bond futures

Bond Futures Continuous (US not ZB)

 

Bonds rallied almost 4 pts. in minutes. It was the single biggest move ever during the session, (87 crash caused a 10 pt. move, but it came over night) When you consider the lower volitility that bonds trade, it would be something like the Dow moving 1000pts. on unexpected news.

 

Found it!

This should be exactly what your looking for.

 

Thanks for the chart Jay...

Ok maybe I had better hold off on trading the bond futures:eek:

Could/has anything like that happen(ed) in the FX markets with a common currency like the yen or dollar? It probably depends on the liquidity, but I would imagine a currency can only move so fast right?

 

ok that is something of a relief, if those are ten minute bars my systems might have been able to flip in time. I key off 1min bars.

 

I remember Yen futures having a 500 pt. day in I believe 1994.

 

They had a 300 pip day Friday (FX: Dollar falling against the Yen).

Pic below.

 

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Here is a 1 minute candle of Oct 31, 2001.

 

with the bond futures that is about a $1000 change/per contract in just over fifteen minutes! :eek: am a assuming the multiplier right ($500 per whole point)?

 

$1000.00 per pt.