Daily NYSE McClellan Oscillator Chart

NYSE McClellan Oscillator


T-Bond Open Interest Peak Looming

weekly Chart In Focus

It is time again to look to a fascinating signal from T-Bond futures open interest, one which gives really reliable signals, but only for a fraction of the time.  There is a really interesting price behavior that I have noticed in relation to this open interest peak, which I want to share with you this week.  

Every quarter, we have an expiration of T-Bond futures contracts.  And in the month before that expiration, there is typically a peak in total open interest among all T-Bond futures... Read More



NYSE: 11/20/2014

 Issues Volume(000s)
Advances 2066   2052599
Declines 1075   964900
Difference 991   1087699
10% Trend 213 . 782 271261
5% Trend 179 . 722 166728
McC OSC 34 . 060 104533
PRIOR McC OSC -9 . 599 62290
SUMM Index 2490 . 683 726485
PRIOR SUMM Index 2456 . 623 621952
A-D for OSC UNCH 248   376 *
A-D for OSC=0 -433   -1715 *
*million shares
DJIA Close 17719.00
PRIOR Close 17685.73
DJIA CHG 33.27
DOW Price OSC 216.13
PRIOR DOW Price OSC 211.31
Price OSC UNCH'D 17658.20
Download Data Excel File Daily Oscillator Data (.xls)


Extended Data

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