Bond Trader 2007

Discussion in 'Journals' started by johnpinochet, Feb 6, 2007.

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  1. Surdo

    Surdo

    Always good to hear from you JP.
    The USU07 range has been off the hook the past three weeks!
    I hope you have been able to capture a few ticks.

    cheers,

    el surdo
     
    #651     Jun 22, 2007
  2. Observations for next week.

    I'll post a few things here and there throughout the week. Bear in mind I'm still continuing on my method of only 1 - 2 trades a day in the bond market. I'm adding a variation here that looks at a longer term 1 hour chart.

    I won't reveal the time segment I'm looking at. It is different than previously posted. This particular variation has been working since June 13. My prediction is that we will have an ideal time to buy around 1200 CST on Monday, possibly minus 1 hour, but not plus one hour.

    How to play this:

    I don't think the worst is behind us in the bonds, but if I were looking to buy anyway, I would wait for 1000 CST on Monday, and start watching the bonds closely. I would make a purchase somewhere between 1000 and 1200, with an eye towards the 1100 to 1200 sweet spot.

    The above trade ideally would be good until the next day or even longer. Use your own exit strategy.

    Good trading!
     
    #652     Jun 23, 2007
  3. Just a caveat, the above trade is based on 1 hour bars. The previously discussed method is based on 5 minute bars and is fairly specific on the time window. The above trade is not. The trade could occur anywhere in that 1 hour bar.
     
    #653     Jun 23, 2007
  4. Long 2 ZB 106 24/32 per above trade setup.

    I will hold this for at least 8 ticks or for approximately 6 hours, i.e. probably through tomorrow AM.

    The above is a trial only and not an indication of a major shift in strategy.
     
    #654     Jun 25, 2007
  5. Out of 1 ZB at 107 00. Holding the other for a few more ticks.

    Technically the trade is over. This should be roughly the peak of this particular cycle.

    Note that I'm only speaking of this particular method of trading with this specific criteria. It is quite possible with the gloom and doom in the stock markets that we could see many more ticks to the upside for the bonds.

    More to come later.
     
    #655     Jun 26, 2007
  6. I think we are safe through 0828 CST for a few tick run up, i.e. past 107 02.

    I suspect that the high of the day will be made within the 1000 CST hourly bar.
     
    #656     Jun 26, 2007
  7. 0834 CST It looks like we won't go above 107 03 prior to the 0900 report. I'm looking to get out before the report, so I'll hold for a few more minutes, but I'll more than likely exit at 107 01 if possible.

    My gut feel is to buy any retracements after a spike up post report. Hard to say though as this is FOMC week. I see volatility ahead throughout the week.

    0838 CST Order in to exit at 107 00, if I can get it.

    0839 CST Out.

    Great end to a very easy, straightforward, longer-term cycle trade off of the hourly chart.

    I'm expecting something big either in bonds or the YM so I'll stick around for a couple more hours.
     
    #657     Jun 26, 2007
  8. Wrong on it being high of the day, but right on it being a "high." Check out the 10 AM bar on the 4 min ZB chart.

    The above call was based on a pattern in effect since 20 June 2007. The time was only good for today, it is different tomorrow.
     
    #658     Jun 26, 2007
  9. 1130 CST

    I'm done for the day. It looks like we may have a low to buy based on one hour cycles around 1300 CST today. This is a one hour window trade.

    The above would only be a quick scalp trade as tomorrow, I see a big buy opportunity at 0800 CST. This is a precise trade.

    Above times are good for today only and tomorrow only.
     
    #659     Jun 26, 2007
  10. TGM

    TGM

    John,

    Is there a reason you usually trade Bonds and not the 10 year?
     
    #660     Jun 26, 2007
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