Thu. Nov 21st, 2024

 

Signals CTF: From Monday 05 August 2019 To Friday 09 August 2019:
Tradable: Position: Exchange:
————– ———— ————–
Cocoa: Buy 3 Sep (U) 19 at 2402- NYBOT
Stop = 3 lots at 2307-
Coffee: Buy 6 Sep (U) 19 at 103.40- NYBOT
Stop = 3 lots at 97.55-
Platinum: Sell 6 Oct (V) 19 at 825.20- COMEX
Stop = 3 lots at 855.10-
Palladium: Buy 6 Sep (U) 19 at 1515.30- COMEX
Stop = 3 lots at 1384.30-
Crude Oil: Buy 6 Sep (U) 19 at 58.94- NYMEX
Stop = 3 lots at 54.85-
Natural Gas: Buy 3 Sep (U) 19 at 2255- NYMEX
Stop = 3 lots at 2050-
RBob Gas: Buy 6 Sep (U) 19 at 18570- NYMEX
Stop = 3 lots at 17535-
Gold: Sell 6 Dec (Z) 19 at 1417.30- COMEX
Stop = 3 lots at 1456.20-
Silver: Sell 6 Sep (U) 19 at 1576.00- COMEX
Stop = 3 lots at 1633.50-
Copper: Buy 6 Sep (U) 19 at 267.40- COMEX
Stop = 3 lots at 254.35-
Soybeans: Buy 6 Nov (X) 19 at 903.75- CBOT
Stop = 3 lots at 865.25-
Corn: Buy 6 Sep (U) 19 at 420.25- CBOT
Stop = 3 lots at 396.75-
Wheat: Buy 6 Sep (U) 19 at 512.50- CBOT
Stop = 3 lots at 486.50-
Cotton: Buy 6 Dec (Z) 19 at 63.06- NYBOT
Stop = 3 lots at 59.09-
Sugar#11: Sell 6 Oct (V) 19 at 11.62- NYBOT
Stop = 3 lots at 12.04-
Dollar Index: Sell 6 Sep (U) 19 at 97.18- NYBOT
Stop = 3 lots at 98.02-

Canada Dollar: Buy 6 Sep (U) 19 at 7641- CME
Stop = 3 lots at 7565-
Australia Dollar: Buy 6 Sep (U) 19 at 6909- CME
Stop = 3 lots at 6787-
British Pound: Buy 6 Sep (U) 19 at 12386- CME
Stop = 3 lots at 12145-
Euro: Buy 6 Sep (U) 19 at 11237- CME
Stop = 3 lots at 11128-
Swiss Franc: Sell 6 Sep (U) 19 at 10116- CME
Stop = 3 lots at 10235-
Japan Yen: Sell 6 Sep (U) 19 at 9249- CME
Stop = 3 lots at 9442-
$/Yen: Buy 1 at 108.51-
Stop = ½ at 106.29-
Nasdaq: Buy 6 Sep (U) 19 E mini at 7912- CME
Stop = 3 lots at 7663-
Nikkei 225 $: Buy 6 Sep (U) 19 at 21570 CME
Stop = 3 lots at 20785-
Djia: Buy 6 Sep (U) 19 E mini at 27006- CBOT
Stop = 3 lots at 26326-
Dax: Buy 6 Sep (U) 19 at 12297- EUREX
Stop = 3 lots at 11836-
EuroStoxx 50: Buy 6 Sep (U) 19 at 3484- EUREX
Stop = 3 lots at 3358-
S&P: Buy 6 Sep (U) 19 E mini at 2993- CME
Stop = 3 lots at 2917-
US T Bond 30Yr: Sell 6 Sep (U) 19 at 155.19- CBOT
Stop = 3 lots at 159.04-
Euro-Bund: Sell 6 Sep (U) 19 at 174.72- EUREX
Stop = 3 lots at 176.18-

——

Signals TFF: From Monday 05 August 2019 To Friday 09 August 2019:
Tradable: Position: Exchange:
————– ———— ————–
Cocoa: Sell 3 Sep (U) 19 at 2254- NYBOT
Stop = 3 lots at 2331-

Natural Gas: Sell 3 Sep (U) 19 at 1935- NYMEX
Stop = 3 lots at 2105-

 

US Yield Inversion

1) Prices are S&P Continuous contract.

2) Magenta Blobs = Dates on which inversions occured.

3) Magenta thick line = 30 year bond yield.

4) Cyan thin line = 3 month note yield.

5) Green thick line = 10 year note yield.

6) Green Histogram = No yield Inversion.

7) Magenta Histogram = Inverted 10 year and 3 month yields.

8) Grey line = Spread difference between the 10 year and the 3 month yield.

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Inversion des rendements obligataires U.S.

1) Graphique du S&P 500.

2) Magenta boules = dates auxquelles les inversions ont eue lieu.

3) Magenta linge épaisse = rendement du 30 ans U.S.

4) Cyan ligne fine = rendement du 3 mois U.S.

5) Verte ligne épaisse = rendement du 10 ans U.S.

6) Histogramme Vert = Pas d'inversion des rendements.

7) Histogramme Magenta = Inversion du 10 ans et du 3 mois.

8) Courbe Grise fine = Spread entre le 10 ans et le 3 mois.

 

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