ZB 03-14 (1 Min) 2.20.2014

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Mar 092014
 

ZB 03-14 (1 Min)  2_20_2014

2/20/2014 Monthly Philly FED Manufacturing Index (1000 EST)
Forecast: 9.2
Actual: -6.3
Previous revision: n/a
SPIKE / REVERSE
Started @ 132’30
1st Peak @ 133’07 – 1001 (1 min)
9 ticks

Reversal to 132’29 – 1005 (5 min)
10 ticks

Extended Reversal to 132’15 – 1043 (43 min)
24 ticks

Notes: Report fell well short of the forecast with a delta of 15.5 pts, causing a long spike on the ZB that started in between the 100 and 200 SMAs, crossed the 200 SMA and nearly reached the PP Pivot before retreating. With JOBB, your order would have filled long at about 133’00 with no slippage then immediately shot up to the PP Pivot and hovered. As it hovered for about 18 sec between 133’04 and 133’07, it would have given ample opportunity to exit with 4-6 ticks. Unfortunately the move was not sustained and retreated on the back end of the :01 bar. It reversed for 10 ticks in 4 min, pulled back briefly to hit the 200 SMA, then fell further for another 14 ticks in the next 38 min, crossing the S1 Pivot.

ZB 06-14 (1 Min) 3.20.2014

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Apr 122014
 

ZB 06-14 (1 Min)  3_20_2014

3/20/2014 Monthly Philly FED Manufacturing Index (1000 EST)
Forecast: 4.2
Actual: 9.0
Previous revision: n/a
SPIKE / REVERSE
Started @ 131’30
1st Peak @ 131’24 – 1002 (2 min)
6 ticks

Reversal to 132’07 – 1108 (68 min)
15 ticks

Extended Reversal to 132’10 – 1150 (110 min)
18 ticks

Notes: Report exceeded the forecast with a delta of 4.8 pts, causing a short spike on the ZB that started on the 100 SMA and S1 Mid Pivot, then fell to cross the LOD for 6 ticks on the :01 and :02 bars. With JOBB, your order would have short at 131’26 with 2 ticks of slippage, then it would have stayed within 1 tick of your fill for over a minute. Look to exit with 1 tick on the :01 or :02 bar. After the extension of the LOD, it reversed for 15 ticks in the next 66 min, crossing all 3 major SMAs and the S1 Pivot. Then after a brief pullback, it climbed another 3 ticks about 40 min later to the PP Pivot.

6J 06-14 (1 Min) 4.17.2014

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May 062014
 

6J 06-14 (1 Min)  4_17_2014

4/17/2014 Monthly Philly FED Manufacturing Index (1000 EDT)
Forecast: 9.6
Actual: 16.6
Previous revision: n/a
SPIKE / REVERSE
Started @ 0.009790
1st Peak @ 0.009779 – 1001 (1 min)
11 ticks

Reversal to 0.009793 – 1008 (8 min)
14 ticks

Pullback to 0.009781 – 1059 (59 min)
12 ticks

Notes: Report exceeded the forecast with a delta of 7 pts, causing a short spike on the 6J that started on the 100 SMA, then fell to cross the PP Pivot and OOD for 11 ticks on the :01 bar. With JOBB, your short order would have filled at about 0.009783 with 2 ticks of slippage, then stopped you at -5 ticks on the retracement unless you were quick. The reaction was very short lived due to crossing the PP Pivot and the reversal yielded 14 ticks in only 7 min to rebound past the origin to the 200 SMA. Then it pulled back to the PP Pivot for 12 ticks in the next 51 min.

6J 06-14 (1 Min) 5.15.2014

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May 272014
 

6J 06-14 (1 Min)  5_15_2014

5/15/2014 Monthly Philly FED Manufacturing Index (1000 EDT)
Forecast: 13.9
Actual: 15.4
Previous revision: n/a
DULL REACTION (NO FILL)
Started @ 0.009837
1st Bar span: 0.009835 – 0.009840 – 1001 (1 min)

Notes: Report exceeded the forecast with a delta of only 1.5 pts, causing a dull reaction that strayed only 2 ticks from the origin for the first 45 sec of the :01 bar. Cancel the order with no fill after 10 sec. The upward trend that was in place prior to the news basically continued after the brief hiccup and would not have appeared disrupted to the casual observer.

6J 09-14 (1 Min) 6.19.2014

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Jul 052014
 

6J 09-14 (1 Min)  6_19_2014

6/19/2014 Monthly Philly FED Manufacturing Index (1000 EDT)
Forecast: 14.3
Actual: 17.8
Previous revision: n/a
DULL REACTION (NO FILL)
Started @ 0.009826
1st Bar span: 0.009824 – 0.009827 – 1001 (1 min)

Notes: Report exceeded the forecast with a delta of only 3.5 pts, causing a dull reaction that strayed only 2 ticks from the origin for the first 45 sec of the :01 bar. Cancel the order with no fill after 10 sec. We did see a delayed long move of 6 ticks, but the news should have caused a short move, so this was a reaction to the dip just before the report.

6J 09-14 (1 Min) 7.17.2014

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Jul 192014
 

6J 09-14 (1 Min)  7_17_2014

7/17/2014 Monthly Philly FED Manufacturing Index (1000 EDT)
Forecast: 15.6
Actual: 23.9
Previous revision: n/a
SPIKE / REVERSE
Started @ 0.009854
1st Peak @ 0.009842 – 1001 (1 min)
12 ticks

Reversal to 0.009856 – 1033 (33 min)
14 ticks

Notes: Report exceeded the forecast with a delta of only 8.3 pts, causing a short spike of 12 ticks that started on the 13/20 SMAs and fell to cross the PP Pivot and extend the LOD. Due to the crossing of the PP Pivot, the reaction was not sustained. With JOBB, your short order would have filled at about 0.009849 with 2 ticks of slippage, then you would have seen it retreat to hover around your fill point. Look to exit at breakeven, as it hovered for over a minute within 1 tick of your fill point. If you had waited for a secondary drop, you would have been faced with a similar result with only 1-2 ticks loss after 5-10 min. The reversal reached the 100 SMA after 33 min for a total of 14 ticks.

6J 12-14 (1 Min) 9.18.2014

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Oct 092014
 

6J 12-14 (1 Min)  9_18_2014

9/18/2014 Monthly Philly FED Manufacturing Index (1000 EDT)
Forecast: 22.8
Actual: 22.5
Previous revision: n/a
SPIKE WITH 2ND PEAK (BREAKEVEN EXIT)
Started @ 0.009204
1st Peak @ 0.009198 – 1001 (1 min)
6 ticks

Reversal to 0.009205 – 1005 (5 min)
7 ticks

2nd Peak @ 0.009195 – 1012 (12 min)
9 ticks

Reversal to 0.009215 – 1038 (38 min)
20 ticks

Notes: Report nearly matched the forecast with a delta of only 0.3 pts, causing a short spike of 6 ticks that started just above the 50/200 SMAs and fell to cross the 100 SMA. With JOBB, your short order would have filled at about 0.009200 with 1 tick of slippage, then you would have seen it retreat to hover around your fill point. Look to exit at breakeven, as it hovered for most of the :31 bar on the 100 SMA. After a small reversal for 7 ticks, it fell for a 2nd peak to the S2 Pivot for 3 more ticks after 7 min. Then it reversed 20 ticks to the S2 Mid Pivot in 26 min.

6J 12-14 (1 Min) 10.16.2014

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Nov 092014
 

6J 12-14 (1 Min)  10_16_2014

10/16/2014 Monthly Philly FED Manufacturing Index (1000 EDT)
Forecast: 19.9
Actual: 20.7
Previous revision: n/a
SPIKE/ REVERSE
Started @ 0.009433
1st Peak @ 0.009447 – 1001:21 (2 min)
14 ticks

Reversal to 0.009424 – 1010 (10 min)
23 ticks

2nd Peak @ 0.0094151 – 1023 (23 min)
18 ticks

Reversal to 0.009428 – 1025 (25 min)
23 ticks

Continued Reversal to 0.009415 – 1048 (48 min)
36 ticks

Notes: Report mildly exceeded the forecast with a delta of only 0.8 pts, causing a long spike of 14 ticks that started just above the PP Pivot and rose to nearly reach the 50 SMA. With JOBB, your long order would have filled at about 0.009438 with 2 ticks of slippage, then you would have seen it climb slowly into the :02 bar for 14 ticks. This would have allowed up to 8 ticks to be captured. After that it reversed 23 ticks in 8 min, crossing the PP Pivot. Then it climbed for a 2nd peak of 4 more ticks after 13 min. Then it reversed for 23 ticks in 2 min and another 13 ticks in 23 min to reach the LOD.

6J 12-14 (1 Min) 11.20.2014

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Dec 282014
 

6J 12-14 (1 Min)  11_20_2014

11/20/2014 Monthly Philly FED Manufacturing Index (1000 EST)
Forecast: 18.9
Actual: 40.8
Previous revision: n/a
DULL REACTION…SPIKE/ REVERSE
Started @ 0.008474
1st Peak @ 0.008458 – 1000:26 (1 min)
16 ticks

Reversal to 0.008471 – 1002 (2 min)
13 ticks

2nd Peak @ 0.008452 – 1009 (9 min)
22 ticks

Reversal to 0.008482 – 1025 (25 min)
23 ticks

Notes: Report strongly exceeded the forecast with a delta of about 22 pts, causing a delayed short spike of 16 ticks that started on the 100 SMA and fell after 23 sec to cross the S1 Pivot, 200 SMA, and OOD. With JOBB, your short order would have filled at 0.008471 with no slippage on some early movement at 9 sec, then you would have seen it stall until 23 sec when it fell for another 14 ticks. It hovered at or below 0.008461 for 5 sec to allow an exit with 10 ticks. Then it reversed 13 ticks in the next min back to the 200 SMA before falling for a 2nd peak of 6 more ticks in the next 7 min. Then it reversed 23 ticks in 16 min, crossing all 3 major SMAs and the S1 Mid Pivot.

6J 03-15 (1 Min) 2.19.2015

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Mar 172015
 

6J 03-15 (1 Min)  2_19_2015

2/19/2015 Monthly Philly FED Manufacturing Index (1000 EST)
Forecast: 8.8
Actual: 5.2
Previous revision: n/a
DULL REACTION…SPIKE/ REVERSE
Started @ 0.008407
1st Peak @ 0.008415 – 1001:45 (2 min)
8 ticks

Reversal to 0.008403 – 1029 (29 min)
12 ticks

Notes: Report fell mildly short of the forecast with a delta of 3.6 pts, causing a slow developing long spike of 8 ticks that started on the 13 SMA and rose to eclipse the PP Pivot after nearly 2 min. With JOBB, your long order would have filled at 0.008410 with no slippage after 7 sec then hovered near your fill point for most of the :01 bar before climbing another 4 ticks on the :32 bar. It would have been safe and conservative to exit near break even with the hovering, but this is a small moving report and the PP Pivot was also a few ticks away, so waiting would be low risk. After the peak, it fell to hover around 0.008409 for about 10 min, then fell another 8 ticks to the 100/200 SMAs after about 15 min.