Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday October 08, 2024: Commercial and Speculator positioning indexes on raw and OI-normalized bases, index momentum, WILLCO, sentiment and open-interest readings, with each model's setup verdict.
NPF CS 80/20 full setups: Bitcoin (bullish), Australian Dollar (bearish), British Pound (bearish), Heating Oil (bullish), Natural Gas (bullish), Russell (bearish), 30-Year Note (bearish), Copper (bearish), Platinum (bearish), Silver (bearish), Cocoa (bearish).
| Positioning · Raw CLS 95/5 | Positioning · NPF CS 80/20 | Index Momentum | Friction & Flow | Open Interest | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset Class | Asset | Tape Bias | Signals | Comm Index | Lrg Index | Sml Index | Comm Index | Sml Index | Comm Move | Lrg Move | Sml Move | WILLCO | Inst Sentiment | OI Z | Max Pain Pull |
| Crypto | Bitcoin | Bullish | 85 | 23 | 27 | 84 | 13 | +24 | -25 | +10 | 84 | 18 | +1.09 | – | |
| Crypto | Ethereum | Neutral | 56 | 48 | 24 | 59 | 27 | +14 | -13 | +5 | 59 | 67 | +0.72 | – | |
| Currencies | Australian Dollar | Bearish | 4-YR SELL EXTREME | 0 | 100 | 93 | 0 | 92 | -24 | +26 | +7 | 0 | 100 | +0.45 | – |
| Currencies | British Pound | Neutral | 23 | 71 | 91 | 15 | 85 | -2 | +2 | -6 | 15 | 50 | +0.58 | – | |
| Currencies | Canadian Dollar | Bearish | 32 | 65 | 66 | 54 | 61 | -21 | +21 | -18 | 54 | 82 | -0.74 | – | |
| Currencies | Euro | Neutral | 70 | 25 | 49 | 65 | 60 | +26 | -27 | -17 | 65 | 44 | -1.08 | – | |
| Currencies | Japanese Yen | Bearish | 15 | 88 | 49 | 20 | 40 | +15 | -12 | -51 | 20 | 88 | -2.36 | – | |
| Currencies | Mexican Peso | Neutral | 84 | 16 | 9 | 66 | 11 | +22 | -25 | +9 | 66 | 35 | -2.35 | – | |
| Currencies | New Zealand | Neutral | MACD SELL | 49 | 43 | 81 | 45 | 77 | -21 | +18 | +14 | 45 | 38 | +0.64 | – |
| Currencies | Swiss Franc | Bearish | 21 | 84 | 67 | 44 | 56 | -16 | +29 | -33 | 44 | 84 | -1.39 | – | |
| Currencies | US Dollar | Bullish | 100 | 0 | 24 | 100 | 25 | +61 | -75 | +23 | 100 | 0 | -1.39 | – | |
| Energies | Crude Oil | Neutral | 71 | 31 | 31 | 66 | 31 | +17 | -19 | -3 | 66 | 34 | -0.47 | – | |
| Energies | Gasoline | Bearish | 64 | 41 | 27 | 55 | 32 | -26 | +26 | +17 | 55 | 94 | -2.03 | – | |
| Energies | Heating Oil | Neutral | 77 | 28 | 15 | 82 | 13 | -13 | +4 | +5 | 82 | 39 | +1.00 | – | |
| Energies | Natural Gas | Bullish | 82 | 29 | 0 | 86 | 0 | +37 | -31 | -10 | 86 | 0 | +0.51 | – | |
| Equities | DOW | Bearish | EXHAUSTION | 37 | 72 | 35 | 30 | 40 | -24 | +33 | -12 | 30 | 84 | -1.00 | – |
| Equities | Nasdaq | Neutral | 40 | 63 | 30 | 39 | 32 | +37 | -10 | -21 | 39 | 52 | -0.22 | – | |
| Equities | Russell | Bearish | 17 | 83 | 77 | 18 | 76 | +9 | +0 | -19 | 18 | 83 | -0.63 | – | |
| Equities | S&P 500 | Neutral | 39 | 67 | 43 | 40 | 41 | -8 | +17 | -38 | 40 | 75 | +0.08 | – | |
| Fixed Income | 10-Year Note | Neutral | 74 | 22 | 98 | 76 | 99 | -3 | +6 | -2 | 76 | 22 | +0.90 | – | |
| Fixed Income | 2-Year Note | Bullish | MACD BUY | 66 | 25 | 94 | 37 | 94 | +18 | -14 | +2 | 37 | 13 | +1.20 | – |
| Fixed Income | 30-Year Note | Neutral | 20 | 58 | 84 | 18 | 81 | +20 | -22 | -13 | 18 | 55 | +1.80 | – | |
| Fixed Income | 5-Year Note | Bullish | 90 | 11 | 85 | 90 | 90 | -7 | +5 | -1 | 90 | 54 | +0.92 | – | |
| Grains | Corn | Bearish | 48 | 53 | 33 | 52 | 39 | -31 | +32 | -39 | 52 | 100 | +0.65 | – | |
| Grains | Soybean | Bearish | 67 | 37 | 27 | 62 | 44 | -31 | +34 | -47 | 62 | 100 | +2.14 | – | |
| Grains | Soybean Meal | Bearish | BEAR TOP | 7 | 91 | 100 | 17 | 77 | -45 | +45 | +38 | 17 | 96 | +1.83 | – |
| Grains | Soybean Oil | Bearish | 0 | 100 | 30 | 0 | 32 | -43 | +44 | -21 | 0 | 100 | -1.99 | – | |
| Grains | Wheat | Bearish | 21 | 80 | 36 | 23 | 45 | -5 | +17 | -37 | 23 | 81 | +0.30 | – | |
| Live Stock | Feeder Cattle | Bearish | STRUCTURAL BULL | 0 | 100 | 0 | 0 | 0 | -76 | +85 | -85 | 0 | 100 | -0.06 | – |
| Live Stock | Lean Hogs | Bearish | 0 | 100 | 0 | 0 | 18 | -61 | +59 | -21 | 0 | 100 | +2.18 | – | |
| Live Stock | Live Cattle | Bearish | STRUCTURAL BULLMACD SELL | 0 | 100 | 0 | 0 | 0 | -100 | +100 | -28 | 0 | 100 | +0.71 | – |
| Metals | Copper | Neutral | 25 | 73 | 72 | 13 | 80 | -23 | +24 | +2 | 13 | 66 | +0.39 | – | |
| Metals | Gold | Neutral | MACD BUY | 31 | 68 | 52 | 20 | 39 | +31 | -32 | -32 | 20 | 51 | +0.27 | – |
| Metals | Palladium | Bearish | 63 | 37 | 57 | 76 | 52 | -28 | +25 | +26 | 76 | 91 | +0.75 | – | |
| Metals | Platinum | Bearish | 11 | 83 | 62 | 18 | 87 | -51 | +52 | -1 | 18 | 83 | -0.72 | – | |
| Metals | Silver | Neutral | 36 | 57 | 50 | 11 | 96 | -7 | +1 | -5 | 11 | 57 | -0.91 | – | |
| Softs | Cocoa | Bearish | 0 | 100 | 85 | 0 | 89 | -52 | +73 | -15 | 0 | 100 | -0.48 | – | |
| Softs | Coffee | Neutral | 65 | 34 | 38 | 100 | 29 | +17 | -14 | -62 | 100 | 23 | +1.20 | – | |
| Softs | Cotton | Bearish | 76 | 23 | 30 | 73 | 35 | -20 | +19 | +15 | 73 | 96 | +0.44 | – | |
| Softs | Lumber | Bearish | 62 | 44 | 24 | 67 | 27 | -14 | +12 | +0 | 67 | 100 | +0.21 | – | |
| Softs | Orange Juice | Neutral | 77 | 54 | 38 | 89 | 28 | +17 | -18 | +33 | 89 | 50 | +1.14 | – | |
| Softs | Sugar | Neutral | 56 | 38 | 71 | 48 | 82 | -25 | +20 | +45 | 48 | 76 | -0.64 | – | |
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