zb daily - Bonds and Interest Rates Trading | futures io social trading
futures io futures trading


zb daily
Updated: Views / Replies:38,435 / 401
Created: by tbondtrader Attachments:300

Welcome to futures io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 300  
 
Thread Tools Search this Thread
 

zb daily

  #21 (permalink)
Elite Member
Houston, Texas, USA
 
Futures Experience: Intermediate
Platform: Dorman
Favorite Futures: ZB, ZN
 
dano0726's Avatar
 
Posts: 24 since Nov 2010
Thanks: 0 given, 20 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

Reply With Quote
 
  #22 (permalink)
Elite Member
Houston, Texas, USA
 
Futures Experience: Intermediate
Platform: Dorman
Favorite Futures: ZB, ZN
 
dano0726's Avatar
 
Posts: 24 since Nov 2010
Thanks: 0 given, 20 received

Old School ZN/ZB Yield Spreadsheets

NPV of Treasury Note.xls

NPV of Treasury Bond.xls

Reply With Quote
The following 5 users say Thank You to dano0726 for this post:
 
  #23 (permalink)
Elite Member
Houston, Texas, USA
 
Futures Experience: Intermediate
Platform: Dorman
Favorite Futures: ZB, ZN
 
dano0726's Avatar
 
Posts: 24 since Nov 2010
Thanks: 0 given, 20 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.

Reply With Quote
 
  #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

Reply With Quote
The following user says Thank You to rico42 for this post:
 
  #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: 382 since Jul 2009
Thanks: 840 given, 430 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  
Reply With Quote
 
  #26 (permalink)
Elite Member
Houston, Texas, USA
 
Futures Experience: Intermediate
Platform: Dorman
Favorite Futures: ZB, ZN
 
dano0726's Avatar
 
Posts: 24 since Nov 2010
Thanks: 0 given, 20 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, 18 views)
Reply With Quote
 
  #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: 382 since Jul 2009
Thanks: 840 given, 430 received

zb 5 minute final picture

all you need is 3ticks



enjoy

Attached Thumbnails
zb daily-zb-06-12-5-min-4_17_2012-final2.jpg  
Reply With Quote
 
  #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: 382 since Jul 2009
Thanks: 840 given, 430 received

30MIN ZB CHARTS POSS PATHS

POSSIBLE paths........

Attached Thumbnails
zb daily-zb-06-12-30-min-5_1_2012-possible-paths.jpg  
Reply With Quote
The following user says Thank You to tbondtrader for this post:
 
  #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: 382 since Jul 2009
Thanks: 840 given, 430 received

followup 30min zb part 2

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

Attached Thumbnails
zb daily-zb-06-12-30-min-5_2_2012-arrows.jpg  
Reply With Quote
 
  #30 (permalink)
Elite Member
Houston, Texas, USA
 
Futures Experience: Intermediate
Platform: Dorman
Favorite Futures: ZB, ZN
 
dano0726's Avatar
 
Posts: 24 since Nov 2010
Thanks: 0 given, 20 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.

Reply With Quote

Reply



futures io > > > > zb daily

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

FIO Journal Challenge featuring NinjaTrader ($2,000+ of prizes)

May

An overview of volumetric analytical tools w/Sergey Sokolov @ PTMC

Elite only

John Hoagland (TBA)

Elite only

FuturesTrader71 Extended Ask Me Anything (AMA)

Elite only

Pete @ Jigsaw Trading (TBA)

Elite only

John @ No BS Day Trading (TBA)

Elite only

An Afternoon with FIO member Softsoap (being rescheduled)

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
EasyLanguage Daily Profit and Daily Loss limit in strategy Big Mike EasyLanguage Programming 11 May 12th, 2016 01:50 PM
ZB ZN (NOB) JTrain Bonds and Interest Rates Trading 22 April 26th, 2016 05:10 PM
ZB Trading the change of trend nostrabus Bonds and Interest Rates Trading 8 April 7th, 2011 04:23 PM
Channeling 2% daily Eric j Elite Trading Journals 81 April 4th, 2011 08:38 AM
Daily PnL andy335 NinjaTrader Programming 2 November 9th, 2010 08:39 AM


All times are GMT -4. The time now is 07:25 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-05-29 in 0.12 seconds with 21 queries on phoenix via your IP 23.20.147.6