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Sunday, 26 September 2010

Eur & Usa Yield Curve Segment Analysis-Week 40

Every week, I post a snapshot of the USA and EUR Govenment Bond Yield Curves and overlay one of my Trending strategies on various Segments of each Curve.

As mentioned in many of my Blogs, I look at these Systematically, without offering any "fundamental" or "economic" reasoning for these changes

The trending indicators are represented over 2 Trading Time horizons
  • Weekly- Longer Term Investment play
  • Daily- Shorter Term Trading
Also included is a series of standard deviation of yield movements that may or may not represent Support/Resistance yield targets for each of these Curve Segments.




[click to enlarge]













































Highlights from -1wk ago

Eur 5Yr 1.48% (1.38%)
US 5 Yr 1.38% (!.38%)

EUR Curve
Daily now "Steepening" from "Neutral" on the Trading Timescale but remains "Flattening" longer Term

USA Curve
2's 5's and 2's 10's now "Neutral" from "Steepening"

Watch for update Week 41

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