1 reply to this topic

[tradesurfer]

can anyone confirm that this price chart of the 30 year Bond Futures continuous chart is correct? for some reason I have different price highs than I have seen on a different 30 year future continuous chart...




by the way, what this quarterly price bar chart is saying is that the 30 year bond is about to commence a crash to the downside...

[SideShowBob]

It depends on the way the continuous contract was created. My data from Pinnacle Data shows:

Ratio Backadjusted Prices:


Non-Adjusted Prices (just adding the new contract data to the old without changing either one):


The one you posted seems to match the non-adjusted prices. Neither is better than the other -- unless you define what you're using it for. In terms of support/resistance levels nonadjusted is probably more accurate -- but for backtesting a trading system you'll see huge gains/losses when contracts rollover that are not real.

SSB

P.S. I don't get why they came out different sizes....sorry....

Edited by SideShowBob, 01 January 2007 - 02:49 PM.