Hey folks,

For those of you who trade the bonds, particularly the 30-year, you know that they are priced like, 123-155, 116-00, 119-315 etc.

the weird thing is that when i am trying to get the daily pivots for the next day, the leves I get are massively impacted if I use all available digits, i.e., 120-060 vs. 120-06.

im using 32nds and halves, just like the bonds trade. anything else results is bogus pivot points.

which do you guys think is correct?

thnx muchly