US Non-Farm Payrolls – Apr 7th

US Non-Farm Payrolls – Apr 7th

Historical Performance

Last year of NFP data, back adjusted for revisions

What is the Range and 1 SD?

Number range for last 6 months is 84k

1 SD Range for the last 6 months is 33k.

Is there a trend in the data?

Slight uptrend continuing. A number below 150k would put this slight up trend in doubt.

What number would constitute a change in the trend?

A number below 150k would put this slight up trend in doubt.

An above average figure of 200k would not affect the trend.

What would be a big beat/miss?

Exp is for 180k

Between 150k to 230k. Would treat as inline / slight beat miss.

150k to 120k would be a miss. 230k to 260k would be a beat.

Below 120k would be a big miss and above 260k would be a big beat.

Notes – Out of the Last 29 NFPs’

In 21 cases, the low was made by 1345

In 6 cases, the high was made by 1345

What is Range Profile on the Bund in ticks

Last 12 NFP

VAH90

68

VAH70

59

VAL70

37

MODE

51

What is the Daily / 240 Structure

Bund

240 mins


Daily


63.68-78

SZ

63.19

HI

62.86

WPOC

CP
62.38-25

BZ

62.02

LO

61.82-64

BZ

 

Hypo NFP EXP = 180K

Trying a slightly different tactics this month. Same sets up but just going with the flow. (IM = initial move. SM = Secondary move)

 

Trade 1

Join the IM 50% T extreme of IM

Trade 2

If before 1345 and BOF of pivot / level then fade T IM 50%

Trade 3

If failure to break 1345 extreme then fade T IM 50%

Trade 4

BAC of IM 50% then join on PB of this SM T Origin

Trade 5

BAC of Origin then join on PB T next level

Trade 6

Join on SM 50% T next level

Trade 7

If BOF of pivot / level then fade T SM 50%

Review

US Non-Farm Payrolls – Mar 10th

US Non-Farm Payrolls – Mar 10th

Historical Performance

What is the Range and 1 SD?

Number range for last 6 months is 76k

1 SD Range for the last 6 months is 26k.

Is there a trend in the data?

Overall trend is down / sideways with last month a high above the range of the last six months.

What number would constitute a change in the trend?

Above 230 would be a higher high and above 200k would be higher than the previous range.

What would be a big beat/miss?

Exp is for 190k

Between 165k to 215k. Would treat as inline / slight beat miss.

130k to 165k would be a miss. 216 to 242 would be a beat.

Below 130k would be a big miss and above 242k would be a big beat.

Notes – Out of the Last 28 NFPs’

In 21 cases, the low was made by 1345

In 5 cases, the high was made by 1345

What is Range Profile on the Bund in ticks

Last 12 NFP

VAH90

68

VAH70

59

VAL70

37

MODE

44

What is the Daily / 240 Structure

Bund

240 mins


Daily


60.66

HI

60.14-22

LVN/P.LO

59.91-02

SZ

59.86

SESS.HI

CP
59.44

SES.LOW

59-58.21

BZ

58.54-42

BZ

 

Hypo NFP EXP = 190K

Trying a slightly different tactics this month. Same sets up but just going with the flow. (IM = initial move. SM = Secondary move)

 

Trade 1

Join the IM 50% T extreme of IM

Trade 2

If before 1345 and BOF of pivot / level then fade T IM 50%

Trade 3

If failure to break 1345 extreme then fade T IM 50%

Trade 4

BAC of IM 50% then join on PB of this SM T Origin

Trade 5

BAC of Origin then join on PB T next level

Trade 6

Join on SM 50% T next level

Trade 7

If BOF of pivot / level then fade T SM 50%

US Non-Farm Payrolls – Dec 2nd

US Non-Farm Payrolls – Dec 2nd

Historical Performance

What is the Range and 1 SD?

Number range for last 6 months is 104k

1 SD Range for the last 6 months is 36k.

Is there a trend in the data?

Overall trend is down.

What number would constitute a change in the trend?

Above 200K would be a breakout of the current range.

What would be a big beat/miss?

Exp is for 175k

Between 135k to 215k. Would treat as inline / slight beat miss.

95 to 134k would be a miss. 216 to 255 would be a beat.

Below 94k would be a big miss and above 255k would be a big beat. ****

Notes – Out of the Last 12 NFPs’

In 7 cases, the low was made by 1345(3 miss and 4 beats)

In 4 cases, the high was made by 1345 (4 miss)

What is Range Profile on the Bund in ticks

Last 12 NFP

VAH90 68
VAH70 60
VAL70 40
MODE 53

What is the Daily / 240 Structure

Bund

240 mins


Daily


 

Hypo NFP EXP = 175K

Trying a slightly different tactics this month. Same sets up but just going with the flow. (IM = initial move. SM = Secondary move)

 

62.78

COR ZONE

42-57

POC/DHL

62.29

SESS HI

CP
62.01

YPOC/CVAH

61.78-63

BZ/DL/CPOV

61.50-55

D.LOW/CVAL

61.44

CVAL2

61.36-34

BZ

Trade 1

Join the IM 50%; T extreme of IM

Trade 2

If before / at 1345 and BOF of pivot / level then fade T IM 50%

Trade 3

If failure to break 1345 extreme then fade T IM 50%

Trade 4

BAC of IM 50% then join on PB of this SM T Origin

Trade 5

BAC of Origin then join on PB T next level

Trade 6

Join on SM 50%; T next level

Trade 7

If BOF of pivot / level then fade T SM 50%

,

US Non-Farm Payrolls Tradeplan – Oct 7th

US Non-Farm Payrolls Tradeplan – Oct 7th

Calendar

Historical Performance

What is the Range and 1 SD?

Number range for last 6 months is 249k

1 SD Range for the last 6 months is 81k.

Is there a trend in the data?

Overall trend is down, the over 250 numbers have dropped off with a 150k number last month.

What number would constitute a change in the trend?

Would want to see above 150k and above 250k to indicate a uptrend in numbers.

What would be a big beat/miss?

Exp is for 170k

Between 130k to 210k. Would treat as inline / slight beat miss.

90 to 129k would be a miss. 211 to 250 would be a beat.

Below 90k would be a big miss and above 250k would be a big beat.

Notes – Out of the Last 10 NFPs’

In 4 cases, the low was made by 1345

In 6 cases, the high was made by 1345

The one side of the extreme has been in place by 1345

If the number has been <=160 (4) then High has been made by 1345 (3)

If the number has been >= 215 (6) then Low has been made by 1345 (5)

If the number was less than exp (5) then the high was made by 1345 (4) and the one that did not was a big miss -130k others range was -30k to -70k

If the number was more than exp (5) then the low was made by 1345 (5)

What is Range Profile on the Bund in ticks

Last 60 NFP

Last 12 NFP

VAH90 93 111
VAH70 68 64
VAL70 14 37
MODE 53 27

What is the Daily / 240 Structure

Bund

240 mins


Daily


64.72-86

SZ

52

O/N HI

64. 30

SESS HI

CP
63.69

VAL

63.56

GAP

63.29-20

BZ

63.04

LOW

62.77-57

BZ

Hypo NFP EXP = 170K

EXP = If number is less than exp (170) then trade bias is down Inline or Slight Miss/Beat

130k > and < 210k

If number is greater than exp (170) then trade bias is up
IM/SM IM – Move down

SM – continuation with new extreme or failure to continue

Exp for High to be in by 1345.

IM – Move up

SM – continuation with new extreme or failure to continue

Exp for Low to be in by 1345.

Exec 1. Any up move should be faded on test of FTB level or BOF of sig Hi (stops triggered).

2. On IM move down then join on 50% PB – Blind

3. Join at Fresh LTF zone for test of extreme and extension

4. If number is between 130 and 210 then look for fade opportunity of bof of new extreme.

Look to fade any FTC or Bof at new extremes or D.Hi or D.Lo 1. Any down move should be faded on test of FTB level or BOF of sig Lo (stops triggered).

2. On IM move up then join on 50% PB – Blind

3. Join at Fresh LTF zone for test of extreme and then extension

4. If number is between 130 and 210 then look for fade opportunity of bof of new extreme.

US Non-Farm Payrolls – Tradeplan – Sept 2nd

US Non-Farm Payrolls – Tradeplan – Sept 2nd

US Non-Farm Payrolls Tradeplan

Calendar

Historical Performance

US Non Farm Tradeplan

What is the Range and 1 SD?

Number range for last 6 months is 249k

1 SD Range for the last six months is 82k.

Is there a trend in the data?

Trend change over the past few months with 250+ numbers

What number would constitute a change in the trend?

A drop below 150 would be concern for this new uptrend in numbers

What would be a big beat/miss?

Exp is for 178k

Between 140k to 220k. Would treat as inline / slight beat miss.

100 to 139k would be a miss. 221 to 260 would be a beat.

Below 100k would be a big miss and above 260k would be a big beat.

What is Range Profile on the Bund in ticks

Last 60 NFP

Last 12 NFP

VAH90 111 111
VAH70 72 76
VAL70 15 37
MODE 53 76

What is the Daily / 240 Structure?

Bund

240 mins


Daily

68.56-86

ATH

68.02

IW.hi

67.75-86

Sz / Bal HI

67.66

Poc of bal

cp
06-95

Bz/ y.low

66.58

IW.lo

66.38

2nd IW.lo

66.16-01

d.low

Hypo NFP EXP = 175K

EXP = Big Miss < 100k Miss 100-140k Inline or Slight Miss/Beat

140k > and < 220k

Beat 220-260k Big Beat > 260k
IM/SM IM – Move up

SM – Move up to bac IM and cont

IM – Move up

SM – continuation with new extreme or failure to continue

IM – (^) Move up to test 75-87 OR (v) move down to test 06-95

SM – fails to make new extreme or BOF new extreme and return to SOC

IM – Move up

SM – continuation with new extreme or failure to continue

IM – Move up

SM – Move up to bac IM and cont

Exec 1. Join the 50% PB of IM on blind

2. On bac of new extreme join first pullback

1. Join the 50% PB of IM on blind

2. Fade the BOF or fail to continue at the extreme target 50% and SOC

3. On bac of new extreme join first pullback

1. Join the 50% PB of IM with blind order

2. Fade the BOF or fail to continue at the extreme target 50% and SOC

1. Join the 50% PB of IM on blind

2. Fade the BOF or fail to continue at the extreme target 50% and SOC

3. On bac of new extreme join first pullback

1. Join the 50% PB of IM on blind

2. On bac of new extreme join first pullback

Notes

Past 7 of 10 NFP’s, the low was made by 1345

Past 4 of 10 NFP’s, the high was made by 1345

,

US Non-Farm Payrolls Trade Plan – June 3rd

US Non-Farm Payrolls Trade Plan – June 3rd

Calendar

Historical Performance

What is the Range and 1 SD?

Number range for last 6 months is 141k

1 SD Range for the last six months is 48k.

Is there a trend in the data?

Therefore since Oct 2014 slight downtrend.

What number would constitute a change in the trend?

250k plus would be a possible change in trend.

What would be a big beat/miss?

Exp is for164k.

Below 114k would be a big miss and above 214k would be a big beat.

114 to 150k would be a miss. 190 to 214 would be a beat.

Between 150k to 190k. Would treat as inline / slight beat miss.

What is Range Profile on the Bund

Last 65 NFP

Last 12 NFP

VAH90 93 118
VAH70 71 110
VAL70 14 42
MODE 55 76

What is the Daily / 240 Structure

Bund

240 mins

Daily



Average Hourly Earnings

Range 0.6

SD 0.2

Expected 0.2%

Big miss or Big Beat is greater than 0.2 either way.

Previous miss/beat of 0.2 or under have not really effected the typical NFP range.

Hypo NFP EXP = 202K

EXP = Big Miss < 114k Miss 114-150k Inline or Slight Miss/Beat

150k > and < 190k

Beat

190-214k

Big Beat > 214k
IM/SM IM – Move up to WRH 64.95

SM – Move up to test 65.38

Warning no structure above 64.60

IM – Move up to test 64.95-00 (WRH/DATR)

SM – make new extremes possible 65.05 then fails and return to SOC

IM – Move up to test 81 or 64.95-00 (WRH) OR move down to test 49-40

SM – fails to make new extreme and return to SOC

Watch for rot in opps direction to test opposing above extremes

IM – Move down to test 49-40

SM – makes new extremes the fails and returns to SOC

IM – Move down to test 49-40

SM – Follow thru to 25-15

Exec Join on 50% of IM on blind for test of 81/97

BU of 81/97 then join on agg orderflow T trail

Join the 50% PB of IM on blind for test of 64.95

Fade on BOF of extreme

Join the 50% PB of IM on blind for test of 64.95 or 49-40 and then fade FTC or BOF of extremes on agg orderflow

Once thru SOC after IM/SM looking for opp rot to join for test of opp extreme and then look to fade the FTC

Join the 50% PM of IM on blind for test of 49

Fade on BOF of extreme

Join on 50% of IM on blind for T 49-40

BD of 40 then join on agg orderflow T 25-15

Watch order flow after the first 15mins for pot bottom and at 1430

Notes

Past 8 out of 10 NFP’s, the low was made by 1430

Past 7 of 10 NFP’s, the low was made by 1345