| User Info
| IRX/EFF spread ; entered at 2007-12-02 01:33:57 |
Scalper
Posts: 1424
Registered: 2007-10-12
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We've been focusing on the EFF to an extreme, to the exclusion of what, as the data shows below, is the better precursor of major moves by the FED. I'll post more on this tomorrow, but here is the data.
Tbill EFF DR FFT 10d MA 10d MA EFF - Tbill
8/1/2007 4.75 5.3 6.25 5.25
8/2/2007 4.75 5.24 6.25 5.25
8/3/2007 4.72 5.24 6.25 5.25
8/6/2007 4.74 5.26 6.25 5.25
8/7/2007 4.8 5.26 6.25 5.25
8/8/2007 4.81 5.27 6.25 5.25
8/9/2007 4.67 5.41 6.25 5.25
8/10/2007 4.44 4.68 6.25 5.25
8/13/2007 4.61 4.81 6.25 5.25
8/14/2007 4.51 4.54 6.25 5.25 4.68 5.101 0.03
8/15/2007 4.1 4.71 6.25 5.25 4.615 5.042 0.61
8/16/2007 3.69 4.97 6.25 5.25 4.509 5.015 1.28
8/17/2007 3.65 4.91 5.75 5.25 4.402 4.982 1.26
8/20/2007 3.08 5.03 5.75 5.25 4.236 4.959 1.95
8/21/2007 3.51 4.89 5.75 5.25 4.107 4.922 1.38
8/22/2007 3.58 4.77 5.75 5.25 3.984 4.872 1.19
8/23/2007 3.79 4.88 5.75 5.25 3.896 4.819 1.09
8/24/2007 4.13 5.11 5.75 5.25 3.865 4.862 0.98
8/27/2007 4.5 5.27 5.75 5.25 3.854 4.908 0.77
8/28/2007 4.28 5.3 5.75 5.25 3.831 4.984 1.02
8/29/2007 3.88 5 5.75 5.25 3.809 5.013 1.12
8/30/2007 3.74 5 5.75 5.25 3.814 5.016 1.26
8/31/2007 3.91 4.96 5.75 5.25 3.84 5.021 1.05
9/4/2007 4.35 5.22 5.75 5.25 3.967 5.04 0.87
9/5/2007 4.24 5.18 5.75 5.25 4.04 5.069 0.94
9/6/2007 4.18 4.98 5.75 5.25 4.1 5.09 0.8
9/7/2007 3.96 4.86 5.75 5.25 4.117 5.088 0.9
9/10/2007 3.86 5.07 5.75 5.25 4.09 5.084 1.21
9/11/2007 4 5.06 5.75 5.25 4.04 5.063 1.06
9/12/2007 3.93 5.18 5.75 5.25 4.005 5.051 1.25
9/13/2007 3.97 5.09 5.75 5.25 4.014 5.06 1.12
9/14/2007 3.9 5.25 5.75 5.25 4.03 5.085 1.35
9/17/2007 4.05 5.33 5.75 5.25 4.044 5.122 1.28
9/18/2007 3.91 4.92 5.25 4.75 4 5.092 1.01
9/19/2007 3.83 4.74 5.25 4.75 3.959 5.048 0.91
9/20/2007 3.69 4.77 5.25 4.75 3.91 5.027 1.08
9/21/2007 3.64 4.76 5.25 4.75 3.878 5.017 1.12
9/24/2007 3.76 4.74 5.25 4.75 3.868 4.984 0.98
9/25/2007 3.7 4.82 5.25 4.75 3.838 4.96 1.12
9/26/2007 3.64 4.88 5.25 4.75 3.809 4.93 1.24
9/27/2007 3.62 4.93 5.25 4.75 3.774 4.914 1.31
9/28/2007 3.72 4.58 5.25 4.75 3.756 4.847 0.86
10/1/2007 3.83 4.92 5.25 4.75 3.734 4.806 1.09
10/2/2007 3.86 4.78 5.25 4.75 3.729 4.792 0.92
10/3/2007 3.86 4.68 5.25 4.75 3.732 4.786 0.82
10/4/2007 3.85 4.74 5.25 4.75 3.748 4.783 0.89
10/5/2007 3.89 4.77 5.25 4.75 3.773 4.784 0.88
10/9/2007 3.96 4.91 5.25 4.75 3.793 4.801 0.95
10/10/2007 3.95 4.52 5.25 4.75 3.818 4.771 0.57
10/11/2007 4.01 4.75 5.25 4.75 3.855 4.758 0.74
10/12/2007 4.09 4.75 5.25 4.75 3.902 4.74 0.66
10/15/2007 4.19 4.81 5.25 4.75 3.949 4.763 0.62
10/16/2007 4.14 4.68 5.25 4.75 3.98 4.739 0.54
10/17/2007 3.91 4.7 5.25 4.75 3.985 4.731 0.79
10/18/2007 3.66 4.69 5.25 4.75 3.965 4.732 1.03
10/19/2007 3.75 4.77 5.25 4.75 3.955 4.735 1.02
10/22/2007 3.9 4.71 5.25 4.75 3.956 4.729 0.81
10/23/2007 3.88 4.67 5.25 4.75 3.948 4.705 0.79
10/24/2007 3.75 4.74 5.25 4.75 3.928 4.727 0.99
10/25/2007 3.84 4.86 5.25 4.75 3.911 4.738 1.02
10/26/2007 3.86 4.8 5.25 4.75 3.888 4.743 0.94
10/29/2007 3.91 4.84 5.25 4.75 3.86 4.746 0.93
10/30/2007 3.86 4.78 5.25 4.75 3.832 4.756 0.92
10/31/2007 3.84 4.6 5 4.5 3.825 4.746 0.76
11/1/2007 3.71 4.59 5 4.5 3.83 4.736 0.88
11/2/2007 3.52 4.28 5 4.5 3.807 4.687 0.76
11/5/2007 3.62 4.29 5 4.5 3.779 4.645 0.67
11/6/2007 3.66 4.22 5 4.5 3.757 4.6 0.56
11/7/2007 3.4 4.39 5 4.5 3.722 4.565 0.99
11/8/2007 3.3 4.58 5 4.5 3.668 4.537 1.28
11/9/2007 3.19 4.49 5 4.5 3.601 4.506 1.3
11/13/2007 3.41 4.61 5 4.5 3.551 4.483 1.2
11/14/2007 3.33 4.6 5 4.5 3.498 4.465 1.27
11/15/2007 3.22 4.54 5 4.5 3.436 4.459 1.32
11/16/2007 3.32 4.51 5 4.5 3.397 4.451 1.19
11/19/2007 3.32 4.51 5 4.5 3.377 4.474 1.19
11/20/2007 3.17 4.51 5 4.5 3.332 4.496 1.34
11/21/2007 3.02 4.5 5 4.5 3.268 4.524 1.48
11/23/2007 3.15 4.56 5 4.5 3.243 4.541 1.41
11/26/2007 3.06 4.62 5 4.5 3.219 4.545 1.56
11/27/2007 3.08 4.39 5 4.5 3.208 4.535 1.31
11/28/2007 2.98 4.53 5 4.5 3.165 4.527 1.55
11/29/2007 2.92 4.55 5 4.5 3.124 4.522 1.63
Last modified: 2007-12-02 01:37:16 by scalper
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