US TSY FUTURES: UPDATE: March'25/June'25 Treasury Futures Roll Accelerating
Feb-20 17:10
The latest Tsy quarterly futures from March'25 to June'25 below, overall percentage complete rising to the mid- to upper teens, 10- and 30Y Ultras only 7% ahead the "First Notice" date on February 28. Current roll details:
- TUH5/TUM5 appr 364,700 from -5.88 to -5.5, -5.75 last, 13% complete
- FVH5/FVM5 appr 293,300 from -2.75 to -2.25, -2.75 last, 16% complete
- TYH5/TYM5 appr 211,100 from 0.0 to 0.25, 0.0 last, 18% complete
- UXYH5/UXYM5 appr 198,500 from 4.75 to 5.25, 4.75 last, 7% complete
- USH5/USM5 appr 120,000 from 6.0 to 6.75, 6.25 last, 13% complete
- WNH5/WNM5 appr 98,200 from 4.25 to 4.75, 4.75 last, 7% complete
- Reminder, March futures won't expire until next month: 10s, 30s and Ultras on March 20, 2s and 5s on March 31. March Tsy options expire February 21.
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US 10YR FUTURE TECHS: (H5) Gains Considered Corrective
Jan-21 17:06
- RES 4: 110-25 High Dec 12
- RES 3: 109-31 High Dec 18
- RES 2: 109-17+ 50-day EMA
- RES 1: 109-04/109-06 High Jan 21 / High Dec 31
- PRICE: 108-23+ @ 17:05 GMT Jan 21
- SUP 1: 108-00/107-06 Low Jan 16 / 13 and the bear trigger
- SUP 2: 107-04 Low Apr 25 ‘24 and a key support
- SUP 3: 107-00 Round number support
- SUP 4: 106-11 2.00 proj of the Oct 1 - 14 - 16 price swing
The medium-term trend condition in Treasury futures remains bearish and the recovery that started Jan 13, is considered corrective. The contract has traded through the 20-day EMA, at 108-17. This exposes 109-06, the Dec 31 high, and 109-17+, the 50-day EMA. A clear break of the 50-day average is required to strengthen a bullish theme. The bear trigger has been defined at 107-06, the Jan 13 low.
FED: US TSY TO SELL $95.000 BLN 4W BILL JAN 23, SETTLE JAN 28
Jan-21 17:05
- US TSY TO SELL $95.000 BLN 4W BILL JAN 23, SETTLE JAN 28
FED: US TSY TO SELL $90.000 BLN 8W BILL JAN 23, SETTLE JAN 28
Jan-21 17:05
- US TSY TO SELL $90.000 BLN 8W BILL JAN 23, SETTLE JAN 28
