Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday October 29, 2024: Commercial, Non-Commercial and Non-Reportable positioning indexes on raw and OI-normalized bases, index momentum, WILLCO, sentiment and open-interest readings, with each model's setup verdict.
Raw 3-leg 95/5 full setups: Natural Gas (bullish), S&P 500 (bearish). NPF 2-leg 80/20 full setups: Canadian Dollar (bullish), Euro (bullish), Heating Oil (bullish), Natural Gas (bullish), Russell (bearish), S&P 500 (bearish), Cocoa (bearish), Coffee (bullish).
| Positioning · Raw 3-leg 95/5 | Positioning · NPF 2-leg 80/20 | Index Momentum | Friction & Flow | Open Interest | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset Class | Asset | Tape Bias | Signals | Comm Index | NonComm Index | NonRept Index | Comm Index | NonRept Index | Comm Move | NonComm Move | NonRept Move | WILLCO | NonComm Sentiment | OI Z | Max Pain Pull |
| Crypto | Bitcoin | Bullish | 94 | 11 | 43 | 87 | 21 | +14 | -19 | +19 | 87 | 0 | +1.62 | – | |
| Crypto | Ethereum | Neutral | 74 | 28 | 43 | 72 | 42 | -4 | -2 | +15 | 72 | 16 | +1.30 | – | |
| Currencies | Australian Dollar | Bearish | 7 | 96 | 76 | 5 | 77 | -34 | +39 | +0 | 5 | 92 | -0.41 | – | |
| Currencies | British Pound | Neutral | 40 | 56 | 70 | 28 | 69 | +2 | +2 | -29 | 28 | 20 | -0.74 | – | |
| Currencies | Canadian Dollar | Bullish | MACD BUY | 80 | 20 | 18 | 85 | 20 | +46 | -43 | -74 | 85 | 22 | +1.31 | – |
| Currencies | Euro | Bullish | 4-YR BUY EXTREME | 100 | 0 | 9 | 100 | 11 | +47 | -40 | -62 | 100 | 0 | -1.15 | – |
| Currencies | Japanese Yen | Neutral | MACD BUY | 39 | 64 | 32 | 54 | 22 | +39 | -36 | -68 | 54 | 58 | -1.27 | – |
| Currencies | Mexican Peso | Neutral | MACD SELL | 82 | 21 | 0 | 64 | 0 | +3 | -4 | -9 | 64 | 44 | -1.83 | – |
| Currencies | New Zealand | Neutral | MACD BUY | 62 | 37 | 34 | 58 | 38 | +7 | +0 | -46 | 58 | 50 | +0.68 | – |
| Currencies | Swiss Franc | Neutral | MACD BUY | 54 | 48 | 51 | 71 | 44 | +54 | -34 | -43 | 71 | 48 | -0.25 | – |
| Currencies | US Dollar | Neutral | MACRO BEAR SETUP | 82 | 17 | 28 | 78 | 32 | -18 | +1 | +23 | 78 | 17 | -0.38 | – |
| Energies | Crude Oil | Bullish | 93 | 7 | 27 | 91 | 28 | -6 | +4 | +2 | 91 | 8 | +0.04 | – | |
| Energies | Gasoline | Bearish | 56 | 49 | 35 | 50 | 40 | -43 | +42 | +34 | 50 | 88 | -0.79 | – | |
| Energies | Heating Oil | Bullish | 4-YR BUY EXTREME | 100 | 0 | 9 | 100 | 8 | +0 | +0 | +7 | 100 | 0 | +1.25 | – |
| Energies | Natural Gas | Bullish | 4-YR BUY EXTREME | 100 | 0 | 0 | 100 | 0 | +57 | -62 | -9 | 100 | 0 | +1.58 | – |
| Equities | DOW | Neutral | 46 | 49 | 73 | 39 | 79 | +9 | -17 | +42 | 39 | 53 | -0.26 | – | |
| Equities | Nasdaq | Neutral | 61 | 39 | 28 | 61 | 28 | +42 | -41 | -14 | 61 | 22 | +0.24 | – | |
| Equities | Russell | Bearish | 11 | 86 | 92 | 10 | 92 | +9 | -11 | +20 | 10 | 83 | -0.71 | – | |
| Equities | S&P 500 | Bearish | 5 | 94 | 85 | 9 | 76 | -64 | +57 | +57 | 9 | 100 | +0.26 | – | |
| Fixed Income | 10-Year Note | Neutral | 72 | 29 | 83 | 80 | 86 | -28 | +29 | -14 | 79 | 48 | +0.11 | – | |
| Fixed Income | 2-Year Note | Bullish | 98 | 0 | 80 | 77 | 79 | +50 | -44 | +0 | 77 | 0 | +1.27 | – | |
| Fixed Income | 30-Year Note | Neutral | 18 | 65 | 70 | 16 | 64 | -10 | +19 | -24 | 16 | 71 | +1.97 | – | |
| Fixed Income | 5-Year Note | Bullish | 4-YR BUY EXTREME | 100 | 5 | 80 | 100 | 86 | +11 | -7 | -7 | 100 | 26 | +0.86 | – |
| Grains | Corn | Bearish | 7 | 91 | 31 | 12 | 48 | -58 | +56 | -26 | 12 | 100 | +1.97 | – | |
| Grains | Soybean | Neutral | 73 | 27 | 73 | 68 | 78 | -14 | +11 | +15 | 68 | 69 | +1.39 | – | |
| Grains | Soybean Meal | Neutral | 52 | 43 | 93 | 59 | 64 | +12 | -18 | +44 | 59 | 19 | +2.15 | – | |
| Grains | Soybean Oil | Bearish | 6 | 97 | 59 | 6 | 59 | -14 | +16 | +24 | 6 | 96 | -1.23 | – | |
| Grains | Wheat | Neutral | 82 | 37 | 0 | 75 | 9 | +82 | -63 | -38 | 75 | 55 | +1.42 | – | |
| Live Stock | Feeder Cattle | Bearish | 21 | 86 | 12 | 18 | 16 | -49 | +42 | -36 | 18 | 86 | +0.76 | – | |
| Live Stock | Lean Hogs | Bearish | 0 | 100 | 11 | 0 | 31 | +0 | +0 | -25 | 0 | 100 | +1.98 | – | |
| Live Stock | Live Cattle | Bearish | MACRO BEAR SETUP | 0 | 100 | 0 | 0 | 1 | -100 | +99 | -24 | 0 | 100 | +2.08 | – |
| Metals | Copper | Neutral | 41 | 55 | 80 | 31 | 87 | -7 | +3 | +29 | 31 | 24 | +0.55 | – | |
| Metals | Gold | Neutral | MACRO BEAR SETUP | 32 | 68 | 25 | 51 | 6 | +32 | -32 | -39 | 51 | 52 | +1.51 | – |
| Metals | Palladium | Bearish | 34 | 65 | 73 | 50 | 60 | -31 | +26 | +50 | 50 | 100 | +0.68 | – | |
| Metals | Platinum | Bearish | 0 | 100 | 23 | 5 | 13 | -23 | +21 | +12 | 5 | 100 | +1.46 | – | |
| Metals | Silver | Neutral | 14 | 73 | 47 | 21 | 53 | -19 | -10 | +10 | 21 | 73 | +0.03 | – | |
| Softs | Cocoa | Neutral | 34 | 59 | 95 | 9 | 100 | +34 | -41 | +71 | 9 | 59 | -1.84 | – | |
| Softs | Coffee | Neutral | 75 | 35 | 0 | 93 | 0 | +75 | -65 | -88 | 93 | 53 | +0.71 | – | |
| Softs | Cotton | Neutral | 78 | 23 | 12 | 74 | 17 | -7 | +10 | -20 | 74 | 88 | +1.09 | – | |
| Softs | Lumber | Bearish | 66 | 38 | 35 | 74 | 40 | -16 | +10 | +17 | 74 | 82 | -0.45 | – | |
| Softs | Orange Juice | Bearish | 0 | 100 | 45 | 0 | 41 | -15 | +20 | -11 | 0 | 100 | +0.38 | – | |
| Softs | Sugar | Neutral | 63 | 31 | 68 | 58 | 76 | -11 | +4 | +40 | 58 | 58 | -0.01 | – | |
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