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Discussion in Treasury Notes and Bonds

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zb daily

  #21 (permalink)
 
dano0726's Avatar
 dano0726 
Houston, Texas, USA
 
Experience: Intermediate
Platform: Dorman
Trading: ZB, ZN
Posts: 25 since Nov 2010
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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)
 
dano0726's Avatar
 dano0726 
Houston, Texas, USA
 
Experience: Intermediate
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Trading: ZB, ZN
Posts: 25 since Nov 2010
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NPV of Treasury Note.xls

NPV of Treasury Bond.xls

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  #23 (permalink)
 
dano0726's Avatar
 dano0726 
Houston, Texas, USA
 
Experience: Intermediate
Platform: Dorman
Trading: ZB, ZN
Posts: 25 since Nov 2010
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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)
 
rico42's Avatar
 rico42 
detroit, mi
 
Experience: Intermediate
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updated daily with prior-day info:

Treasury Futures Empirical Duration Tool

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  #25 (permalink)
 
tbondtrader's Avatar
 tbondtrader 
midwest
 
Experience: Intermediate
Platform: ninja trader+tws
Broker: amp/cqg
Trading: zb and es
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this is what zb looks like on smaller timeframe.........enjoy....

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  #26 (permalink)
 
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 dano0726 
Houston, Texas, USA
 
Experience: Intermediate
Platform: Dorman
Trading: ZB, ZN
Posts: 25 since Nov 2010
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Here is the ZBM12 longer term perspective (since late Feb-2012)...approaching the life-of-contract high

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Elite Membership required to download: ZBM12 on 20120417.docx
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  #27 (permalink)
 
tbondtrader's Avatar
 tbondtrader 
midwest
 
Experience: Intermediate
Platform: ninja trader+tws
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all you need is 3ticks



enjoy

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  #28 (permalink)
 
tbondtrader's Avatar
 tbondtrader 
midwest
 
Experience: Intermediate
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Broker: amp/cqg
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POSSIBLE paths........

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  #29 (permalink)
 
tbondtrader's Avatar
 tbondtrader 
midwest
 
Experience: Intermediate
Platform: ninja trader+tws
Broker: amp/cqg
Trading: zb and es
Posts: 434 since Jul 2009
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reports tomorrow /thursday.. and ..friday ...the mkt will"should" have increase in daily range

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  #30 (permalink)
 
dano0726's Avatar
 dano0726 
Houston, Texas, USA
 
Experience: Intermediate
Platform: Dorman
Trading: ZB, ZN
Posts: 25 since Nov 2010
Thanks Given: 0
Thanks Received: 21


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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