ZT ZF ZN ZB journal

[Rahula]

In the spirit of ES journal, I want to create this journal for treasury futures.

 

[Rahula]

I tend to trade ZN. I'd like to get short this contract. But I'm waiting for the all time low yield of 3.074 to break. Does anyone know how to calculate the price of the June ZN contract if the yield were to drop to 3.074?

 

[youngtrader]

Great! I will definantly be posting on here man! Hopefully we can get some others to join in too.

By the way I actually trade bund bobl and schatz but I do some trading in the 10 and 30yr as well.

Are you planning on making this just for CBOT treasuries or are you allowing eurodollar and bund bobl schatz?

 

[Surdo]

The HIGH on that candle in June '03, on the continuous TEN YEAR was 120 '14. I do not know if that is an accurate representation of price.

 

[Rahula]

Someone posted a formula for calculating price given the yield a while back but I can't find the post.

In 2003-2004 we had higher yields with a lower fed funds rate and lower inflation expectations - which makes me think we are very overbought at these levels.

Youngtrader, you can post whatever you like.

 

[MandelbrotSet]

Quote from Rahula:

I tend to trade ZN. I'd like to get short this contract. But I'm waiting for the all time low yield of 3.074 to break. Does anyone know how to calculate the price of the June ZN contract if the yield were to drop to 3.074?

I'll look around (and ask around) for the formula ... you would think it would be obvious.

I know I've seen it before, I just don't remember it, and as directional futs traders, we tend to just focus on accumulating ticks.

 

[youngtrader]

Quote from Rahula:



Youngtrader, you can't post whatever you like.

I can't or can? By the way I'm short a few 10yrs at 119.25

Huge volume at 119.25 and I think we could break here.

 

[Bogan7]

Some attention to the curve and spread trades would be interesting to me as well

 

[Rahula]

Quote from youngtrader:

I can't or can? By the way I'm short a few 10yrs at 119.25

Huge volume at 119.25 and I think we could break here.

You can, I'll go back and edit.

 

[MandelbrotSet]

Quote from Rahula:

You can, I'll go back and edit.

Speaking of posting stuff, there's a video on using the yield curve as a tool to assist in your trading of the notes, I'll post the steps to get there once I've reviewed it (if it's bad, I'll say so )

Good trading.