Charting the Bund

[bond_trader1]

I am using E*Trade (Spreadbetting) to look at the Bund but when the front month is replaced in the Bund future, the chart data resets.

So when September Bund starts, all June's data disappears and September begins with one candle....so unless you have written down support/resistance levels then they are lost.

Does anyone know of a broker - even if it is direct market access - where you can get professional charting of the Bund with full history - ideally since contract inception?

 

[dgub777]

you should try cqg or futuresource. they both have websites, as well as application. basically, what you're looking for is a continuous rolling contract, i.e. always 1st

 

[nine]

Interactive Brokers for execution and data
Sierra Chart to chart the different contracts
You may need to go to one of the historical data providers for the older contract data. Listed on SC website.

 

[bond_trader1]

Thank you very much for the information!

Much appreciated.

 

[A Dashing Blade]

Pretty sure that the way it works is to take the culmulative %age daily change (there may have been a natural log involved as well) switching contracts when the open interest of the middle month is greater than the (soon to expire) near month (usually the Tues before the thurs of the near expiry)

 

[options]

Sign up for pro real time, you can get eod charts for free. The euro bund future goes back to 1993 until present.




I use these eod chart myself for analysis. I find them very good.

 

[bond_trader1]

Thanks options but "pro real time" on what service?

 

[options]

www.prorealtime.com

Sign up for the eod stuff. It's the first on on the right. Once you have signed up.

 

[grantx]

Not strictly relevant but perhaps interesting.

Jun Bunds traded today 5 Jun 07 (to 18:55 BST) at 2.4 million - a daily record?

Previous highs:

2.4m, 24 Jun 06

2.4m, 15 Jun 05

Is my data wonky; are there dark forces working; what is it with June and 2.4 million?

Grant.

 

[fibonelli]

Not strictly relevant but perhaps interesting.

Jun Bunds traded today 5 Jun 07 (to 18:55 BST) at 2.4 million - a daily record?

Previous highs:

2.4m, 24 Jun 06

2.4m, 15 Jun 05

Is my data wonky; are there dark forces working; what is it with June and 2.4 million?

Grant.

Seems to be a play on 666. But, today doesn't make sense unless you add 5 and 7 and divide by 2.
Contract expiry is 11 June 07 for the June futures, i.e 1+1+6+7=15=1+5=6. :idea:

 

[grantx]

Fibonelli,

I doubt we’ll make the shortlist for the ‘most valuable contribution to derivative mathematics’ at this year’s International Quant’s jolly, but it made me laugh. That’s as good.

However, I am now looking at the markets from a new perspective (a third eye?). Interesting.

Grant.