11th July 2012

Bunds
Bund
Bobls
Bobl
Shatz
T
Note
Gilts
Ten Year
Short
Sterling
Note
Euribor
Short Sterling
Eurodollar
Eurodollar
Euroswiss

daily trading guide to

bond and short rate
markets
Mark Sturdy

Disclaimer

Bund

SEP12 : Wednesday: yesterday, the market paused

confirming the break of the band 142.85/ 142.55. Stay
long.

Resistance: 142.55,145.97,
Support : 141.37, 140.23-52, Gap
139.40-50,

147.0

Euro Bund Sep 12

145.97 High

Bunds
Bund

146.5
146.0
145.5

Bobls
Bobl

Prior High support

140.23-52 f rom weekly
continuation chart

145.0
144.5
144.0

Shatz
T Note

142.85

143.5
143.0
142.5

Gilts

142.55 Low

142.0
141.5

Ten Year
Note
Short
Sterling

141.0

140.02

140.5
50.0%

140.0

Euribor

139.5
139.0
61.8%

138.5

Short Sterling
Eurodollar

138.0

138.24-26 Prior High Support

137.5
137.0

Eurodollar

136.5
136.0

Euroswiss

135.5
135.0
134.5
134.0
133.5
133.0

10000

5000

x100

27

5
March

12

19

26

2
April

16

23

30
May

14

21

28

4
June

11

18

25

2
July

16

23

Bobl

SEP 12 : Wednesday: yesterday, the market moved closer

beneath the Pivotal prior High 127.80.

Resistance: 126.65, 127.80

Support :,125.80, 125.18

Stay square.

127.80 HighEuro Bobl Sep 12

Bund
Bunds

128.0

Bobls
Bobl

127.5

Shatz
T Note
Gilts

127.0

126.65 High

23.6%

126.5
126.38

Ten Year
Note
Short
Sterling
126.0

Euribor

125.75

38.2%
125.18 High

125.5

Short Sterling
Eurodollar

50.0%

High 124.82 Medium ter m Prior High support

125.0

Eurodollar
61.8%

124.5

Euroswiss

124.47 High

124.0

123.5
80000
70000
60000
50000
40000
30000
20000
10000

x10

26

2
April

16

23

30
May

14

21

28

4
June

11

18

25

2
July

16

23

T Notes

SEP 12: Wednesday : yesterday, the market held

above the Prior High pivots which are now good
support.
STAY LONG with Stops beneath the horizontal
band of support.

Resistance: 134.30
Support : 132-26

N ote U S Treasury 10 Y ear C OMP Sep 12

Bund
Bunds

134-30.5 High

Bobls
Bobl
Shatz
TNotes
T Note
23.6%

Gilts

132-26 High

Ten Year
Note
Short
Sterling

131-08

Euribor
Short Sterling
Eurodollar
129-02

Eurodollar
Euroswiss
128-01/22.5 Prior All
Time Highs 2008-2010

^32

135*
135*
135*
134*
134*
134*
134*
133*
133*
133*
133*
132*
132*
132*
132*
131*
131*
131*
131*
130*
130*
130*
130*
129*
129*
129*
129*
128*
128*
128*
128*
127*
127*
127*
127*
126*
126*
126*

15000
10000
5000
x100

13

21

27

5
March

12

19

26

2
April

16

23

30
7
May

14

21

29

4
June

11

18

25

2
9
July

16

23

Gilts

Resistance: 122
Support : 118.80, 118.02.

SEP 12 Wednesday: yesterday, the market broke the

recent prior Highs 120.23-36. Stay long with stops
beneath 120.23.

121.86

Long Gilt Sep 12

Bund
Bunds

122.0
121.5

Bobls
Bobl

121.0

Shatz
T Note

120.23-36

120.5
120.0

Gilts

119.5

118.80

Ten Year
Note
Short
Sterling

119.0
118.02

Euribor

118.5

118.54

118.0

Short Sterling
Eurodollar
117.5

Eurodollar

117.0
High 117.19-28 Prior High supports

116.5

Euroswiss
116.0
115.5
115.0

20000
15000
10000
5000
x10

14

21

28

4
June

11

18

25

2
July

16

23

Short Sterling

March 13: Wednesday : yesterday, the market

paused above the possible continuation pennant.
Stay long above 99.27.

Resistance: Prior Highs 99.46

Support :, 99.30-36

Short Sterling LIFFE Mar 13

Bund
Bunds

99.49000
99.48000
99.47000
99.46000
99.45000
99.43999
99.43000
99.42000
99.41000
99.40000
99.39000
99.38000
99.37000
99.36000
99.35000
99.34000
99.32999
99.32000
99.31000
99.30000
99.29000
99.28000
99.27000
99.25999
99.25000
99.24000
99.23000
99.22000
99.21000
99.20000
99.18999
99.18000
99.17000
99.16000
99.15000
99.14000
99.13000
99.12000
99.11000
99.10000
99.09000
99.07999
99.07000
99.06000
99.05000
99.04000
99.03000
99.02000
99.00999
99.00000
98.99000
98.98000
98.97000
98.96000
98.95000
98.93999
98.93000
98.92000
98.91000
98.90000
98.89000
98.88000
98.87000
98.86000
98.85000
98.84000
98.82999
98.82000
98.81000
98.80000
98.79000

99.44 High

Bobls
Bobl
Shatz
T Note
Gilts
99.27 Low

Ten Year
Note
99.19
High from August 2011
Short
Sterling
Euribor

99.13 High Sept 2011

Short Sterling
Eurodollar

99.11 High

99.02 Low

Eurodollar
Euroswiss
98.93 Low
98.92 Low
98.89

98.88

300000
250000
200000
150000
100000
50000
0

12

19

26

2
April

10

16

23

30
May

14

21

28

4
June

11

18

25

2
July

16

23

Euribor

March 13 Wednesday : yesterday, the market paused

above the support at 99.53. Stay long above 99.53

Resistance:,99.19
Support : 99.02

3 Month Euribor LI FFE Mar 13

99.630
99.620
99.610
99.600
99.590
99.579
99.570
99.560
99.550
99.540
99.530
99.520
99.509
99.500
99.490
99.480
99.470
99.460
99.450
99.439
99.430
99.420
99.410
99.400
99.390
99.380
99.370
99.360
99.350
99.340
99.329
99.320
99.310
99.300
99.290
99.280
99.270
99.259
99.250
99.240
99.230
99.220
99.210
99.200
99.189
99.180
99.170

Bund
Bunds
Bobls
Bobl
99.53 High

Shatz
T Note
161.8%

Gilts
99.46 High

Ten Year
Note
Short
Sterling
Euribor

99.36 High

Short Sterling
Eurodollar
99.31 High

Eurodollar
76.4%

Euroswiss

99.1250 High

15000
10000
5000
x10

99.04 High Nov 2011

26

2
April

10

16

23

30
May

14

21

28

4
June

11

18

25

2
July

16

23

Eurodollar

March 13: Wednesday : yesterday, the market paused

above the descending channel. And edged higher

Resistance: 99.46 ( diagonal) Prior

Highs 99.49, 99.5350, 99.57-5650.
Support : 99.3250, 99.1650.

Stay long. Stops beneath 99.45. add on a break

above 99.51.
161.8%
Eurodollar 3 Month C omposite
Mar 13

99.610
99.600
99.590
99.579
99.570
99.560
99.550
99.540
99.530
99.520
99.509
99.500
99.490
99.480
99.470
99.460
99.450
99.439
99.430
99.420
99.410
99.400
99.390
99.380
99.370
99.360
99.350
99.340
99.329
99.320
99.310
99.300
99.290
99.280
99.270
99.259
99.250
99.240
99.230
99.220
99.210

Bund
Bunds
99.5650 High Sep 2011

Bobls
Bobl

99.57 High Aug 2011

99.5350 High

Shatz
T Note

99.51 High
99.49 HIgh

Gilts
Ten Year
Note
Short
Sterling
Euribor

61.8%
99.3750 High

Short Sterling
Eurodollar
50.0%

Eurodollar
99.36 Low

Euroswiss

99.3250 Low

40000
30000
20000
99.1650 High

10000
x10

10

18

24

31
7
February

14

21

28

6
March

13

20

26

2
April

16

23

30
7
May

14

21

28

4
June

11

18

25

2
9
July

16

23

Bunds

The material and information set out in this research is not intended to be a quote of an offer
to buy or sell any financial products. Any expression of opinion is based on sources believed
to be reasonably reliable but is not guaranteed as to accuracy or completeness.

Bobls

Euribor

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Seven Days Ahead endeavours to provide useful information they make no guarantee as to
the accuracy or reliability of the research.
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Short Sterling

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Shatz
Gilts
Ten Year Note

Eurodollar
Euroswiss