10-Year T-Note Futures ZNUSD
2 ● Neutral
Price (USD)
$110.19
Market Cap
—
1W Return
+0.9%
1M Return
+0.6%
3M Return
-1.1%
12M Return
-1.8%
Price (USD) Short MA Long MA Max Min
Trend Analysis
CAPR (Daily) 2
CAPR (Weekly) 0
Local (Daily) 3
Local (Weekly) 0
Trend Regime (CAPR) ● Neutral
Trend Regime (Local) ● Neutral
Trend Age 38 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) +4%
Sharpe Ratio (52w) -1.36
Beta (52w) 0.10
Drawdown from 52w High -3.2%
Max Drawdown (52w) -4.5%
Dev from Long MA -1.0%
Rel Strength 3M -0.27
Rel Strength 12M -0.12