COT Signal Matrix — week of December 10, 2024

Commitments of Traders positioning for 42 futures markets as reported by the CFTC for Tuesday December 10, 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.

Raw CLS 95/5 full setups: New Zealand (bullish), Heating Oil (bullish), Nasdaq (bearish). NPF CS 80/20 full setups: Euro (bullish), Crude Oil (bullish), Heating Oil (bullish), Natural Gas (bullish), DOW (bearish), Nasdaq (bearish), Russell (bearish), Silver (bullish).

Positioning · Raw CLS 95/5Positioning · NPF CS 80/20Index MomentumFriction & FlowOpen Interest
Asset ClassAssetTape BiasSignalsComm IndexLrg IndexSml IndexComm IndexSml IndexComm MoveLrg MoveSml MoveWILLCOInst SentimentOI ZMax Pain Pull
CryptoBitcoinNeutralMACD SELL6936297411-25+25-147462+1.77
CryptoEthereumNeutral6726656431-7-2+226414+5.26
CurrenciesAustralian DollarBearish3082293128+23-14-473166+1.65
CurrenciesBritish PoundNeutral7329187121+33-27-52719+2.25
CurrenciesCanadian DollarBullish95110710+15-9-18712+2.40
CurrenciesEuroBullish4-YR BUY EXTREME10001310011+0+0+41000+0.40
CurrenciesJapanese YenBearish1984403131-20+20+83169-0.11
CurrenciesMexican PesoBullish963139223+14-18+139214-1.25
CurrenciesNew ZealandBullish4-YR BUY EXTREME100058630+38-37-29860+3.61
CurrenciesSwiss FrancNeutral794505814+25-3-515825+2.01
CurrenciesUS DollarBullish950619058+13-17+33900+0.74
EnergiesCrude OilNeutral7831128012-15+24-158058+0.95
EnergiesGasolineBearish2583451950-31+34+1019100+0.00
EnergiesHeating OilBullish4-YR BUY EXTREME100031002+0+0-61000+0.12
EnergiesNatural GasNeutral81223853-19+22+38533+0.71
EquitiesDOWNeutral1566811776-31+17+81740-0.09
EquitiesNasdaqBearish010040036-61+61+120100+1.53
EquitiesRussellNeutral1472991795+3-14+71732+1.81
EquitiesS&P 500Neutral6117966592+56-77+116517+1.06
Fixed Income10-Year NoteNeutral7532658869+3+3-188882-0.68
Fixed Income2-Year NoteNeutral7523675668-23+23-135646+0.80
Fixed Income30-Year NoteBearish1871541646+0+6-161682+1.74
Fixed Income5-Year NoteBullish8614579364-14+9-239345+0.47
GrainsCornBearish010040052-7+9+90100+1.01
GrainsSoybeanNeutral7228706579-1+1-36574+2.05
GrainsSoybean MealBullish954779646+43-39-16965+1.63
GrainsSoybean OilNeutralMACD BUY3269573159+26-28-23157+0.61
GrainsWheatBullish964939696+14-33+93964+0.19
Live StockFeeder CattleBearishMACRO BEAR SETUP398049-18+12-12498+2.42
Live StockLean HogsBearishMACRO BEAR SETUP3100010+3+0-111100+1.09
Live StockLive CattleBearishEXHAUSTION0100000+0+0+00100+0.22
MetalsCopperNeutral5643514564+15-12-29453-0.61
MetalsGoldNeutral54510710+22-17-25751-0.85
MetalsPalladiumNeutral5345787266+19-20+57262+0.31
MetalsPlatinumNeutral5839926862+58-61+696839+1.79
MetalsSilverBullish1000181008+86-73-291000+0.42
SoftsCocoaNeutral1006505354+66-53-455352-0.44
SoftsCoffeeNeutral1000367140+25-35+36710-0.55
SoftsCottonNeutral8118247929+3-5+127969-0.14
SoftsLumberNeutral4163254028-25+25-104074-0.86
SoftsOrange JuiceBearish89878073+8-2+33098+0.99
SoftsSugarNeutral6336466249+0+5-226261+0.95

COT Analyzer · free weekly Commitments of Traders charts and signals · get this report by email