Day trading derivatives futures.

[maxinger]

26 May Eur session.

Bonds/notes trading - day 3

day range is shrinking day by day.
Better make hay while the sun shine.

BUXL day 1 day range : 4.4 points
BUXL day 2 day range : 2.5 points
BUXL day 3 day range : 1.5 points?


Trade bonds/notes like
Germany buxl & perhaps Germany bund , US Ultra T bond.

Italy, France, Spain bonds - I doubt it moves much

wonder how are other bonds like Japanese bonds, Australia bonds, GILT ...
I didn't subscribe to those datafeeds.

 

[maxinger]

bonds / notes trading - day 4 trading

BUXL day 1 day range : 4.4 points
BUXL day 2 day range : 2.5 points
BUXL day 3 day range : 1.6 points. still very tradable. market was swinging up & down.
BUXL day 4 day range : 1.0 point?


what happened so far ....
buxl still tradable, but day range is shinking.

some index futures still tradable but movement was rather jerky.
India Nifty strong up due to whatever reason.

crude oil was up - continuation from previous day movement.
gold was down - reversal from previous day movement.

 

[maxinger]

bonds/notes trading - day 4 update

what happened so far ...

Germany buxl, US Ultra T bond up strongly. seems like its day range will be huge.
Italy btp down due to news or whatever.

India Nifty down decisively due to whatever reason.
NQ also down.
crude oil down - most likely laggard.

 

[maxinger]

day 4 continue ....

summary of signals

buxl up @326p. max profit 1500 eur/lot in 3.5 hrs

buxl reverse down @636p. max profit 2000 eur/lot in 3 hrs

buxl reverse up @908p. max profit 1200 eur/lot in 1 hr

total 3 swings. max profit 4700 eur/lot.
no idea if there will be another swing.
why market swing up and down? also no idea.

There are some land mines but not many.

of course, I didn't manage to maximise my profit and I did stepped on
some land mines.

Those who traded with huge quantity should be extremely happy.

OK. let me see impact of crude oil inventory news

 

[maxinger]

bonds / notes trading - day 5 trading

BUXL day 1 day range : 4.4 points
BUXL day 2 day range : 2.5 points
BUXL day 3 day range : 1.6 points.
BUXL day 4 day range : 2.3 points. max profit 4700 euro / lot
BUXL day 5 day range : ???

US Longterm notes should have similar pattern.
hmmm. I can see someone buying US ultra T bond just now during asian time.
This is rather rare.

also someone is buying Germany buxl during Asian time.
nothing abnormal. Since Eurex opens the exchange during Asian time few months ago, some traders have been trading Eurex products during Asian time.

 

[maxinger]

 

[maxinger]

bonds/notes trading - day 6

BUXL day 1 day range : 4.4 points
BUXL day 2 day range : 2.5 points
BUXL day 3 day range : 1.6 points.
BUXL day 4 day range : 2.3 points. max profit 4700 euro / lot
BUXL day 5 day range : 2.1 points. max profit 1800 euro / lot
very healthy day range.

BUXL day 6 day range : 2.2 points?


what happened so far ...
gold and GBP long red candle. it probably followed palladium.
India Nifty long blue candle ( previous day long red candle).
ES NQ continue to be trapped in small range.

crude oil - big day range but movement was very jerky crooked spiky

 

[maxinger]

29 Mar summary / post mortem

Asian Session
China A50, Hangseng long blue candle
commodity copper long blue candle probably due to China A50


Eur session
BUXL day 1 day range : 4.4 points
BUXL day 2 day range : 2.5 points
BUXL day 3 day range : 1.6 points.
BUXL day 4 day range : 2.3 points. max profit 4700 euro / lot
BUXL day 5 day range : 2.1 points. max profit 1800 euro / lot
BUXL day 6 day range : 1.4 points. max profit 350 euro / lot ONLY !
BUXL has more or less found its comfort zone.

commodities like gold, crude oil long blue candle probably due to asian index.
gold up movement - reversal of previous day down movement.
crude oil up movement - continuation of previous day movement.

gbp swing up and down with healthy big day range.



US session
ES RTY NQ untradable.
very easy to lose money trading such markets.
defibrillator please.

______________________

 

[maxinger]

1 Apr Asian session

what happened so far ....
ES RTY NQ up during opening.

So defibrillator not needed.

Nikkei movement appears sluggish.

hmmm. corn last Fri long red candle. Anyway I hardly analyse food futures

 

[maxinger]

cont ...

summary of signals

copper up 620a
NQ & Nikkei up 742a
copper reverse down 752a
China A50 up 934a
China A50 reverse down 1005a

Hangseng - directionless.