2-Year T-Note Futures ZTUSD
0 Neutral
Price (USD)
$102.14
Market Cap
$0
1W Return
0.0%
1M Return
+0.5%
3M Return
-0.7%
12M Return
-2.1%
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 150 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) 1%
Sharpe Ratio (52w) -4.22
Beta (52w) 0.03
Drawdown from 52w High -2.3%
Max Drawdown (52w) -2.9%
Dev from Long MA -0.8%
Rel Strength 3M -0.73
Rel Strength 12M -0.17