Bond Trader 2007

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

Thread Status:
Not open for further replies.
  1. Recap on profit for today.

    I posted these times:

    0800 0900 0930 1115

    I mentioned also that 0700 was a time, but didn't post it, as it was after the fact.

    Here is the breakdown:

    0700 2 tick loss.
    0800 2 tick loss.
    0900 7 tick (equivalent) gain on the ZN's, and 2 tick gain on the additional ZB's.
    0930 Was the exit for the 0900 trade
    1115 I didn't trade, but you were looking at at least 4 ticks.

    All of the above is based on a single ZB contract.

    -2 X 1 ZB
    -2 X 1 ZB
    +7 X 2 (ZB equivalent to 4 ZN)
    +2 X 4 ZB
    _____
    18 tick net profit.

    All of the above on minimal work, little to no stress.
     
    #711     Jul 2, 2007
  2. Turning Point Times for today:

    0800 0932 1000 1204
     
    #712     Jul 3, 2007
  3. Excellent 0800 trade. The dip to 107 29, a very significant number, and price action afterwards told you that the move may stop there. You could have gotten in as late as 108 00, and out for the magic 4 ticks.
     
    #713     Jul 3, 2007
  4. In the event the 0900 report does something, here are some numbers to watch:

    108 12
    108 07

    107 30
    107 27
    107 25

    Personally, I think we will have a range bound day, but you never know.

    By the way, I see I didn't post it, but technically the 0900 time is also a turning point time. And technically, it would be a turning point time in anyone's book.
     
    #714     Jul 3, 2007
  5. 0904 CST Sold 2 ZB 108 00

    UPDATE
    Sold 4 ZB 105 280

    UPDATE
    Sold 2 ZB 107 31.

    Done.
     
    #715     Jul 3, 2007
  6. Time exit target is 0932 followed by 1000.

    Price target is 107 26 or 107 27 to be safe. Equivalent exit in ZN.
     
    #716     Jul 3, 2007
  7. 0917 Bought 2 ZB at 107 29 and a little later 2 ZB at 107 30

    Bought 2 ZN 105 270.

    Bought 2 ZN 105 280.

    I'm not going to post the times for the ZN's. You can figure it out. Profit on 2 ZN's, break even on 2 ZN's.
     
    #717     Jul 3, 2007
  8. Personally, I think we may go lower to test the target price I mentioned, but when I'm handed almost 500 USD, I try and take it. In this case, the ideal exit was 107 29 for all contracts, then I would have made the full 500, or pretty close.

    One of the things I keep bringing up is I like to go for the net number of ticks I know I'm good for. Looking back over years of data, I've always been better off taking 4 - 6 ticks when I'm trading intra-day, 1 min to 60 min time frame.
     
    #718     Jul 3, 2007
  9. 0931 CST We have a 0932 time coming up, but I probably won't do anything as we are right in the middle of a range today.

    As of this moment in time, I put the range at 108 01 and 107 26. It is pointless to make a move at this time. There are other times coming up.
     
    #719     Jul 3, 2007
  10. Chart of the 0900 and the 0932 turning points.

    Note that the chart is in EST. My calls are always CST.
     
    #720     Jul 3, 2007
Thread Status:
Not open for further replies.