AVERAGE MOVE IN 10 Year Note Futures
- Thread starter rmessner
- Start date
I am thinking .100 to .200 or maybe even .300
In what time frame? 10 mins, 30 mins, 1 hr, 3 hrs? 1 day?
Assuming there's no data released (i.e. auctions, economic data, breaking news, etc.) lately it has probably moved from 2-6 ticks in an average 10 minute time frame during the busiest hours (7-10am cst).
During the summer it would tend to trend significantly after certain treasury auctions but as of late not so much with seemingly conflicting viewpoints and some ambiguity as to what the fed's stance is.
It moves most on FED or ECB rate adjustments and other fedspeak and also moves significantly after US economic data releases, the grand daddy being the NFP/Unemployment number but can we even say that anymore after seeing what the last couple NFP trades looked like?
Hope that helps.
During the summer it would tend to trend significantly after certain treasury auctions but as of late not so much with seemingly conflicting viewpoints and some ambiguity as to what the fed's stance is.
It moves most on FED or ECB rate adjustments and other fedspeak and also moves significantly after US economic data releases, the grand daddy being the NFP/Unemployment number but can we even say that anymore after seeing what the last couple NFP trades looked like?
Hope that helps.