Spreadsheet Advice for ZN pricing - Bonds and Interest Rates Trading | futures.io
futures io futures trading


Spreadsheet Advice for ZN pricing
Started: by Hinneni Views / Replies:3,246 / 53
Last Reply: Attachments:13

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
 13  
 
Thread Tools Search this Thread
 

Spreadsheet Advice for ZN pricing

  #1 (permalink)
Elite Member
san diego, CA/usa
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: 6E
 
Posts: 22 since Oct 2014
Thanks: 9 given, 6 received

Spreadsheet Advice for ZN pricing

I apologize in advance. This is a basic question. I am looking to add Ten Year (ZN) Note futures prices to a spreadsheet and am not sure how to proceed. the ZN contract is priced different then what I am used to. In example, it changes round numbers after 300, right. Wont all the numbers be skewed?

Any advice? or source?

Please

Thanks

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Market Wizard
Germany
 
Futures Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
Posts: 2,354 since Feb 2013
Thanks: 3,948 given, 5,693 received
Forum Reputation: Legendary


Think, you should take a look at the CME price quotation rules for ZN etc ...
This will certainly clear up your "skew" fog

10-Year T-Note Futures Contract Specs - CME Group

Price quotation is in points ($1,000) and halves of 1/32 of a point, minimum price fluctuation
one-half of one thirty-second (1/32) of one point ($15.625, rounded to the nearest cent per contract).


Last edited by choke35; March 16th, 2016 at 07:21 AM.
Reply With Quote
 
  #4 (permalink)
Elite Member
san diego, CA/usa
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: 6E
 
Posts: 22 since Oct 2014
Thanks: 9 given, 6 received

Thank You

I am curious how to set this up in a spreadsheet...to record daily fluctuations etc?


Sorry so green

Reply With Quote
 
  #5 (permalink)
Market Wizard
Houston TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 1,762 since Dec 2013
Thanks: 1,518 given, 2,635 received
Forum Reputation: Legendary

Futures Edge on FIO
I believe that you will find today's settle 129'095 is equivalent to 129 & 9.5/32nds (which is of course equal to 129 & 19/64ths) which is equal to 129.296875 in decimal.

Reply With Quote
 
  #6 (permalink)
Risk--->0 $--->∞
Chicago, IL
 
Futures Experience: None
Platform: NT8,NT7,TWS,FOREX.COM app
Broker/Data: InteractiveBrokers, NinjaTrader Brokerage FOREX.COM, IQFeed
Favorite Futures: ZF, ZN, ZB, ES, FX pairs
 
Blash's Avatar
 
Posts: 1,345 since Nov 2011
Thanks: 3,722 given, 1,868 received
Forum Reputation: Legendary

A dear friend got me started a few years ago and I add a lot to this to include ZN ZB and ZF. Here you go... You can check out the formulas to understand what it is doing.

Ron

It is an axiomatic fact that while you meditate you are speaking with your own spirit. In that state of mind you put certain questions to your spirit and the spirit answers: the light breaks forth and the reality is revealed.
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
Attached Files
Register to download File Type: xlsx Copy of ZN ZF ZB to Decmials.xlsx (14.7 KB, 33 views)
Reply With Quote
The following 2 users say Thank You to Blash for this post:
 
  #7 (permalink)
Elite Member
Los Angeles CA
 
Futures Experience: Beginner
Platform: NT8
Favorite Futures: NQ YM ES ZN CL GC HG ZS 6E 6A 6J 6C
 
FlyingMonkey's Avatar
 
Posts: 235 since Jan 2016
Thanks: 808 given, 584 received

Throwing out an example of what I do in my sheet for ZN. Probably not the slickest way, but it works.

My lookup list for ZN has:

$/Tick of $15.625
Tick Size =5/320 (formula results in 0.015625)

Any time I log a ZN price into a cell, I type as a formula like: =129+60/320 (formula results in 129.1875)

With this setup, it works like any other instrument in my sheet. If you want to get the number of ticks between two prices, take the difference of the prices and divide by the tick size value. If you want the $ amount, multiply that number of ticks by the $/Tick value.

Reply With Quote
 
  #8 (permalink)
Elite Member
san diego, CA/usa
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: 6E
 
Posts: 22 since Oct 2014
Thanks: 9 given, 6 received

Thank You

Thanks guys for all the replies...it has steered me on the right track...

Btw, any advice on figuring out the rotations on ZN contracts. What I mean is the impulse/retracement (give and go) etc...


thank you

Reply With Quote
The following user says Thank You to Hinneni for this post:
 
  #9 (permalink)
Risk--->0 $--->∞
Chicago, IL
 
Futures Experience: None
Platform: NT8,NT7,TWS,FOREX.COM app
Broker/Data: InteractiveBrokers, NinjaTrader Brokerage FOREX.COM, IQFeed
Favorite Futures: ZF, ZN, ZB, ES, FX pairs
 
Blash's Avatar
 
Posts: 1,345 since Nov 2011
Thanks: 3,722 given, 1,868 received
Forum Reputation: Legendary


Hinneni View Post
Thanks guys for all the replies...it has steered me on the right track...

Btw, any advice on figuring out the rotations on ZN contracts. What I mean is the impulse/retracement (give and go) etc...


thank you

What bar type timeframe and tick size of rotation are you looking for as a starting point please? Globex or just RTH? I assume Globex?

I can whip up a study for you once you let me know if you like , would be happy to.

Ron

It is an axiomatic fact that while you meditate you are speaking with your own spirit. In that state of mind you put certain questions to your spirit and the spirit answers: the light breaks forth and the reality is revealed.
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
Reply With Quote
 
  #10 (permalink)
Elite Member
san diego, CA/usa
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: 6E
 
Posts: 22 since Oct 2014
Thanks: 9 given, 6 received

Thank You


Wow Thanks

I watch 5 minute charts... I do scale down from 30 minute for Swing High/Lows and low volume zones.
Also, I have been looking at Point and Figure charts (1000 tick 3 reversal, 5 reversal) for battle points

any help or advice
much appreciated

Reply With Quote
The following user says Thank You to Hinneni for this post:

Reply



futures io > > > > Spreadsheet Advice for ZN pricing

Thread Tools Search this Thread
Search this Thread:

Advanced Search



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

PTMC Protrader Platform First Look w/Sergey Sokolov

Elite only

Spring Grains Outlook w/Sean Lusk @ Walsh Trading

Elite only

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

April

Process above all else w/Anthony Crudele @ Futures Radio Show

Elite only

Machine Learning - Quantitative Trading w/Martin Froehler @ Quantiacs

Elite only

Market Dynamics w/Peter Davies @ Jigsaw Trading

Elite only

Ask Me Anything w/Patrick Rooney @ Trading Technologies

Apr 18

Ask Me Anything w/FuturesTrader71

Apr 19

Machine Learning w/Kris Longmore

Elite only

Market Analysis w/Dave Forss

Apr 25

Introducing iSystems with Stage 5 Trading

Apr 27
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
bond pricing, beginner question fishtoeat Bonds and Interest Rates Trading 23 November 21st, 2015 04:38 PM
Good Advice on Bad Advice? afoxperson The Elite Circle 5 February 18th, 2015 10:36 PM
Daily volume on ES and ZN Identical but no Movement on ZN ? lexxmd Bonds and Interest Rates Trading 6 May 11th, 2014 11:54 PM
Can someone help with new TT pricing? Makololo Brokers and Data Feeds 0 October 12th, 2013 12:14 PM
Newbie Q: on Grain Pricing JVentura Commodities Futures Trading 4 January 19th, 2011 04:39 PM


All times are GMT -4. The time now is 05:37 AM.

no new posts
Page generated 2017-03-26 in 0.14 seconds with 38 queries on phoenix via your IP 54.166.107.51