Tuesday, August 28, 2012

New ZN trading range - still bullish

With the ZN mode shifting up a tick to 133-28+...and the days trading range expanding a bit...the lower end of the value range should extend to 133-22 (being too low).  If the market drifts down to that lower area, then i will try to get long for a play back to the mode.  The sooner that chance appears, the better the odds of a favorable outcome.


  1. when do you roll to december contracts? ... and how is rollover accounted for in market profile?

    thx, nice blog.

  2. I usually roll to the front contract on the 1st or 2nd day of the delivery month. When the roll take place, i just start looking at the entire history of whatever contract i'm using, and forget about the old contract. Conversely, you could just adjust the previous contracts price data by "shifting" the data by the amount of the "roll" at the date when you roll contracts. This is what I did when i worked at a dealer (and had all those free IT resources). While trading on my own, I realize that just switching over to the new contract once volume picks up in the new guy is good enough.