Archives pour la catégorie Contat 3 m Eurodollar

3 M ED march 2012: PEI type 2 within a week

Medium term (March 2012 contract): bearish
On a weekly basis, UW / LW spread is expending. A PEI is in progress for
our moving averages and our MACD. A NEI is in progress with our 23 months moving average.
Idea: lower as long as our MACD is not oversold
Bet: towards MM.
R = MW (99.44);         S = MM
(99.029), LM (97.987)
Short term: a bearish PEI type 2 is expected
On a daily basis, a parallel is in progress. A PEI type 2 will develop
early next week.
Idea: use bearish parallel rules.
Bet: powerful bear trend.
R = MD (99.376);         S = MM
(99.029)
Conclusion: bear trend for this contract (yield up) + rise for 10
Y contract (yield down) => special warning for stocks markets.
Position:  Previous: short; in progress: hold on; next: add short
position with a daily PEI type 2
.

US: 3 M ED yield up + 10 Y yield down => stocks could dive

Medium term (March 2012 contract): decline

On a weekly basis, UW / LW spread is expending. A PEI is in progress for our moving averages and our MACD. A NEI is in progress with our 23 weeks moving average.

Idea: lower as long as our MACD is not oversold

Bet: towards MW.

 

R = MW (99.452);         S = MM (99.033)

 

Short term: better than a T1

On a daily basis, UD / LD spread is expending.

Idea: today will be a T2 with an intra-day new low.

Bet: powerful bear trend.

 

R = MD (99.4);         S = MW (99.033)

 

Conclusion: bear trend for this contract (yield up) + rise for 10 Y contract (yield down) => special warning for stocks markets.

 

 

3 m Eurodollar contract: weak

Long term:  lower?

On a monthly basis (September 2010 contract) a bullish parallel pattern is in progress.

Idea: as long as PM proves to be a support, a decline is only a technical correction  

Bet: none

R= 99.55 (Historical high); S = PM (99.014), MM (98.45)

 

Medium term: towards LW

On a weekly basis, Bollinger bands spread is minimal. For our MACD, a bearish no-crossover is in progress. LW is our first target. As long as the pattern for our 7 / 23 weeks moving averages is not a bearish A type crossover, a decline is only a technical move.

Idea: weak as long as MW proves to be a resistance

Bet: below LW, the decline could be a bear trend.

R = MW (99.364);         S = LW (99.17)

 

Short term: bearish

On a daily basis, a bear trend is in progress. Below 99.15 (May low), the move should extend towards PM.

Idea: below 99.15, stock indexes will move lower.

Bet: weak as long as MD proves to be a resistance.

R = MD (99.346);         S = 99.15

 

Conclusion: first warning for financial system below 99.15, crisis below PM (99.014).

 

3 months Eurodollar: higher

Long term:  higher

On a yearly basis, a bullish non-crossover occurred between prices and PY. This pattern is very bullish.

On a quarterly basis, UQ / LQ spread is maximal and Bollinger bands are diverging. A bullish crossover PQ / MQ occurred and the dynamic for LQ continue. Stochastic and MACD are oversold for 2 periods or more (a bullish non-crossover is in progress). The dynamic for our 7 quarters moving average is strong. A bullish A type crossover is in progress with our 7 / 2 3 quarters moving averages. A new bull trend could be in progress.

On a monthly basis (June 2010 contract) a bullish parallel pattern is in progress.

Idea: very bullish as long as a bearish A type crossover is not expected on a daily basis.

Bet: none

R= 100; S = MW (99.415)

 

Medium term: higher

On a weekly basis, Bollinger bands spread is not minimal. A bullish no-crossover is in progress with our stochastic. A bearish no-crossover is in progress with our MACD. UW is our main resistance.

Idea: nothing to do

Bet:

R = UW (99.751);         S = LD (99.561)

 

Short term: Bollinger bands spread increase

On a daily basis; with our weekly MACD, no bullish pattern could develop. Our stochastic, MACD and moving averages are up with a bullish no-crossover as a status. UW is our main objective.

Idea: up as long as our MACD is not overbought

Bet: rise for some weeks.

R = UW (99.751);         S = MD (99.589)

 

Conclusion: higher for some weeks.

 

Eurodollar contract : above Historical High

Long term:  New Historical High

On a yearly basis, a bullish non-crossover occurred between prices and PY (4 and 3 periods ago). With a close above open price, this pattern could be very bullish.

On a quarterly basis, UQ / LQ spread is maximal and Bollinger bands are diverging. Stochastic and MACD are oversold for 3 periods or more (a bullish non-crossover is in progress). The dynamic for our 7 quarters moving average is strong. A bullish A type crossover is in progress with our 7 / 2 3 quarters moving averages. A New High for the contract is in progress.

On a monthly basis (Sept. 09 contract) a bullish parallel pattern is in progress.

Idea: bullish as long as MW (98.841) = support (end of a week)

 

Medium term: bullish

On a weekly basis, a bullish parallel pattern is in progress. Close a bullish position with a weekly close below MW (98.841).

 Idea: use bullish parallel rules.

R = UM (99.535), +++;         S = MW (98.841).

 

Short term: bullish parallel pattern

On a daily basis a bullish crossover PD / MD occurred with a bearish dynamic for LD. A bullish parallel pattern is in progress.

Idea: use bullish parallel rules.

R = UM (99.535), +++;         S = MD (98.082)

 

Conclusion: see short term analysis

 

Contrat Eurodollar 3 mois : toppish / plus bas

Long term: higher prices?

On a yearly basis, a bullish non-crossover occurred between prices and PY (4 and 3 periods ago). With a close above open price, this pattern could be very bullish.

On a quarterly basis, UQ / LQ spread is maximal and Bollinger bands are flat. Stochastic and MACD are oversold for 3 periods or more (a bullish non-crossover is in progress). The dynamic for our 7 quarters moving average is strong. A bullish B type crossover is in progress with our 7 / 2 3 quarters moving averages.

On a monthly basis (June 09 contract) a bullish parallel pattern will continue as long as the status for our stochastic is not a bearish divergence.

Idea: warning with our monthly stochastic.

 

Medium term: bullish

On a weekly basis, a bullish parallel pattern is in progress. Close a bullish position with a weekly close below MW (98.509)

 Idea: use bullish parallel rules.

R = UM (99.099);         S = MW (98.509), LW (97.687).

 

Short term: lower

On a daily basis Bollinger bands are down. A bearish non-crossover is in progress with our 7 / 23 days moving average. As long as our MACD is not oversold, the decline will continue.

Idea: bearish non-crossover for our MACD.

R = MD (98.683);            S = 98.415, 98.

 

Conclusion: lower for some weeks.

 

Contrat 3 mois Eurodollar : progression attendue

Long term: higher price is expected

On a yearly basis, a bullish non-crossover occurred between prices and PY (4 and 3 periods ago). This pattern is very bullish.

On a quarterly basis, UQ / LQ spread is maximal. Stochastic and MACD are oversold for 3 periods or more (a bullish non-crossover is in progress). The dynamic for our 7 quarters moving average is strong. 99.10 (historical high) is our first target.

On a monthly basis (March 09 contract) the trend for our 7 / 23 months moving averages is a bullish non-crossover. Rise as long as our MACD is not overbought.

Idea: on a monthly basis a bullish parallel pattern is in progress.

 

Medium term: bullish

On a weekly basis, Bollinger bands spread was not minimal when a close above UW occurred. The dynamic for each Bollinger Band is strong. The status for our MACD is a bullish non-crossover and a bullish A type crossover is in progress with our 7 / 23 weeks moving averages. Bullish as long as our MACD is not overbought.

Idea: higher

R = +;         S = MD (98.69).

 

Short term: bullish parallel pattern

On a daily basis a bullish parallel pattern is in progress.

Idea: use bullish parallel rules.

R = UD (99.194);            S = MD (98.69)

 

Conclusion: bullish as long as MD (98.69) = support.

 

Contrat 3 m Eurodollar: outlook for 2009

 

Long term: bullish

On a yearly basis, Bollinger bands spread is minimal and UY is up. The status for our 7 / 23 years moving averages is a bullish non-crossover. Our stochastic and MACD will be oversold at the end of the year. The up trend will continue for two periods or more.

On a quarterly basis, the spread UQ / LQ is minimal but is increasing. A bullish non-crossover is the status for our stochastic and MACD. With a new high next period, a bullish ATDMF pattern will be in hand.

On a monthly basis, a bullish non-crossover is the status for our 7 / 23 months moving averages. Pattern with our Bollinger bands is a bullish parallel one.

 Idea: FED will act again in 2008 and 2009.

 

 

Impératif : prendre position(s) (29/5/2008)

Editorial,

Votre approche de l’analyse technique / votre courtier vous prépare t’il à prendre une position à la baisse aujourd’hui sur les contrats du 10 year T-Note et sur le contrat Eurodollar 3 mois ? Si ce n’est pas le cas, il est temps de se poser des questions. A l’aide de l’ATDMF, les plus beaux signaux (identiques à celui sur le USD – CHF du 27/02/08) pour prendre une position, peuvent être observés ce jour. La condition nécessaire et suffisante : un nouveau point bas sur ces deux contrats Vs la séance du 28 mai : 112.60 pour le 10Y et 96.13 pour l’Eurodollar.

Rappelons que ces deux contrats sont les indicateurs majeurs, sur une base mondiale, du comportement des autres marchés financiers (expliqué et enseigné lors de nos formations à l’ATDMF 2007). Rater un retournement de tendance de ces deux contrats est une faute professionnelle majeure pour un analyste technique (il sera intéressant d’étudier les réactions des économistes).

Vous souhaitez faire rapidement des plus-values importantes ? Focalisez-vous et vivez avec les contrats 10 Y T Note et Eurodollar 3 mois (aucun risque de squeeze vu les montants traités chaque jour –contrats futures et options). Avec l’ATDMF, vous aurez une longueur d’avance sur les marchés. Contact : atdmfcahen@yahoo.fr

Vu l’impact très négatif sur l’immobilier (…), ne comptez pas sur vos journaux  pour promouvoir ces mouvements.

 

Contrats  Futures US


 

Le texte suivant est traduisible à l’aide de Yahoo Babel Fish.

 

10Year T-Note

 

Long term: T2, on a quarter basis, is unlikely

On a yearly basis, the status for our MACD is a bearish non-crossover. The status for our 7 / 2 3 years moving averages is a bullish non-crossover but the dynamic will be less bullish. UY is flat. Now, MY (107.98) is our next target.

On a quarterly basis, the spread UQ / LQ is minimal. Bollinger bands diverged at the end of Q1 with a close above UQ. Now, UQ and LQ are flat. The status for our stochastic and MACD could be overbought at the end of this year. Next period, the pattern for our 7 / 23 quarters moving averages could be a bullish B type crossover. As long as UQ 116.82) act as a resistance this time frame is without trend.

On a monthly basis, the trend for our 7 months moving averages will be toppish. A bullish crossover PM / MM is in progress without a divergence between UM and LM. A technical decline could develop towards PM (111.1).

Idea: on a monthly basis, use parallels rules.

 

Medium term: not bearish, but a strong decline

On a weekly basis, the spread UW / LW is not minimal but a close below LW is expected with a strong dynamic for each Bollinger band. The status for our  7 / 23 weeks moving averages is a bearish A type crossover (end of this week). A bearish non-crossover is the status for our stochastic and MACD.MM (110.53) is our first target.

Idea: nothing to do (see monthly trend)

 

Short term: bearish T2 today

 

On a daily basis, with a new low today (below 112.6) all rules will be in hand to have a bearish T2.

Idea: don’t forget a stop-loss with your short position.

 

Conclusion: opportunity of the year for Future lovers with a daily T2.

 

 

 

Eurodollar contract (September 08 contract)

 

 

 

Long term: less bullish

On a yearly basis, a bullish non-crossover occurred between prices and PY (3 and 2 periods ago). This pattern is very bullish.

On a quarterly basis, UQ / LQ spread is wide but shrinking very slowly. Stochastic and MACD are oversold without a bullish dynamic. The dynamic for our 7 quarters moving average is strongly up. Prices will stabilize.

On a monthly basis (September 08 contract) the trend for our 7 months moving averages is toppish. A bullish crossover PM / MM is in progress with a technical decline for prices. MM (95.67) is our next objective.

Idea: bearish correction on the monthly chart.

 

Medium term: lower

On a weekly basis, Bollinger bands spread is not minimal but the spread is increasing strongly with our next close below LW. Current status for our 7 / 23 weeks moving averages is a weak bearish A type crossover. A bearish non-crossover is the status for our stochastic. MM (95.67) is our first objective.

Idea: below MM without a bear trend.

 

Short term: lower

On a daily basis, UD / LD spread is minimal (not really true). With a new low (below 96.14), a nice bearish T2 will develop.

Idea: don’t forget your stop-loss.

 

Conclusion: lower (new medium bear trend???)

BCE : pas de baisse => € fort (de + en +) (24/4/2008)

Editorial

Tout va pour le mieux (pour ceux qui ont suivi nos conseils de la semaine dernière). Il n’est pas trop tard pour profiter de la situation : les spreads taux $ / € vont encore augmenter. La baisse des taux de la BCE n’est pas vraiment anticipée par les opérateurs.

 

Contrats de taux à 3 mois (US et Euro)

 

Le texte suivant est traduisible à l’aide de Yahoo Babelfish.

 

Contrat Eurodollar 3 mois (June 2008)

 

Long term: less bullish

On a yearly basis, a bullish non-crossover occurred between prices and PY (3 and 2 periods ago). This pattern is very bullish.

On a quarterly basis, UQ / LQ spread is wide but shrinking. Stochastic and MACD are oversold. The dynamic for our 7 quarters moving average is strongly up. Next target could be 98.255 (2008 high).

On a monthly basis (June 08 contract); for our 7 / 23 months moving averages, the dynamic is up. A bullish crossover PM / MM is in progress. If LM is down by month’s end, the pattern will be a bullish parallels one. Otherwise the pattern will be a bullish bubble.

Idea: technical correction on a monthly chart.

 

Medium term: lower?

On a weekly basis, MW failed as a support. A bearish B type crossover is not ruled out with our 7 /23 weeks moving averages. Below 96.985 (last week low), our next target is LW (96.03).

Idea: below 96.985?

 

Short term: decline

On a daily basis, a bearish non-crossover is the status for our 7 / 23 days moving averages. The spread UD / LD was not minimal when a close below LD occurred. Weekly chart is not bearish. A decline is in progress. As long as our MACD is not oversold, this move will continue.

Idea: 96.895 is our main support.

 

Conclusion: see our medium term analysis.

 

Contrat Euribor 3 mois (June 2008).

 

Long term: bearish

On a monthly basis, the status for our 7 / 23 months moving averages is a bearish non-crossover. Stochastic is overbought and it will be the same status for MACD at the end of April.

Idea: lower for some months.

 

Medium term: bear trend

On a weekly basis, Bollinger bands spread is wide but increasing. Our indicators are bearish. No recovery is expected within one month.

Idea: lower without technical recovery.

 

Short term: bearish parallels pattern

On a daily basis, a bearish parallels pattern is in progress. The dynamic for each indicator is strong.

Idea: use bearish parallels pattern rules.

 

Conclusion: Very bullish for € Vs $.