, 446 received

30MIN ZB CHARTS POSS PATHS

POSSIBLE paths........

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zb daily-zb-06-12-30-min-5_1_2012-possible-paths.jpg  
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  #29 (permalink)
Zb Trader
midwest
 
Futures Experience: Intermediate
Platform: ninja trader+tws
Broker/Data: amp/cqg
Favorite Futures: zb and es
 
tbondtrader's Avatar
 
Posts: 396 since Jul 2009
Thanks: 848 given, 446 received

followup 30min zb part 2

reports tomorrow /thursday.. and ..friday ...the mkt will"should" have increase in daily range

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  #30 (permalink)
Elite Member
Houston, Texas, USA
 
Futures Experience: Intermediate
Platform: Dorman
Favorite Futures: ZB, ZN
 
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Posts: 25 since Nov 2010
Thanks: 0 given, 21 received

Average Daily Range for ZB


tbondtrader -- do you calculate/track the ZB average daily range? ZB is giving me flashbacks to 2006 (or 2007) when we had 8-10 ticks for an entire day (I'm probably exaggerating some....) I don't have my charts/calculations on me now, just thinking the choppy action is getting more concentrated.

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