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Spreadsheet Advice for ZN pricing
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Spreadsheet Advice for ZN pricing

  #1 (permalink)
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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

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  #3 (permalink)
Market Wizard
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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.
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Thank You

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


Sorry so green

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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.

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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.
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Register to download File Type: xlsx Copy of ZN ZF ZB to Decmials.xlsx (14.7 KB, 34 views)
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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.

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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

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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)
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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

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