Any one trade bund outright?

Discussion in 'Index Futures' started by Learner, Dec 20, 2005.

  1. FredBloggs

    FredBloggs Guest

    thats a great post - thanks a lot.

    i agree - context is everything. what you say makes a lot of sense.
     
    #31     Mar 21, 2006
  2. cmaxb

    cmaxb

    34 ticks. I think this new method shows some promise.
     
    #32     Mar 23, 2006
  3. meskhot

    meskhot

    Dogfish,

    Thanks for your post, very interesting...
    The patterns you describe are exactly those which have been killing me for the past 6 months. These flippers get into action generally in the morning in a slightly trending market with below average volume.
    When not caught by them, I tried to take advantage of the set up. It revealed extremely difficult (at least for me!) as :

    *The pulling out of the bids are so fast it is almost impossible to jump on it
    * They are not always executed as you mentionned
    * It is hard to fade the trade, as the impact of the orders pulling out is difficult to predict (3ticks? 6 ticks?) I am often stopped out
    * Sometimes I am amazed to see an obvious "fake bid" being slowly hit without pulling out...

    Tx for the tip on the "Lucky fill" that's smart. I didn't think about the fact changing the size by one lot would shove me in the queue.

    Here is my Q : How to take advantage of those trades? (apart of staying away :) )
     
    #33     Mar 28, 2006
  4. krazybar

    krazybar

    I traded the bund at a prop firm for a couple of years, 11 hours a day (or night since I was in Chicago)

    I think its a good market - found that it was a good trade technically - fibs and keltner bands were our favorite indicators....

    Tried using the same indicators in the 10 year notes and they did not work near as well....

    __________________
    Dan
    www.TradersLog.com
     
    #34     Mar 28, 2006
  5. what are the hours that the bund trades central time u.s. ?
     
    #35     Apr 1, 2006
  6. and how much is it a tick ?
     
    #36     Apr 1, 2006
  7. krazybar

    krazybar

    It trades from 1AM -12 CST and the tick value is 10EUR if I remember right!
     
    #37     Apr 1, 2006
  8. thank you
     
    #38     Apr 1, 2006
  9. BKuerbs

    BKuerbs

    Have a look at the product specification.

    Trading hours are from 8:00 CET to 22:00 CET, that is 2:00 EST to 16:00 EST.

    Watch out for the last week in March, when Europe switches to DST, but the USA one week later.

    You have the know the Eurex Trading Calendar but of more importance is to keep track of the various economic reports.

    Daily FX supplies this information but you should monitor a more European centered calendar too, because the US ones tend to forget some reports which may influence the Bund.

    Regards

    Bernd Kuerbs
     
    #39     Apr 2, 2006
  10. buttons

    buttons

    If central time u.s. is Chicago time, you have to add 7 hours, Frankfurt is seven hours ahead
     
    #40     Apr 6, 2006