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I agree. My transactions are too high for the crush though. Getting in and out of three contracts per lot is tough and that still is only a 1:1:1 ratio. Too bad the CS futs have no volume.....

Posted a chart with Nov/Jan. :) If the 6.5 resistance holds again, I'll be looking to get in. A short term profit target in the 4.75 area. Medium term between 2.0 and 3.0 https://www.tradingview.com/x/GgxMobCt/

Also looking at Nov/March. It has a way to go before putting a new high this year and may give more resistance if/when it starts weakening. One downside though is the vol/OI is low compared to Jan. https://www.tradingview.com/x/qOofKsM1/

Interesting trade, the seasonal lines up and only 2 out of last 30 shows prices higher that 6; roughly 7.75 and 8.5. Today is trading over 7 and showing strength. Low corn prices and good demand are driving feeders higher, but nothing lasts forever. I'll add to my watchlist and look for...

Sorry, I am looking for US futures EOD data. XLQ already has equities and works well, but I am hoping that somebody has done the same for futures....

Thanks Brighton, good stuff!

Anyone know of an Excel add-in that will pull EOD data in with a function? XLQ will do this for stocks, as will Quandl, but Quandl does not always update quickly. The websites I use to get settlement prices from, tend to update around 7PM eastern every day. So I need a source that updates at...

I don't follow sugar much, but I took a stab at the V4/V5 earlier this year and got stopped out. This spread is still in a steep downtrend and is currently @ -3.04. This is second lowest in the past 30 yrs, with only the 2008 low of -3.23 ahead.... Do you know what part of the year has the...

Interesting action in the LHJ/LCJ spread. Might see a move above -62, congestion around -56. https://www.tradingview.com/x/5UvncSxU/

@GiantHogweed SM/BO On seasonality, I am always cautious on this thing because there is few points for the seasonality. Only one a year ! Its difficult to get something robust. And soycomplex seasonality could be influenced by south america nowadays. Did you get good trades using seasonality ...

I am currently using the Pro version which has a small monthly fee. It provides EOD data for many futures contracts and intra-day for stocks and Forex.

Similar idea as the SM/BO. Seasonality is good right now, but you are right, there is much less of a natural correlation between KW and S. I am sure that somebody out there watches these and trades the relationship between them. The large bean crop should be helping this spread out. So this...

I like using seasonality as a filter for possible trades and SM/BO is good right now. I entered when the price action looked good. I'm not following palm oil, but do follow the bean market itself. We'll see if the selling from today continues.... I did a lot of work a few years ago on...

Here's a couple trades I am currently working. SMZ/BOZ looks like it could run some more, but the squeeze action in the Sep SM contract has me wondering when the selling will start in the Dec? Thoughts? https://www.tradingview.com/x/SoL5hPoM/ Another trade is KWZ/SX. Pretty volatile as...

Anyone know of an Excel add-in that will pull EOD data in with a function? XLQ will do this for stocks, as will Quandl, but Quandl does not always update quickly. The websites I use to get settlement prices from, tend to update around 7PM eastern every day. So I need a source that updates at...

I agree that a subscription to MRCI is good option, been using them for a few years. Of the four books you asked about, I have only read the book by Kub. It was in my "how do producers use the futures markets?" phase and it helped me understand that perspective better. Here's a couple of...

Interesting article. I am curious who based in the US might be interested in trading these contracts? Hedgers, spreaders?

It will be interesting to see if it can move above the congestion in the 40 to 70 area....

Bone, Are you in these spreads and if so explain your rationale for entry?

Bone, how do you handle a situation with a spread like SX/CZ? If you use a 1:2 ratio this one is trading historically low.