anyone daytrade the ZF (5 YR Note)? It seems pretty weak

I would also suggest learning how the delivery basket and the Treasury bond basis works. Oh, yes, and you don't have to use CME ratios - they are frequently off and you would be taking a fair bit of unwanted directional risk.
 
"I would also suggest learning how the delivery basket and the Treasury bond basis works"

Bigtime agree. Way more than can (or should) be covered in an internet forum post.
 
Quote from Martinghoul:

Read the Bible! "Treasury Bond Basis" by Burghardt, Belton et al
More...

Another good idea would be to read Martin's posts. Very good source of legitimate and sound info regarding all things rates IMO.

You realize that the newb's head is going to explode.
 
Quote from Martinghoul:

Read the Bible! "Treasury Bond Basis" by Burghardt, Belton et al
More...

Riding the Yield Curve is another good book, can't recall who wrote it
 
if you are going to "read" anything, learn to read price action- it will make you many times more money than any of these books. i learned to read price action before opening any books like the ones mentioned before, and i can honestly say none of the books did anything to improve my trading. learning from your mistakes, why you made them and what you could have seen to tell you that you were wrong- be honest with yourself, that is the true way to success.
 
I shorted the TuT (2's to 10's) the 14th, and rolled it into June today.

Working sales as I type in the GE Z1-Z2 exchange supported implied spread - looking to work into a short between tonight and tomorrow morning.
 
Quote from bone:

I shorted the TuT (2's to 10's) the 14th, and rolled it into June today.

Working sales as I type in the GE Z1-Z2 exchange supported implied spread - looking to work into a short between tonight and tomorrow morning.
More...

Quote from dumb_mother:

if you are going to "read" anything, learn to read price action- it will make you many times more money than any of these books. i learned to read price action before opening any books like the ones mentioned before, and i can honestly say none of the books did anything to improve my trading. learning from your mistakes, why you made them and what you could have seen to tell you that you were wrong- be honest with yourself, that is the true way to success.
More...

edit: books might be important if you do trades like this :p i only trade intra-day so order flow is much more important for me. i like short fv against the rest of the curve until the auction today after that ungodly strength yesterday- strongest 1 day fv move if i remember correctly since november in either direction
 
"i only trade intra-day so order flow is much more important for me"

Understood. I used to trade 300K Eurex/Liffe curve RTs per month intraday for David Ellis over at DE Trading.

And now I can make just as much money (usually more) trading 3-5K RTs per month.
 
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