9/12/2013 30-yr Bond Auction (1301 EDT)
Previous: 3.65/2.1
Actual: 3.82/2.4
SPIKE/REVERSE
Started @ 130’04 (1301)
1st Peak @ 130’11 – 1302 (1 min)
7 ticks

Reversal to 130’00 – 1315 (14 min)
11 ticks

Extended Reversal to 129’24 – 1356 (55 min)
19 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 a healthy amount from the previous auction continuing the high rise since May as the talk of tapering of QE3 continues to take its toll. This caused the bonds to rally for 7 ticks, crossing no major SMAs and the HOD. With JOBB you would have filled long at 130’07 or 08 with 0-1 ticks of slippage, then had an opportunity to capture 4 ticks at most. After the spike it reversed for 11 ticks in the next 13 min back to the R2 Pivot. Then it backed off and continued falling for an extended reversal of 19 ticks total about 40 min later. Then it continued to slowly fall for the next few hours.

7/11/2013 30-yr Bond Auction (1301 EDT)
Previous: 3.36/2.5
Actual: 3.66/2.3
SPIKE WITH 2ND PEAK
Started @ 133’21 (1301)
1st Peak @ 134’00 – 1302 (1 min)
11 ticks

Reversal to 133’22 – 1309 (8 min)
10 ticks

2nd peak @ 134’03 – 1325 (24 min)
14 ticks

Reversal to 133’24 – 1349 (48 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 substantially compared to last month as the talk of tapering of QE3 continues to take its toll. This caused the bonds to rally for 11 ticks, crossing the 200 SMA and the R2 Mid Pivot. With JOBB you would have filled long at 133’25 with 1 tick of slippage, then had an opportunity to capture about 6 ticks at most with ease. After the spike it reversed for 10 ticks in the next 7 min back to the 50/100 SMAs. Then it rallied for a 2nd peak of 14 ticks in the following 16 min before reversing 11 ticks back to the 100 SMA again. After that, it continued to slowly rally until the end of the trading session.

5/9/2013 30-yr Bond Auction (1301 EST)
Previous: 3.00/2.5
Actual: 2.98/2.5
SPIKE WITH 2ND PEAK
Started @ 146’29 (1301)
1st Peak @ 147’10 – 1305 (4 min)
13 ticks

Reversal to 147’04 – 1309 (8 min)
6 ticks

2nd Peak @ 147’12 – 1315 (14 min)
15 ticks

Reversal to 146’14 – 1456 (115 min)
30 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 marginally compared to last month. This caused a 13 tick spike that crossed the R1 Pivot then eclipsed the R2 Mid Pivot for 13 ticks as it peaked on the :05 bar. With JOBB you would have filled long at 147’00 with no slippage, then look to exit at 147’07 at the R2 Mid Pivot for 7 ticks. After the peak, it reversed for 6 ticks back to the 13 SMA before climbing for a 2nd peak of 2 more ticks about 6 min later. Then it reversed strongly as the larger overbought sentiment caught up to it for 30 ticks in the next 100 min back to the LOD and S1 Mid Pivot riding the 20 SMA as resistance as it stepped lower.

1/10/2013 30-yr Bond Auction (1301 EST)
Previous: 2.92/2.5
Actual: 3.07/2.8
SPIKE WITH 2ND PEAK
Started @ 144’26 (0801)
1st Peak @ 145’07 – 0802 (1 min)
13 ticks

Reversal to 144’31 – 1312 (11 min)
8 ticks

2nd Peak @ 145’08 – 1318 (17 min)
14 ticks

Reversal to 144’25 – 1400 (59 min)
15 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 more than expected from the previous auction, after the FED move to buy $45B in long term bonds from the FOMC meeting a month ago. This caused a rally of 13 ticks. With JOBB you would fill long at 144’30 with 1 tick of slippage. The spike only crossed the S1 Pivot near the top of the peak. I had my exit on the S1 Pivot at 145’05 and filled with 7 ticks. After peaking, it reversed to the 20 SMA for 8 ticks, then garnered a 2nd peak of 1 more tick. The final reversal fell back to the origin at the S2 Pivot.