ZB 12-14 (1 Min) 9.11.2014

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Sep 192014
 

ZB 12-14 (1 Min)  9_11_2014

9/11/2014 30-yr Bond Auction (1301 EDT)
Previous: 3.22/2.6
Actual: 3.24/2.7
SPIKE / REVERSE
Started @ 137’08 (1301)
1st Peak @ 137’19 – 1303:06 (2 min)
11 ticks

Reversal to 137’14 – 1305 (4 min)
5 ticks

Double top to 137’19 – 1308 (7 min)
5 ticks

Reversal to 137’09 – 1323 (22 min)
10 ticks

Pullback to 137’15 – 1334 (33 min)
6 ticks

Reversal to 137’07 – 1346 (45 min)
8 ticks

Notes: Report is scheduled on Forex Factory at the bottom of the hour, but the spike always breaks 1 min late. The highest yield rose slightly from last month, but the demand rose. This caused the bonds to spike long for a healthy reaction of 11 ticks that started on the 100 / 50 SMAs and R1 Mid Pivot then rose to cross the 200 SMA and R2 Pivot. With JOBB you would have filled long at 137’13 with 2 ticks of slippage, then seen it hover around 137’17 near the R2 Pivot for over a minute for an ideal exit of 4-5 ticks. It peaked at 137’19 early in the :04 bar, then chopped in the next 5 min. Then it reversed 10 ticks in the next 15 min to the R1 Mid Pivot. After that it pulled back for 6 ticks in 11 min before reversing for 8 ticks in the next 22 min.

ZB 12-14 (1 Min) 10.9.2014

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Oct 262014
 

ZB 12-14 (1 Min)  10_9_2014

10/9/2014 30-yr Bond Auction (1301 EDT)
Previous: 3.24/2.7
Actual: 3.07/2.4
DULL REACTION
Started @ 140’21 (1301)
1st Peak @ 140’18 – 1301:55 (1 min)
3 ticks

Reversal to 140’22 – 1303 (2 min)
4 ticks

Continued Reversal to 141’06 – 1314 (13 min)
16 ticks

Pullback to 140’17 – 1347 (46 min)
21 ticks

Reversal to 140’27 – 1357 (56 min)
10 ticks

Notes: Report is scheduled on Forex Factory at the bottom of the hour, but the spike always breaks 1 min late. The highest fell strongly from last month, and the demand tapered. This caused the bonds to have a muted reaction initially that fell only 3 ticks to the LOD, then reversed 4 ticks late in the :03 bar. With JOBB you would have filled short at 140’18 with no slippage, then seen it back off and at 2 ticks in the red. Look to exit there on the dull reaction with the LOD appearing strong to prevent any downward momentum. In a bizarre delayed reaction, the reversal then continued to climb 16 more ticks in the next 11 min to the R2 Mid Pivot. Then it reversed back to the LOD in the next 33 min. After that it returned to the SMAs and R1 Mid Pivot to trade sideways.

ZB 12-14 (1 Min) 11.13.2014

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Nov 302014
 

ZB 12-14 (1 Min)  11_13_2014

11/13/2014 30-yr Bond Auction (1301 EDT)
Previous: 3.07/2.4
Actual: 3.09/2.3
SPIKE / REVERSE
Started @ 141’05 (1301)
1st Peak @ 140’29 – 1301:44 (1 min)
8 ticks

Reversal to 141’04 – 1311 (10 min)
7 ticks

Continued Reversal to 141’15 – 1438 (97 min)
18 ticks

Pullback to 141’04 – 1526 (145 min)
11 ticks

Notes: Report is scheduled on Forex Factory at the bottom of the hour, but the spike always breaks 1 min late. The highest yield rose slightly from last month, and the demand remained about the same. This caused the bonds to fall 8 ticks in 14 sec then hover below the S1 Mid Pivot. With JOBB you would have filled short at 141’01 with 1 tick of slippage, then seen it settle to hover within 1 tick of 140’30. Look to exit there with about 3 ticks. After that it reversed 7 ticks in the next 9 min to the 100/200 SMAs, then another 11 ticks in the next 87 min to the R1 Mid Pivot. Then it pulled back 11 ticks in 48 min to cross the 200 SMA.

ZB 03-15 (1 Min) 12.11.2014

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Jan 022015
 

ZB 03-15 (1 Min)  12_11_2014

12/11/2014 30-yr Bond Auction (1301 EDT)
Previous: 3.09/2.3
Actual: 2.85/2.8
SPIKE / REVERSE
Started @ 143’12 (1301)
1st Peak @ 143’28 – 1303:57 (3 min)
16 ticks

Reversal to 143’21 – 1307 (6 min)
7 ticks

Double Top @ 143’28 – 1315 (14 min)
7 ticks

Reversal to 143’15 – 1344 (43 min)
13 ticks

Notes: Report is scheduled on Forex Factory at the bottom of the hour, but the spike always breaks 1 min late. The highest yield fell strongly from last month, and the demand increased substantially. This caused the bonds to rise 10 ticks at 1:41 then continue to climb another 6 ticks in the next 2 min without any sizeable reversal. It started just above the LOD and rose to cross all 3 Major SMAs and the PP Pivot. With JOBB you would have filled long at 143’18 with 3 ticks of slippage, then seen it slowly ascend to 143’28 to allow up to 10 ticks to be captured. After that it reversed 7 ticks in the next 3 min to the PP Pivot, before rebounding for a double top in 8 min. Then it reversed 13 ticks in 29 min as it fell to cross all 3 Major SMAs and the S1 Mid Pivot.

ZB 03-15 (1 Min) 1.14.2015

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Feb 072015
 

ZB 03-15 (1 Min)  1_14_2015

1/14/2015 30-yr Bond Auction (1301 EST)
Previous: 2.85/2.8
Actual: 2.43/2.3
SPIKE WITH 2ND PEAK
Started @ 149’31 (1301)
1st Peak @ 149’20 – 1301:48 (1 min)
11 ticks

Reversal to 149’29 – 1305 (4 min)
9 ticks

2nd Peak @ 149’19 – 1311 (10 min)
12 ticks

Reversal to 150’00 – 1346 (45 min)
13 ticks

Notes: Report is scheduled on Forex Factory at the bottom of the hour, but the spike always breaks 1 min late. The highest yield fell sharply from last month. This caused the bonds to fall 11 ticks at 1:48 then back off after hitting the R2 Pivot. It started just above the 50 SMA and fell to cross the 100/200 SMAs and reach the R2 Pivot. With JOBB you would have filled short at 149’25 with 3 ticks of slippage, then seen it briefly show a few ticks of profit before backing off to hover around the fill point. A profit target of 5 ticks or less would have filled immediately, otherwise look to exit at breakeven. After the peak, it reversed 9 ticks in 3 min to the 100 SMA before falling for a 2nd peak of 1 more tick to the R2 Pivot. Then it reversed 13 ticks in 35 min to cross the 100 SMA. After that it trended lower into the session close.

ZB 03-15 (1 Min) 2.12.2015

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Mar 142015
 

ZB 03-15 (1 Min)  2_12_2015

2/12/2015 30-yr Bond Auction (1301 EST)
Previous: 2.43/2.3
Actual: 2.56/2.3
SPIKE WITH 2ND PEAK
Started @ 147’07 (1301)
1st Peak @ 146’30 – 1301:35 (1 min)
9 ticks

Reversal to 147’03 – 1303 (2 min)
5 ticks

Final Peak @ 146’17 – 1354 (53 min)
22 ticks

Reversal to 146’26 – 1417 (76 min)
9 ticks

Notes: Report is scheduled on Forex Factory at the bottom of the hour, but the spike always breaks 1 min late. The highest yield rebounded moderately after the sharp fall last month. This caused the bonds to fall 9 ticks at 1:35 then back off after crossing the 200 SMA / R1 Mid Pivot. It started just below the old HOD position and got stuck in between the 100 / 200 SMAs and the R1 Mid Pivot for most of the initial reaction. With JOBB you would have filled short at 147’03 with 1 tick of slippage, then seen it hover around the fill point for a few sec before trickling lower for a double bottom about 2 min after the report broke. A well placed target at 146’31 (just below the 200 SMA) would have secured 4 ticks. After that it stepped lower for a final peak of 13 more ticks to the S1 Mid Pivot in 51 min. Then it reversed 9 ticks in 23 min to cross the PP Pivot and nearly reach the 100 SMA.

ZB 06-15 (1 Min) 3.12.2015

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Mar 142015
 

ZB 06-15 (1 Min)  3_12_2015

3/12/2015 30-yr Bond Auction (1301 EST)
Previous: 2.56/2.3
Actual: 2.68/2.2
SPIKE WITH 2ND PEAK
Started @ 160’03 (1301)
1st Peak @ 159’14 – 1302:30 (2 min)
21 ticks

Reversal to 159’21 – 1307 (6 min)
7 ticks

Final Peak @ 159’00 – 1321 (20 min)
35 ticks

Reversal to 160’00 – 1438 (97 min)
32 ticks

Notes: Report is scheduled on Forex Factory at the bottom of the hour, but the spike always breaks 1 min late. The highest yield continued to rebound. This caused the bonds to fall for a huge spike of 14 ticks at 1:35 to the R1 Mid Pivot, then continue to trickle lower for another 7 ticks to nearly reach the OOD in the next minute. With JOBB you would have filled short at 159’28 with about 4 ticks of slippage, then seen it continue to fall and hover between 159’16 and 17 to allow 11-12 ticks to be captured. After the spike, it reversed 7 ticks to reach the R1 Mid Pivot in the next 4 min before stepping lower to a final peak of 14 more ticks to the PP Pivot / LOD in 14 min. Then it reclaimed all the lost ground as it reversed 32 ticks in 77 min after crossing the 200 SMA.

ZB 06-15 (1 Min) 4.9.2015

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Apr 252015
 

ZB 06-15 (1 Min)  4_9_2015

4/9/2015 30-yr Bond Auction (1301 EDT)
Previous: 2.68/2.2
Actual: 2.60/2.2
SPIKE WITH 2ND PEAK
Started @ 163’28 (1302)
1st Peak @ 163’04 – 1302:50 (2 min)
24 ticks

2nd Peak @ 162’29 – 1306 (5 min)
31 ticks

Reversal to 163’06 – 1310 (9 min)
9 ticks

ContinuedReversal to 163’14 – 1340 (39 min)
17 ticks

Notes: Report is scheduled on Forex Factory at the bottom of the hour, but the spike always breaks 1 min late. The highest yield fell moderately from last month as the bid to cover ratio remained the same. This caused the bonds to fall for a monumental spike of 19 ticks at 1:38 to cross the S2 Mid Pivot, then continue to trickle lower for another 5 ticks in the next minute. With JOBB you would have filled short at 163’22 with about 3 ticks of slippage, then seen it continue to fall and hover between around 163’06 to allow up to 16 ticks to be captured. After the spike, it did not reverse more than a few ticks before falling for a 2nd peak of 7 more ticks in 4 min as it crossed the S2 Pivot. Then it reversed 9 ticks in 4 min and another 8 ticks in the next 30 min.

ZB 06-15 (1 Min) 5.14.2015

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May 172015
 

ZB 06-15 (1 Min)  5_14_2015

5/14/2015 30-yr Bond Auction (1301 EDT)
Previous: 2.60/2.2
Actual: 3.04/2.2
SPIKE WITH 2ND PEAK
Started @ 153’15 (1301:30)
1st Peak @ 152’26 – 1301:49 (1 min)
21 ticks

Reversal to 153’06 – 1304 (3 min)
12 ticks

Final Peak @ 152’16 – 1318 (17 min)
31 ticks

Reversal to 153’10 – 1330 (29 min)
26 ticks

Double Bottom @ 152’16 – 1412 (71 min)
26 ticks

Notes: Report is scheduled on Forex Factory at the bottom of the hour, but the spike always breaks 1:30 late. The highest yield rose strongly from last month as the bid to cover ratio remained the same. This caused the bonds to fall for another monumental spike of 21 ticks at 1:40 to cross all 3 major SMAs then bottom near a point of support from previous lows in the past few hours. With JOBB you would have filled short at 153’09 with about 3 ticks of slippage, then seen it continue to fall and hover between around 152’30 to allow about 11 ticks to be captured. After the spike, it reversed 12 ticks in 2 min to the 13 SMA before stepping lower for a final peak of 10 more ticks in 14 min to nearly reach the S1 Mid Pivot. Then it reversed 26 ticks to the PP Pivot in 12 min before falling for a double bottom in 42 min.

ZB 09-15 (1 Min) 6.11.2015

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Jun 212015
 

ZB 09-15 (1 Min)  6_11_2015

6/11/2015 30-yr Bond Auction (1301 EDT)
Previous: 3.04/2.2
Actual: 3.14/2.5
SPIKE WITH 2ND PEAK
Started @ 149’14 (1301:30)
1st Peak @ 149’28 – 1301:48 (1 min)
14 ticks

Reversal to 149’16 – 1307 (6 min)
12 ticks

Final Peak @ 150’08 – 1337 (36 min)
26 ticks

Reversal to 150’00 – 1349 (48 min)
8 ticks

Notes: Report is scheduled on Forex Factory at the bottom of the hour, but the spike always breaks 1:30 late. The highest yield rose moderately from last month as the bid to cover also increased. This caused the bonds to spike long for 14 ticks in 18 sec at 1:48 to the R3 Pivot. With JOBB you would have filled long at 149’18 with 1 tick of slippage, then seen it continue to rise and hover around 149’26 to allow 8 ticks to be captured. After the spike, it reversed 12 ticks in 6 min to the 50 SMA before stepping higher for a final peak of 12 more ticks in 30 min to nearly reach the R4 Mid Pivot. Then it reversed 8 ticks to the 50 SMA in 12 min and traded sideways.