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Briefing on 10Y T-Notes

10 YEAR T-NOTE FUTURES BOND

February 08, 2025 at 10:07 AM

Briefing on 10Y T-Notes

Short-Term Bearish vs Long-Term Bullish Setup in T-Notes

T-Notes showing bearish short-term momentum with three consecutive down days, but bullish technical setup as 5-day MA crosses above 20-day MA. Monthly gains of 1.64% suggest underlying strength. ✏️

Volatility Surge Creates Trading Opportunities

Trading ranges have expanded 34% with heavy institutional volume of 2.24M contracts. 30% volume surge during volatile sessions indicates major market positioning. ✏️

Key Price Levels and Trading Strategy

Strong trading range established between support at 107.19 and resistance at 110.00. Bullish accumulation near resistance with 60% positive closing sessions suggests upward pressure. ✏️

Medium-Term Trading Shows Best Risk-Reward

5-day trading strategies showing superior 90.62% accuracy compared to daily trades. Traders advised to focus on weekly positioning over day trading for optimal results. ✏️

Prediction Confidence Analysis Shows Varying Accuracy Across Time Horizons

Comparison of prediction accuracy (Normalized MAE) across different time horizons showing relative model performance for short-term, medium-term, and long-term predictions.
Comparison of prediction accuracy (Normalized MAE) across different time horizons showing relative model performance for short-term, medium-term, and long-term predictions.

Technical Analysis Reveals Bullish Momentum with Key Price Levels

Price movement with 5-day and 20-day moving averages showing key crossover points indicating trend changes.
Price movement with 5-day and 20-day moving averages showing key crossover points indicating trend changes.

Volatility Analysis Shows Increasing Market Risk with Trading Opportunities

Dual-axis chart showing the relationship between 20-day volatility trend and average daily trading range.
Dual-axis chart showing the relationship between 20-day volatility trend and average daily trading range.

Key Support and Resistance Levels Define Trading Range with Bullish Bias

Price action with key support and resistance levels highlighted, showing the trading range and volume patterns.
Price action with key support and resistance levels highlighted, showing the trading range and volume patterns.

Short-term Price Prediction Analysis for 10-Year T-Note Futures

Comparison of actual vs predicted 1-day returns for 10-Year T-Note Futures, showing the model's ability to capture market movements over time.
Comparison of actual vs predicted 1-day returns for 10-Year T-Note Futures, showing the model's ability to capture market movements over time.

5-Day Return Prediction Analysis Shows Improved Accuracy

Scatter plot comparing predicted vs actual 5-day returns, showing the model's prediction accuracy with trend line and perfect prediction reference line.
Scatter plot comparing predicted vs actual 5-day returns, showing the model's prediction accuracy with trend line and perfect prediction reference line.

Long-term Price Prediction Shows Consistent Performance

Time series comparison of actual vs predicted 20-day returns with estimated 95% confidence intervals, showing the model's long-term prediction accuracy and uncertainty bounds.
Time series comparison of actual vs predicted 20-day returns with estimated 95% confidence intervals, showing the model's long-term prediction accuracy and uncertainty bounds.

Price Direction Probability Analysis Shows Balanced Market Conditions

Distribution of actual vs predicted probabilities for next-day price movements, showing a balanced market with slightly higher probability of price increases.
Distribution of actual vs predicted probabilities for next-day price movements, showing a balanced market with slightly higher probability of price increases.

Key Risk Factors Analysis Reveals Important Market Drivers

Feature importance scores showing the relative influence of different factors on T-Note futures price movements, with daily range and volume being the most significant predictors.
Feature importance scores showing the relative influence of different factors on T-Note futures price movements, with daily range and volume being the most significant predictors.

Recent Price Movements Show Mixed Momentum with Key Support Level Emerging

Price movement and trading volume of 10-Year T-Note Futures over the last month showing price trends and volume patterns.
Price movement and trading volume of 10-Year T-Note Futures over the last month showing price trends and volume patterns.