Archives pour la catégorie Contat Euribor

Euribor dec. 2011 could move higher

Long term: higher

On a monthly basis, Bollinger bands spread is shrinking. A PEI is in progress with our moving averages. As long as our MACD is not overbought, the rise in progress will continue.

Idea: higher

Bet: 

R= + + +    S= PM (98.349)

 

Medium term: higher

On a weekly basis, the spread for Bollinger bands is expending. A PEI is in progress with our stochastic and a new one could develop with our MACD.

Idea: higher

Bet: 

R= UW (99.016)   S= MD (98.769)

 

Short term: flat

On a daily basis, the spread for Bollinger bands is a reference one. TAM tools are neutral.

Idea: bullish T1 if MD proves to be a support next week.

Bet: wait early Q4.

 R = UD (98.92);    S = MD (98.769), LD (98.618)

 

A spread with futures easy to do: buy 3M ED + sell 3M Euribor

Long term: flat

On a monthly basis, TAM are without clear trend.

Idea: none

Bet:  decline as long as MM proves to be a resistance.

R= MM (99.144)    S= LM (98.853)

           

Medium term: weak

On a weekly basis (continuous contract), Bollinger bands spread is not a reference one.  A PEI will develop with our 7 / 23 weeks moving averages. Below PW, LW is our main target.

Idea:  focus on PW

Bet: towards LW.

 

R = MW (98.985);   S = PW (98.909), LW (98.869)

 

Short term: lower

On a daily basis, Bollinger bands spread is expending. A PEI could develop with our stochastic. As long as our MACD is not oversold, the decline in progress will continue. 

Idea: PEI on TAM could develop

Bet: nothing to do.

R = 98.945, MD (98.986)   S = PW (98.909)

 

Conclusion: long 3M Eurodollar + short 3M Euribor

3 M Euribor contract: technical correction

Long term: higher

On a monthly basis, the status for our 7 / 23 months moving averages is a bullish A type crossover. Stochastic and MACD are not yet overbought. With Bollinger bands, the pattern in progress is a weak bullish parallel one (no correction 2 periods after MM / PM crossover + LM without bullish dynamic).

Idea:  use bullish parallel rules

R = UW (99.442);        S = PW (99.133), MW (98.992)

 

Medium term: technical correction

On a weekly basis, a bearish non-crossover is the status for our MACD. Our 7 / 23 weeks moving averages are up. PW could fail as a support.

Idea: MW is a strong support.

R = MD (99.267);        S = PW (99.133), MW (98.992)

 

 

Short term: below LD

On a daily basis, UD is flat with prices on LD level.  With the weekly trend, no bearish pattern could develop. The status for our stochastic and MACD is a bearish non-crossover. PW is our first target.

Idea: a bearish pre-parallel pattern could develop in early November.

R = MD (99.267);    S = PW (99.133), MW (98.992)

 

Conclusion: not bearish as long as our 7 / 23 weeks moving average status is not a bearish A type crossover.

 

Poursuite de la pentification de la courbe des taux

Contrat Euribor

Long term: higher

On a monthly basis, the status for our 7 / 23 months moving averages is a bullish A type crossover. Stochastic and MCD are oversold. With Bollinger bands, the pattern in progress is a bullish parallel one.

Idea: out below PW (98.595)

R = UW (98.918), +++;        S= PW (98.595)

 

Medium term: bullish parallel pattern

On a weekly basis, a bullish parallel pattern is in progress.

Idea: use bullish parallel rules but out below PW (98.595)

R = UW (98.918);            S = PW (98.595)

 

 

Short term: rise / bullish

On a daily basis, Bollinger bands spread is minimal. The status for our 7 / 23 days moving averages and stochastic is a bullish non-crossover. The status for our stochastic and MACD is a bullish non-crossover. UW (98.918) is our first resistance.

Idea: towards UW or higher.

R = UW (98.918);    S = MD (98.676)

 

Conclusion: higher.

 

Contrat Eurobund

Long term: toppish

On a quarterly basis, a bullish T2 failed with LQ which is flat. But our 7 / 23 quarters moving averages, stochastic and MACD are up. Within 2 or 3 periods, a bearish divergence will be the status for stochastic and MACD. MQ (117.47) could be a target.

On a monthly basis, like a bullish bubble pattern failed (quarterly time frame was not bullish when a monthly pseudo- bullish “T2” occurred and LM was flat in T4). A decline will develop when our stochastic will be overbought (month’s end).

Idea: not bearish as long as our monthly stochastic is not overbought.

           

Medium term: flat?

On a weekly basis (continuous contract), Bollinger bands spread is minimal. A bearish B type crossover is in progress with our 7 / 23 moving averages. A bearish non-crossover is the status for our stochastic and MACD. Below LW (121.36), decline could continue without a bearish ATDMF pattern.

Idea: new bearish non-crossover for our stochastic and MACD

R = MW (123.63);   S = LW (121.36), -

 

Short term: lower

On a daily basis (June contract), the spread UD / LD is not wide. A bearish non-crossover is the status for our 7 / 23 days moving averages. Our stochastic and MACD are oversold. UD (123.09) is our main resistance and LW (121.09) is our first support.

Idea: decline as long as our stochastic is not oversold

R = UD (123.09);   S = LW (121.09)

 

Conclusion: less bearish than 10 Y T-Note (monthly / quarterly basis)

 

 

 

 

 

 

BCE :nouvelle baisse des taux

 

 

Long term: higher

On a monthly basis, the status for our 7 / 23 months moving averages is a bullish A type crossover. Stochastic and MCD are oversold. With Bollinger bands, the pattern in progress is a bullish parallel one.

Idea: out below PW (98.503)

R = UW (98.958), +++;        S= PW (98.503)

 

Medium term: bullish parallel pattern

On a weekly basis, a bullish parallel pattern is in progress.

Idea: use bullish parallel rules but out below PW (98.503)

R = UW (98.958);            S = PW (98.503)

 

 

Short term: rise

On a daily basis, Bollinger bands spread is not minimal. The status for our 7 / 23 months moving averages is a bullish non-crossover. Our stochastic and MACD are up. As long as our MACD is not overbought, the rise in progress will continue.

Idea: towards UW (98.958) or above.

R = UW (98.958); S = MD (98.592)

 

Conclusion: ECB will act again.

 

Contrat 3 M Euribor: outlook for 2009

 

Long term: higher

On a monthly basis, next status for our 7 / 23 months moving averages will be a bullish A type crossover. Stochastic and MCD are oversold. As long as our MACD is not overbought, the rise will continue.

Idea: higher

 

Medium term: bullish parallel pattern

On a weekly basis, the spread UW / LW was minimal when a close occurred above UW. The status for our 7 / 23 moving averages is a bullish A type crossover. A bullish non-crossover is the status for our stochastic and MACD. Bollinger Bands had a strong dynamic + bullish crossover PW / MW. A bullish parallel pattern is in progress.

Idea: use bullish parallel rules.

 

La BCE pourrait continuer à baisser ses taux. (9/10/2008)

Editorial

 

Une nouvelle baisse de 50 centimes pourrait intervenir dans les prochains jours. Cela sera-t-il suffisant pour arrêter la baisse des marchés boursiers. Il est légitime d’en douter vu la cacophonie qui règne…

 

Contrat 3 mois Euribor

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

Long term: bearish

On a monthly basis, the status for our 7 / 23 months moving averages is a bearish A type crossover. Stochastic could be oversold next period. A close above MM (95.576) is not ruled out.

Idea: choppy

 

Medium term: rise

On a weekly basis, the spread UW / LW was minimal last week when a close occurred above MW. The status for our 7 / 23 moving averages is a bullish A type crossover. A bullish non-crossover is the status for our stochastic and MACD. With the monthly trend, no bull ATDMF pattern could develop. As long as our daily MACD is not overbought, the rise will continue.

Idea: rise as long as our weekly MACD is not overbought.

 

Short term: new bullish parallels pattern?

On a daily basis, the dynamic for our Bollinger bands is strong. Today, a bullish parallel pattern will develop if:  bullish crossover PD / MD + a strong dynamic for each Bollinger band.

Idea: PM (96.172) is our main resistance.

 

Conclusion: Central Banks could act again.

 

 

 

Achat de put (24/9/2008)

Editorial,

Précédemment,  nous indiquions que les positions de vente à découvert présentaient des risques sur les actions / indices. Dans un premier temps, ce n’est pas le cas sur les contrats de financial futures. Les cours du contrat Eurodollar à 3 mois et Euribor semblent pouvoir baisser fortement dans un proche avenir. L’achat de put est donc envisageable.

 

Contrat 3 mois Euribor.

Long term: bearish

 

 

On a monthly basis, the status for our 7 / 23 months moving averages is a bearish A type crossover. Stochastic and MACD are overbought. Like a bearish parallels pattern is in progress.

Idea: lower for some months.

 

Medium term: bearish ATDMF pattern?

On a weekly basis, the status for our 7 / 23 moving averages is a bearish non-crossover. Our MACD could be overbought next week. The spread UW / LW is very thin. With a close below LW, a strong dynamic for each Bollinger band will develop. Within two weeks, a bearish ATDMF pattern will develop.

Idea: more bearish than Eurodollar contract.

 

Short term: bearish

On a daily basis, the dynamic for our Bollinger bands is very strong. A bearish non-crossover is the status for our 7 / 23 days moving averages. Below LW (94.572), a collapse is likely.

Idea: too early to be short but…

 Conclusion: very bearish on a medium term basis if LW (94.572) fails as a support.

  

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 $.