Monday 29 November 2010

New COT Data Up

I've just updated my latest signals table based on this afternoon's holiday-delayed Commitments of Traders data from the CFTC. No new signals to report, but some interesting shifts in trader positioning, including in natural gas and the three-month Eurodollar data. The latter, which gives me signals for U.S. financials, is now quite depressed, though I still haven't gotten a bearish signal for the BKX U.S. Bank Index. Have a good week!

4 comments:

Dave Narby said...

Poked around your site again, but didn't find the Eurodollar data. I'm very curious as it seems to be all about the Euro these days!

Thanks for sharing all you do..!

Alex Roslin said...

Hi Dave,

The Eurodollar data gives me signals for U.S. financials (i.e. the BKX U.S. Bank Index). The Eurodollar isn't the same thing as the Euro.

Regards,
Alex

Dave Narby said...

Ah, you must mean this

http://www.chartsrus.com/chart2.php?image=http://www.sharelynx.com/chartstemp/free/cots/cots4cncnred.php

What service do you like to use for COT data. I'd like to have a look at those myself. : )

Alex Roslin said...

Hi Dave,

I get the COT data from the CFTC.

Regards,
Alex