2-Year T-Note Futures ZTUSD
2 ● Neutral
Price (USD)
$103.13
Market Cap
—
1W Return
+0.2%
1M Return
-0.0%
3M Return
-0.6%
12M Return
-0.8%
Price (USD) Short MA Long MA Max Min
Trend Analysis
CAPR (Daily) 2
CAPR (Weekly) 0
Local (Daily) 1
Local (Weekly) 2
Trend Regime (CAPR) ● Neutral
Trend Regime (Local) ● Neutral
Trend Age 60 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) +1%
Sharpe Ratio (52w) -3.41
Beta (52w) 0.02
Drawdown from 52w High -1.4%
Max Drawdown (52w) -1.6%
Dev from Long MA +0.2%
Rel Strength 3M -0.17
Rel Strength 12M -0.06