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Re: [RT] 10 Year T-Notes



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Don Thompson wrote:
 
> I think I understand what you are saying.
> The geometry you have discovered is pretty unique.
> Don

This mathematician does not understand.  It takes 3 points and only
3 points to uniquely define any fully general quadratic curve:
parabola, ellipse (circle is a special ellipse), and hyperbola.
If choosing any two points on (not close to) one parabola (or 
ellipse) allows you to calculate exactly the same curve, then you
have made (perhaps unwittingly) another implicit assumption.  
Glancing at the two examples with URLs given below, maybe that 
assumption is that the parabolas are symmetric with respect to
a vertical line.

Also note that you cannot choose 5 arbitrary points and have a
parabola "hit" them.  You can do a least squares (or other) fit
to 5 points and calculate a best fit parabola which comes close
to the 5 points, but not an exact "hit" in the general case.

Rod


> ----- Original Message -----
> From: "BL" <blee7@xxxxxxxxxxxxxx>
> To: <realtraders@xxxxxxxxxxxxxxx>
> Sent: Tuesday, August 21, 2001 12:06 AM
> Subject: Re: [RT] 10 Year T-Notes
> 
> > Don,
> >
> > One quick observation shows that the Excel curve produces a different
> shape
> > if two different points on a previously defined Excel curve are selected.
> > The method I use produces the exact same curve no matter where the two
> > points on the curve are selected. In other words, if my defined curve hits
> 5
> > different pivot points, any combination of the 2 of the 5 total pivot
> points
> > produces the exact same support/resistance curve.- Brian
> >
> > ----- Original Message -----
> > From: "Don Thompson" <detomps@xxxxxxxxxxx>
> > To: <realtraders@xxxxxxxxxxxxxxx>
> > Sent: Monday, August 20, 2001 10:30 PM
> > Subject: Re: [RT] 10 Year T-Notes
> >
> >
> > > Brian,
> > > Have you tried to lay up an ellipse on those same charts?  Using a curve
> > > fitted ellipse might give you a support and a resistanc for
> > > a given swing.  and since the geometry is as in the past the future, the
> > > swing low to high ellipse will be related by some kind of geometrical
> > > propotion.  Excell has an ellipse function that you can just overlay
> over
> > > your parabola.  Which by the way is a neat idea.
> > >
> > > Don Thompson
> > > ----- Original Message -----
> > > From: "BL" <blee7@xxxxxxxxxxxxxx>
> > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > Sent: Monday, August 20, 2001 11:18 PM
> > > Subject: [RT] 10 Year T-Notes
> > >
> > >
> > > > These two charts represent non-linear support and resistance of
> 10-Year
> > > > T-Notes Futures.  Please allow some additional time to load the .pdf
> > > files.
> > > > Both curves use the same proprietary formula defined by two pivot
> > points.
> > > > It appears 105 apprears to be the current "line-in-the-sand" support
> > > level.
> > > >
> > > > http://www.hitech-analytics.com/10yr_t_notes_resistance.pdf
> > > >
> > > > http://www.hitech-analytics.com/10yr_t_notes_support.pdf
> > > >
> > > > - Brian

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