Tag Archives: #atr

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all things bonds

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 30 minute atr
 daily pivots
 weekly pivots
 upside retracements
 downside retracements
 regression channels
price support and resistance levels
On the economic calendar:-
08:30 Jobless Claims (Consensus 290 K, Estimize 285.5 K v Prior 287 K,)
09:15 Industrial Production (Consensus 0.4%, Estimize 4% v Prior -0.1%)
09:45 Bloomberg Consumer Comfort Index
10:00 Philadelphia Fed Survey (Consensus 20.0, Estimize 21.7 v Prior 22.5)
          Housing Market Index (Consensus 59 v Prior 59)
10:30 EIA Natural Gas Report (Estimize 3.295 B v Prior 3,205 B)
11:00 EIA Petroleum Status Report (Estimize 3,091 K v Prior 5,015 K)
          3 Month Bill Announcement
          6 Month Bill Announcement
          30 Year TIPS Announcement
16:00 Treasury International Capital
16:30 Fed Balance Sheet
          Money Supply
POMO:-
10:15 – 11:00 Outright Treasury Coupon Purchases between $0.15 – $0.25 billion
Speaking today:-
08:00 Charles Plosser
12:15 Esther George
12:30 Dennis Lockhart
13:00 James Bullard
14:30 Naryana Kocherlakota
Overnight Block Trades:-
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all things bonds

by

30 minute atr

daily pivots

weekly pivots

upside retracements

downside retracements

longer term retracements

regression channels

price support and resistance levels
On the economic calendar:-
 
07:00 MBA Purchase Applications
08:15 ADP Employment Report (Consensus 170 K v Prior 238 K)
08:30 Gallup US Job Creation Index
08:58 PMI Services Index
09:00 Treasury Refunding Announcement
          3 Year Note Announcement
          10 Year Note Announcement
          30 Year Bond Announcement
10:00 ISM Non-Manufacturing Index (Consensus 53.9 v Prior 53.0)
10:30 EIA Petroleum Status Report
POMO:-
 
10:15 – 11:00 Outright TIPS Purchases between $0.85 – $1.15 billion
13:30 – 14:15 Outright Treasury Coupon Purchases between $2.50 – $3.00 billion
Speaking today:
 
10:00 Daniel Tarullo
12:30 Charles Plosser
13:40 Dennis Lockhart

 

bonds , , , , , , Leave a comment

all things bonds

by
30 minute atr

daily pivots

weekly pivots

upside retracements

short term downside retracements

longer term downside retracements

regression channels

price support and resistance levels
On the economic calendar:-
 
07:45 ICSC-Goldman Store Sales
08:30 Gallup US ECI
08:55 Redbook
10:00 Factory Orders (Consensus -1.8% v Prior -1.8%)
11:30 4 Week Bill Auction
          52 Week Bill Auction
POMO:-
 
10:15 – 11:00 Outright Treasury Coupon Purchases between $2.25 – $2.75 billion
Speaking today:-
08:30 Jeffrey Lacker
12:30 Charles Evans
bonds , , , , , Leave a comment

all things bonds

by

30 minute atr

daily pivots

weekly pivots

upside retracements

downside retracements

regression channels

price support and resistance
On the economic calendar:-
 
Motor Vehicle Sales (Consensus 12.2 M v Prior 11.9 M)
08:30 Gallup US Consumer Spending Measure
08:58 PMI Manufacturing Index (Consensus 53.9 v Prior 55.0)
10:00 ISM Manufacturing Index (Consensus 56.0 v Prior 57.0)
          Construction Spending (Consensus 0.0% v Prior 1.0%)
11:00 4 Week Bill Announcement
11:30 3 Month Bill Auction
          6 Month Bill Auction
POMO:-
 
Outright Treasury Coupon Purchases between $1.00 – $1.25 million

 

bonds , , , , , Leave a comment

all things bonds

by

30 minute atr

daily pivots

weekly pivots

upside retracements

price extensions

upside price extensions

retracements

short term retracements

regression channels

price support and resistance levels

daily retracement levels
On the economic calendar:-
 
08:30 Personal Income (Consensus 0.2% v Prior 0.2%)
          Consumer Spending (Consensus 0.2% v Prior 0.5%)
          Employment Cost Index (Consensus 0.4% v Prior 0.4%)
09:45 Chicago PMI (Consensus 59.5 v Prior 59.1)
09:55 Consumer Sentiment (81.0 v Prior 80.4)
15:00 Farm Prices
POMO:-
 
10:15 – 11:00 Outright Treasury Coupon Purchases between $3.75 – $4.75 billion
Speaking today:-
 
13:15 Richard Fisher

 

bonds , , , , , Leave a comment

all things bonds

by

30 minute atr

daily pivots

weekly pivots

upside retracements

downside retracements

regression channels

price support and resistance
On the economic calendar:-
 
07:45 ICSC-Goldman Store Sales
08:30 Durable Goods Orders (Consensus 1.6% v Prior 3.5%)
08:55 Redbook
09:00 S&P Case Shiller HPI (Consensus 0.8& v Prior 1.0%)
10:00 Consumer Confidence (Consensus 79.0 v Prior 78.1)
          Richmond Fed Manufacturing Index (Consensus 10 v Prior 13)
          State Street Investor Confidence Index
11:30 4 Week Bill Auction
13:00 2 Year Note Auction
POMO:-
 
10:15 – 11:00 Outright Treasury Coup[on Purchases between $2.25 – $3.00 billion
bonds , , , , , Leave a comment

all things bonds

by

30 minute atr

daily pivots

weekly pivots

upside retracements

downside retracements

longer term downside retracements

regression channels

price support and resistance levels
On the economic calendar:-
 
10:00 New Home Sales (Consensus 450 K v Prior 464 K)
10:30 Dallas Fed Manufacturing Index (Consensus 5.0 v Prior 3.1)
11:00 4 Week Bill Announcement
11:30 3 Month Bill Auction
          6 Month Bill Auction
POMO:-
 
10:15 – 11:00 Outright Treasury Coupon Purchases between $1.00 – $1.50 billion
bonds , , , , , Leave a comment

all things bonds

by

 

30 minute atr

daily pivots

weekly pivots

coiling

upside retracements

longer term upside retracements

downside retracements

longer term downside retracements

regression channels

price support and resistance levels
On the economic calendar:-
 
08:30 Jobless Claims (Consensus 330 K v Prior 326 K)
08:58 PMI Manufacturing Index Flash (Consensus 55.0 v Prior 54.4)
09:45 Blomberg Consumer Comfort Index
10:00 Existing Home Sales (Consensus 4.9 M v Prior 4.9 M)
             FHFA House Price Index (Consensus 0.4% v Prior 0.5%)
             Leading Indicators (Consensus 0.1% v Prior 0.8%)
10:30 EIA Natural Gas Report
11:00 EIA Petroleum Staus Report
11:30 3 Month Bill Announcement
            6 Month Bill Announcement
            2 Year Note Announcement
            5 Year Note Announcement
            7 Year Note Announcement
13:00 10 Year TIPS Auction
16:00 Fed Balance Sheet
             Money Supply
POMO:-
 
10:15 – 11:00 Outright Treasury Coupon Purchases between $1.00 – $1.50 billion