Recent content by jfut

Hi s0mmi, Great pointers - thank you very much for your reply. J

Hi there, For those of you that analyse time & sales, which particular executed trade size orders do you isolate in order to have a general idea of what the large traders are doing? For example, in the 5 year treasury futures, do you look at all executed trade sizes above 10, 25, 50 or...

Hey thank you for the pointers. Appreciate your help.

JPEG attached relating to above post. Thanks.

Hi there, Over the last couple of days I have noticed relatively large ask size at a select few price levels in the 30 year bond futures market, as the market slowly grinds upward. An example of this occurred today at 6:29 a.m. Eastern Time. What do you think is the reason for the large...

Commercials are net short according to the Commitment of Traders report. Small speculators are net long. Sentiment appears to be bullish on bond prices so the contrarians may be taking note. We came out of a seasonal low around May this year, and at the same time treasury prices were valued...

Hi justrading - thank you for the help. You certainly have a couple of interesting nuggets of info that require some further thought on my part. I think volume coming in on key levels is something I'll certainly investigate more. In fact, I read somewhere that you can establish the extremes...

Hi ExchangeBonds - thank you for the info. I will revisit Bollinger Bands and see if something ties up with my strategy there. I neglected to mention that in fact I use long term, medium term and short term market profile to extract key levels of interest, all of which can be useful in...

Hi there, I day trade the 10 yr treasury note. Currently, I'm really stuck on something, hence my post. To summarise, I use long term market profile charts to help me find price levels that may offer good support and/or resistance. These same levels offer good points to enter long/short...

Thanks guys, really appreciate the help.

Hey, I was wondering if anyone knows a decent supplier of historical index data for the 30 year, 10 year and 5 year Treasuries (not the futures data)? I've contacted the CME Group but they weren't much help. I basically need 30 minute OHLC data for the above Treasury indexes dating back...