March 2012
23 posts
Friday, March 30th
Today’s economic calendar:-
08:30 Personal Income and Outlays
09:45 Chicago PMI
09:55 Consumer Sentiment
10:15 Fed Outright Treasury Coupon Purchases up to $2.25 billion.
Not much directional movement overnight, a high at 139’00 and a low at 138’20. The 30 minute trend chart remains bullish, and prices remain in the regression channel. Still expecing to see the gap on the...
Thursday, March 29th
On today’s economic calendar:-
08:30 GDP (3.0%) and Jobless Claims (350K) and Corporate Profits
10:15 Fed Outright Treasury Coupon Sales up to $8.75 billion
11:00 Kansas City Fed Mfg Index
11:00 3 & 6 Month & 52 Week Bill Announcements
13:00 7 Year Note Auction
15:00 Farm Prices
16:30 Fed Balance Sheet and Money Supply
Speaking today:-
12:15 Dennis Lockhart
12:45...
Wednesday, March 8th
On the economic calendar:-
07:00 MBA Purchase Applications
08:30 Durable Goods Orders (Prior -3.7%, consensus 2,8%)
10:15 Fed Outright Treasury Coupon Purchases up to $5.25 billion
13:00 5 Year Note Auction
Yesterday’s rally stalled overnight, while the market waits for this mornings Durable Goods numbers, release at 8.30. The 30 minute trend chart remains bullish, and will only...
Tuesday, March 27
On the economic calendar:-
07:45 ICSC-Goldman Store Sales
08:55 Redbook
09:00 Case Shiller HPI
10:00 Consumer Confidence & Richmond Fed Mfg Index
10:15 Fed Outright Treasury Coupon Purchases up to $2.25 billion
11:30 4 Week Bill uction
13:00 2 Year Note Auction
Speaking today:-
12:45 Ben Bernanke
Treasury prices on the 30 minute chart have recently turned positive on a...
Monday, March 26th
Today’s economic calendar:-
08:30 Chicago Fed Activity Index
10:00 Pending Home Sales Index
10:15 Fed Outright Treasury Coupon Sales up to $8.75 billion
10:30 Dallas Fed Mfg Survey
11:00 4 Week Bill Announcement
11:30 3 & 6 Month Bill Auctions
Speaking today:
07:30 Charles Plosser
08:00 Ben Bernake
Bond prices relatively quiet overnight, with a low of 136’14,...
Friday, March 22nd
On today’s economic calendar:-
10:00 New Home Sales
10:15 Fed Outright Treasury Coupon Purchases up to $2.25 billion.
Speaking today:-
13:45 Bernake
14:30 Lockhart
21:00 Bullard.
The 30 minute trend chart remains bullish, and a close 136’20 is needed to flip this bearish.
Yesterday’s high of 137’13 is now a level of resistance, with the closest support at...
Thursday, March 22nd
On today’s economic calendar:-
08:30 Jobless Claims
10:00 Leading Indicators
10:15 Fed Outright Treasury Coupon Purchases up to $2.25 billion
11:00 3 & 6 Month Bill Announcements
2, 5 and 7 Year Note Announcements
13:00 10 Year TIPS Auction
16:30 Fed Balance Sheet and Money Supply
Speaking today:-
10:00 Tarullo
12:45 Bernanke
16:00 Evans
Treasury Bond...
Wednesday, March 21st
On today’s economic calendar:-
07:00 MBA Purchase Applications
10:00 Existing Home Sales
Speaking today:
09:30 Ben Bernanke
Fed Treasury Outright Coupon Purchases up to $4.25 billion commencing at 10:15.
Very little movement in overnight prices, the 30 minute trend chart remaining bearish. A close above 136’06 would turn this positive.
Overhead resistance remains at...
Tuesday, March 20th
On the economic calendar today:-
07:45 ICSC-Goldman Store Sales
08:30 Housing Starts
08:55 Redbook
11:30 4 Week Bill Auction
Speaking today:-
12:45 Bernanke
17:30 Kocherlakota
Fed Outright Treasury Coupon Purchases up to $2.25 billion commencing at 10:15
Prices rebounded overnight, but not enough to turn the 30 minute trend chart positive, that needs a close above 136’06.
...
Monday, March 19th
On the economic calendar:-
10:00 Housing Market Index
11:00 4 Week Bill Announcement
11:30 3 & 6 Month Bill Announcements
Speaking today:-
07:30 Richard Fisher
Fed Treasury Outright Coupon Purchases up to $5.25 billion commencing 10:15.
Treasury bond prices recovered somewhat overnight, rising to a high of 137’00. (Friday’s close was at 136’14). This...
Friday, March 16th
On the economic calendar today:-
08:30 CPI
09:15 Industrial Production
09:55 Consumer Sentiment
Speaking today:-
15:00 Charles Evans
Fed Outright Coupon Sales up to $8.75 billion commencing at 10:15
Prices remained quiet overnight, and the 30 minute chart remained bearish. This will turn bullish on a close above 136’28.
The two nearest levels of support and resistance are support...
Thursday, March 15th
On today’s economic calendar:-
08:30 Jobless Claims, PPI and Empire State Mfg Survey
09:00 Treasury International Capital
10:00 Philadelphia Fed Survey
11:00 3 & 6 Month Bill Announcements
10 Year TIPS Announcement
16:30 Fed Balance Sheet and Money Supply
Fed Outright Treasury Coupon Purchases up to $4.25 billion commencing at 10:15.
Overnight, 30 year bond prices...
Wednesday, March 14th
On the economic calendar:-
07:00 MBA Purchase Applications
08:30 Import and Export Prices
13:00 30 Year Bond Auction
Speaking today:-
09:00 Ben Bernanke
Fed Outright Treasury Coupon Purchases up to $5.25 billion commencing at 10:15.
Treasury prices continued their sell off from yesterday, with a new low being made at 137’27. The 30 minute trend chart will only turn bullish on a...
Tuesday, March 13th
On the economic calendar:-
07:45 ICSC-Goldman Store Sales
08:30 Retail Sales
08:55 Redbook
10:00 Business Inventories
11:30 4 Week Bill Auction
13:00 10 Year Note Auction
14:15 FOMC Meeting Announcement
No Fed intervention today.
Prices continued yesterday afternoons sell off, and the 30 minute trend chart flipped bearish.
Immediate points of interest are the gap at...
Monday, March 11th
On today’s economic calendar:-
11:00: 4 Week Bill Announcement
11:30: 3 & 6 Month Bill Auctions
13:00: 3 Year Note Auction
14:00: Treasury Budget
No Fed intervention today.
Not much movement overnight, with the 30 minute trend chart remaining in a bearish formation:-
Fridy’s settlement gap is at 140’10, and it is likely that this will be filled today. Support and...
Friday, March 9th
On today’s economic calendar:-
08:30 NFP and International Trade
10:00 Wholesale Trade
Fed Outright Treasury Coupon Sales up to $8.75 billion commencing 10:15.
Overnight prices remained relatively stable ahead of this mornings employment number, with the short term trend remaining bearish.
We have two immediate levels of support which we could expect to be tested/broken later this...
Thursday, March 8th
On the economic calendar, we have:-
07:30 Challenger Jobs-Cut Report
08:30 Jobless Claims
10:00 Quarterly Services Index
11:00 3 & 6 Month Bill Announcements
3 & 10 Year Note Announcements
30 Year Bond Announcement
16:30 Fed Balance Sheet and Money Supply
Fed Outright Treasury Coupon Purchases up to $5.25 billion commencing at 10:15.
Treasury Bond prices...
Wednesday, March 7th
On the economic calendar:-
07:00 MBA Purchase Applications
07:30 Challenger Job Cuts Report
08:15 ADP Employment Report
08:30 Productivity and Costs
15:00 Consumer Credit
Fed Outright Treasury Coupon Purchases up to $2.25 billion commencing at 10:15
Bond prices remain in a bullish trend, and a break to the upside of the regression channel to the upside, should usher in higher prices. This...
Tuesday, March 6th
On the economic front :-
07:45 ICSC-Goldman Store Sales
08:55 Redbook
11:30 4 & 52 Week Bill Auctions
15:00 Treasury Strips
Fed Outright Treasury Coupon Purchases up to $4.25 billion commencing 10:15.
Prices rebounded overnight after yesterdays sell off, and the 30 minute trend chart flipped to a bullish mode. A current close below 140’28, would reverse the position to a...
Friday, March 2nd
No economic releases today, and on the speaking rounds we have Evans at 9:40 and Bullard tonight at 8:00pm.
Fed Outright Treasury Coupon Purchases up to $2.25 billion beginning at 10:15am.
Overnight activity fairly muted. The low closed yesterday’s settlement gap at 140’15.
The 30 minute chart turns bullish on a close above 141’01. Currently, the price is 141’02.
...
Thursday, March 1st
On the economic calendar, we have:-
08:30 Jobless Claims and Personal Income/Outlays
10:00 ISM Mfg Index & Construction Spending
11:00 3 & 6 Month Bill Announcements
52 Week Bill Announcement
16:30 Fed Balance Sheet & Money Supply
Fed Outright Treasury Coupon Sales of up to $8.75 billion beginning at 10:15.
Speaking today:-
08:00 Pianalto
10:00 Bernake
10:30...