10-Year T-Note Futures ZNUSD
0 Neutral
Price (USD)
$106.19
Market Cap
$0
1W Return
-0.2%
1M Return
+1.9%
3M Return
-2.1%
12M Return
-5.5%
Price (USD) Price CAPR Short MA Long MA Max Min
Trend Analysis
CAPR (Weekly) Neutral 0
Local (Weekly) Neutral 0
CAPR (Daily) Neutral 2
Local (Daily) Neutral 3
Trend Age 128 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) 5%
Sharpe Ratio (52w) -2.08
Beta (52w) 0.13
Drawdown from 52w High -6.7%
Max Drawdown (52w) -8.5%
Dev from Long MA -4.2%
Rel Strength 3M -1.41
Rel Strength 12M -0.38