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

NPV of Treasury Note.xls

NPV of Treasury Bond.xls

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.

updated daily with prior-day info:

Treasury Futures Empirical Duration Tool

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

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

all you need is 3ticks



enjoy

POSSIBLE paths........

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

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.