COT 30 Aug 2015

For another week COT data is tough to analyse as you don’t know exactly what happened later in the week but you have to infer with ETF fund flows and advancing volume. (SPY didnt sell much earlier in the week and was a gainer on the week including Thursdays data – have to wonder how…

ES Template, test for sellers

Ideas early today: Another day with 3 million plus traded. Test for sellers and rejection of multiple previous range (cant say was low volume). Buyers in control for now and wanted to buy at lower prices. Template of end of 2014 – some gap fill areas were enough to stop the slide. Delta was -50k…

Random Thoughts 8/23/2015

Originally posted on FF Trading Blog:
Very exciting action last week in markets and much to look forward to in the week ahead has motivated me to make a blog entry.  Here is a collection of random thoughts based on things going on and some of the conversations I’ve had in the last week.  As I have…

COT charts and ETF fund flows

It might seem redundant posting some of this with the moves that happened Wed-Fri which are not reflected in the COT data (but I will post anyway as it doesn’t take long and will be useful next week). Leveraged short ES – note Commercial position gets gradually more short into Contract roll. Leveraged money were…

COT and ETF flows 16 August 2015

ES had a large leveraged short position at the close of business on Tuesdays when the report is compiled Augmenting that with ETF flows which showed a Net + inflow between Wed-Fri Those who were heavily short from 07/09 – 07/10 closed some on the move down on Wed. US Ten Year: Commercial and Non-Commercial…

Commitment of Traders charts 2nd August 2015

Gold chart. Gold with some annotations Chart below is showing the complete breakdown in the net Non-Commercial (speculative positions) and net Non-Reportable (others, associated with small speculators or those who hold positions below the threshold for categorization as one of the others). I broke out non-reportable to the 2nd chart and matched the scales as…