CoT: Peek Into Future Through Futures – How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of May 23, 2017. 10-year note: Currently net long 362.5k, up 122.5k. FOMC minutes for the May 2-3 meeting were released Wednesday.  Post-statement, futures priced in 83 percent odds of a 25-basis-point hike … Continued

CoT: Peek Into Future Through Futures — How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of May 16, 2017. 10-year note: Currently net long 240k, up 10.9k. Non-commercials nailed it.  In the prior week, they had built net longs to the highest since December 2007, and were rewarded.  … Continued

CoT: Peek Into Future Through Futures

Following futures positions of non-commercials are as of May 9, 2017. 10-year note: Currently net long 229.1k, up 49.2k. Back into the nearly six-month range … or near range support, to be precise. Since the election last November, 10-year yields … Continued

Diverging Messages From Three Major U.S. Equity Indices

posted in: Derivatives, Equities, Technicals | 0

If we just focus on tech stocks for a moment, one gets the impression that it is a very strong market. Right after the November election last year, tech stocks in general lagged.  But they came into life as soon … Continued

CoT: Peek Into Future Through Futures

Following futures positions of non-commercials are as of May 2, 2017. 10-year note: Currently net long 179.9k, down 34.8k. Pre-FOMC decision this week, futures were pricing in 63 percent odds of a 25-basis point hike in June and 60 percent … Continued

With Spring In Feet This Week, Stocks Need Successful Breakout Retest To Prove Move Is Real

Breakouts galore! The three U.S. equity indices discussed here all broke out this week in one form or another. The Russell 2000 small cap index and the Nasdaq composite rallied to fresh new highs, even as the S&P 500 large … Continued

Russell 2000 Once Again Bounces Off Support, Likely Rallies Further – Medium-Term Outlook Sour

The Russell 2000 small cap index once again sits right underneath the upper bound of a five-month range. From the 4th through the 20th in November last year, the Russell 2000 jumped 16.5 percent to 1247.2, rallying every single session … Continued

CoT: Peek Into Future Through Futures

Following futures positions of non-commercials are as of April 18, 2017. 10-year note: Currently net short 41.3k, down 23.2k. After dropping last week out of a five-month, 2.62 percent-2.31 percent range, 10-year Treasury yields (2.24 percent) proceeded to drop to … Continued

Relief Rally Underway, Even As VIX In Process Of Forming Golden Cross

posted in: Derivatives, Equities, Technicals | 0

On major U.S. equity indices, buyers stepped up to the plate just where they needed to.  Can they sustain it? From peak to trough, after reaching an all-time high on March 1 (2400.98), the S&P 500 large cap index shed … Continued

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