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Discussion in Treasury Notes and Bonds

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zb daily

  #11 (permalink)
 
tbondtrader's Avatar
 tbondtrader 
midwest
 
Experience: Intermediate
Platform: ninja trader+tws
Broker: amp/cqg
Trading: zb and es
Posts: 434 since Jul 2009
Thanks Given: 1,042
Thanks Received: 474

poss sup areas

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  #12 (permalink)
 
tbondtrader's Avatar
 tbondtrader 
midwest
 
Experience: Intermediate
Platform: ninja trader+tws
Broker: amp/cqg
Trading: zb and es
Posts: 434 since Jul 2009
Thanks Given: 1,042
Thanks Received: 474

updated

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  #13 (permalink)
 
tbondtrader's Avatar
 tbondtrader 
midwest
 
Experience: Intermediate
Platform: ninja trader+tws
Broker: amp/cqg
Trading: zb and es
Posts: 434 since Jul 2009
Thanks Given: 1,042
Thanks Received: 474


updated 60 min

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  #14 (permalink)
 
tbondtrader's Avatar
 tbondtrader 
midwest
 
Experience: Intermediate
Platform: ninja trader+tws
Broker: amp/cqg
Trading: zb and es
Posts: 434 since Jul 2009
Thanks Given: 1,042
Thanks Received: 474

next tgt area 136-16

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  #15 (permalink)
 
tbondtrader's Avatar
 tbondtrader 
midwest
 
Experience: Intermediate
Platform: ninja trader+tws
Broker: amp/cqg
Trading: zb and es
Posts: 434 since Jul 2009
Thanks Given: 1,042
Thanks Received: 474

please leave some coments.charts... enjoy your day

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  #16 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
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Swing Trader
 
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tbondtrader View Post
please leave some coments.charts... enjoy your day

Keep doing what your doing. Journal is for you, don't worry about lack of comments - people don't get too excited about a chart without fancy indicators. Just the way I like 'em...



Enjoy your weekend,

Mike

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  #17 (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

ZBM12 is bouncing off the 50% retracement level (Feb high of 143.031 and Mar 19th low of 135.156) for the last couple of days...

That March 19th low was just under 4.00% (3.982%) equivalent nominal yield. Although I don't technically use these "landmark" yield rates (and their corresponding ZB price points) as entry/exit triggers, I do keep up with them (i.e. -- 3.50%, 3.75%, 4.00%)

Coincidence or not, but ZB does like to reverse direction at these major yield percentages (price equivalents of course...)

Keep up the good work and execute your plan -- there seem to be few ZB/ZN traders here at futures.io (formerly BMT) forum

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  #18 (permalink)
 
rico42's Avatar
 rico42 
detroit, mi
 
Experience: Intermediate
Platform: nt
Broker: IB
Trading: CL
Posts: 80 since Jan 2012
Thanks Given: 61
Thanks Received: 51

Dano -
Do you have a site where you can get or confirm DV01 for different contracts or do you calculate them yourself? I'm relatively new to zn/zb and look forward to any feedback, insights, etc. you can share given your experience.
Thanks,
Rico

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  #19 (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

Rico:

I just hand-compute them with an Excel spreadsheet, but the old CBOT site had a download with them already calculated.

It's not perfect, but it gets the job done...

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  #20 (permalink)
 
rico42's Avatar
 rico42 
detroit, mi
 
Experience: Intermediate
Platform: nt
Broker: IB
Trading: CL
Posts: 80 since Jan 2012
Thanks Given: 61
Thanks Received: 51


Dano-
Thanks for the feedback. Is there a way to do a back-of-the-envelope and calculate the approximate DV01 for a futures contract ZN/ZB without going thru the DV01 and conversion factor calc on cheapest to deliver, etc.?
For example, what's a good "guestimate" for the ZN june contract price if 10-year yields hit all time lows of 1.7% or even 1.5%?
Thanks,
Rico

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