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MRCI's Futures Highlight - Soybeans(CBOT)

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MRCI's Futures Highlight - Soybeans(CBOT)

MRCI hopes this profile of the CBOT Soybeans futures contract, with its statistics and feature studies, will help you derive wise trading decisions from its presentation of long-term perspective, computer analysis, and historical background. This additional history is designed to complement the body of knowledge contained in any seasonal patterns and strategies published. The weekly and monthly charts on this page depict prices for nearby contracts, which most closely reflect the underlying cash market.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved
Some data provided by Commodity Research Bureau

The table below offers a statistical analysis of historical daily trading in the CBOT Soybeans futures. The average range for each day of the week in each year and overall has been computed for purposes of comparison and further insight into the dynamics of this market.

MRCI's Nearby Futures Range Detail for Soybeans(CBOT)
from 1/1976 - 6/2021
Calendar
Year
Monday
Avg Rng
Tuesday
Avg Rng
Wednesday
Avg Rng
Thursday
Avg Rng
Friday
Avg Rng
Yearly
Avg Rng
1976 14.65($733) 13.72($686) 13.94($697) 14.67($733) 13.32($666) 14.06($703)
1977 21.53($1077) 19.51($975) 19.85($993) 19.94($997) 18.95($947) 19.92($996)
1978 15.64($782) 14.78($739) 14.43($721) 14.01($700) 13.06($653) 14.36($718)
1979 15.16($758) 14.01($701) 13.06($653) 13.51($675) 12.25($613) 13.58($679)
1980 17.76($888) 15.27($763) 14.35($717) 15.40($770) 15.07($754) 15.54($777)
1981 16.39($820) 12.92($646) 11.43($572) 12.73($636) 12.68($634) 13.20($660)
1982 9.33($466) 7.79($389) 7.77($388) 8.41($420) 8.47($424) 8.34($417)
1983 16.68($834) 15.09($754) 16.04($802) 16.05($803) 15.71($785) 15.90($795)
1984 15.05($753) 15.90($795) 14.24($712) 14.84($742) 15.69($784) 15.14($757)
1985 8.40($420) 7.83($392) 6.96($348) 7.46($373) 7.87($393) 7.70($385)
1986 5.86($293) 5.70($285) 5.87($293) 6.48($324) 5.18($259) 5.82($291)
1987 10.37($519) 7.23($361) 7.77($389) 7.57($379) 7.09($355) 7.99($400)
1988 18.73($936) 17.90($895) 17.86($893) 18.80($940) 18.39($919) 18.33($916)
1989 14.32($716) 10.15($508) 11.71($585) 10.91($546) 11.26($563) 11.63($581)
1990 10.56($528) 8.03($402) 8.66($433) 8.32($416) 9.69($484) 9.04($452)
1991 11.09($554) 9.21($461) 9.20($460) 8.82($441) 9.27($463) 9.51($475)
1992 8.35($417) 6.59($329) 7.35($368) 6.52($326) 6.97($349) 7.14($357)
1993 9.34($467) 8.24($412) 8.58($429) 9.39($469) 8.20($410) 8.75($437)
1994 10.68($534) 9.05($453) 9.21($460) 8.37($418) 7.73($387) 8.98($449)
1995 11.17($559) 7.74($387) 7.10($355) 7.68($384) 7.86($393) 8.26($413)
1996 14.77($738) 12.30($615) 11.79($589) 12.67($634) 11.31($565) 12.55($627)
1997 17.16($858) 14.19($710) 14.15($707) 14.82($741) 14.96($748) 15.03($752)
1998 9.53($477) 9.76($488) 9.07($453) 8.49($425) 9.73($486) 9.31($466)
1999 9.52($476) 9.66($483) 9.03($451) 8.74($437) 8.35($417) 9.06($453)
2000 10.25($513) 8.19($409) 8.54($427) 9.12($456) 9.31($466) 9.06($453)
2001 8.19($409) 7.70($385) 8.01($401) 8.51($426) 8.51($425) 8.19($409)
2002 11.09($555) 9.28($464) 9.56($478) 9.29($464) 9.12($456) 9.65($483)
2003 12.55($628) 13.33($667) 11.71($586) 11.98($599) 12.60($630) 12.43($622)
2004 23.99($1199) 19.49($975) 23.26($1163) 23.08($1154) 19.51($975) 21.85($1092)
2005 16.43($822) 16.05($802) 13.62($681) 14.63($732) 15.17($759) 15.15($758)
2006 12.78($639) 10.22($511) 10.63($531) 10.98($549) 11.32($566) 11.15($558)
2007 18.23($912) 18.05($903) 17.89($895) 16.98($849) 19.56($978) 18.14($907)
2008 51.17($2559) 47.34($2367) 45.12($2256) 44.73($2237) 43.77($2189) 46.38($2319)
2009 35.67($1783) 31.55($1577) 26.61($1331) 31.55($1577) 28.98($1449) 30.81($1541)
2010 21.17($1059) 20.69($1034) 20.17($1008) 20.90($1045) 21.71($1086) 20.92($1046)
2011 25.42($1271) 28.44($1422) 26.31($1316) 30.49($1524) 27.48($1374) 27.67($1383)
2012 32.78($1639) 29.06($1453) 30.22($1511) 30.62($1531) 29.58($1479) 30.42($1521)
2013 27.96($1398) 23.88($1194) 23.00($1150) 25.23($1262) 25.09($1254) 24.99($1250)
2014 27.05($1352) 25.31($1265) 22.34($1117) 25.23($1262) 22.99($1150) 24.55($1228)
2015 16.89($845) 17.98($899) 15.44($772) 16.43($821) 15.44($772) 16.44($822)
2016 19.46($973) 20.68($1034) 18.69($934) 20.55($1027) 20.02($1001) 19.89($994)
2017 13.24($662) 14.82($741) 12.31($616) 15.66($783) 12.88($644) 13.79($689)
2018 17.02($851) 15.26($763) 14.91($746) 16.43($822) 16.25($813) 15.96($798)
2019 13.12($656) 13.05($652) 11.97($599) 12.82($641) 12.11($605) 12.61($630)
2020 15.72($786) 15.25($763) 15.03($752) 15.41($771) 13.86($693) 15.06($753)
2021 32.06($1603) 36.74($1837) 34.14($1707) 34.72($1736) 31.70($1585) 33.92($1696)

What other characteristics do CBOT Soybeans futures exhibit for various days of the week? We ran various studies for the last 180 calendar days of trading prior to trading prior to expiration for each contract.

MRCI's Nearby Futures Summary for Soybeans(CBOT)
from 1/1976 - 6/2021
Summary
Item
Monday
Summary
Tuesday
Summary
Wednesday
Summary
Thursday
Summary
Friday
Summary
Yearly
Summary
Range 16.63($831) 15.30($765) 14.76($738) 15.41($771) 14.93($747) 15.39($770)
Closed Up 1061(49%) 1198(51%) 1216(52%) 1118(48%) 1145(50%) 5738(50%)
Closed Dn 1073(50%) 1098(47%) 1096(47%) 1158(50%) 1103(48%) 5528(48%)
Closed Uchg 33(2%) 47(2%) 38(2%) 32(1%) 37(2%) 187(2%)
Gapped up 261(12%) 237(10%) 226(10%) 190(8%) 209(9%) 1123(10%)
Un-filled Gaps Up 117(45%) 85(36%) 76(34%) 73(38%) 73(35%) 424(38%)
Gapped Down 431(20%) 232(10%) 199(8%) 217(9%) 212(9%) 1291(11%)
Un-filled Gaps Down 173(40%) 71(31%) 50(25%) 68(31%) 53(25%) 415(32%)

Daily Percent Change Summary for Soybeans(CBOT)

UNCH
>0%-
<1%
+1%-
<2%
+2%-
<3%
+3%-
<4%
+4%-
<5%
+5%-
<6%
+6%-
<7%
+7%-
<8%
+8%-
<9%
+9%-
<10%
+10%-
<20%

>+20%
187 3476 1519 462 192 61 22 6 0 0 0 0 0
<0%-
>-1%
-1%-
>-2%
-2%-
>-3%
-3%-
>-4%
-4%-
>-5%
-5%-
>-6%
-6%-
>-7%
-7%-
>-8%
-8%-
>-9%
-9%-
>-10%
-10%-
>-20%

<-20%
3353 1410 452 209 71 23 6 3 1 0 0 0

The table below represents yearly low, high, last yield in the cash market for the CBOT Soybeans futures contracts. Quotes are from daily cash market price activity.

Soybeans: No 1 yellow Cent-Ill. - Dec 25, 2020
  Period Low(Jan-Dec) Period High(Jan-Dec) Last Day Average
Year Date Price Date Price Date Price Price
2019 05/13/2019 751.00 12/31/2019 937.00 12/31/2019 937.00 852.47
2018 09/18/2018 745.00 03/05/2018 1033.50 12/31/2018 834.50 888.61
2017 06/22/2017 878.00 01/18/2017 1045.00 12/29/2017 919.00 944.35
2016 03/01/2016 840.00 06/30/2016 1157.50 12/30/2016 977.00 968.90
2015 09/22/2015 842.00 06/30/2015
07/01/2015
1046.50 12/31/2015 863.00 935.83
2014 10/03/2014 882.50 05/22/2014 1528.50 12/31/2014 1010.00 1248.58
2013 11/06/2013 1248.00 07/09/2013 1610.00 12/31/2013 1303.50 1418.21
2012 01/13/2012 1135.00 07/20/2012 1790.00 12/31/2012 1420.50 1456.15
2011 12/14/2011 1080.00 08/31/2011 1439.50 12/30/2011 1182.50 1297.08
2010 02/03/2010 887.00 12/28/2010 1350.50 12/31/2010 1341.50 1033.22
2009 03/02/2009 834.50 06/11/2009 1259.50 12/31/2009 1021.50 1020.88
2008 12/05/2008 759.50 07/03/2008 1618.50 12/31/2008 958.00 1190.03
2007 01/09/2007 632.00 12/26/2007 1180.50 12/31/2007 1158.00 820.51
2006 09/06/2006
09/12/2006
504.50 11/30/2006
12/01/2006
660.00 12/29/2006 652.50 564.97
2005 02/04/2005 497.00 06/24/2005 733.63 12/30/2005 588.00 593.47
2004 10/13/2004 480.00 03/22/2004 1040.63 12/30/2004 540.63 743.88
2003 07/31/2003 533.63 10/29/2003 782.63 12/31/2003 779.00 627.37
2002 01/02/2002 410.00 08/15/2002 594.00 12/31/2002 560.63 505.56
2001 10/22/2001 398.50 07/17/2001 520.00 12/31/2001 413.63 447.34
2000 08/07/2000 429.50 05/03/2000
05/04/2000
05/11/2000
541.50 12/29/2000 487.50 480.41
1999 07/08/1999 387.50 01/06/1999 542.00 12/30/1999 447.50 456.71
1998 10/01/1998 488.00 02/10/1998 685.00 12/31/1998 526.00 596.87
1997 10/01/1997 609.00 05/07/1997 882.50 12/31/1997 666.00 752.94
1996 11/01/1996 657.50 07/12/1996 835.00 12/31/1996 688.00 744.88
1995 02/01/1995
02/03/1995
539.00 12/19/1995 728.50 12/29/1995 725.50 599.23
1994 10/07/1994 500.00 05/23/1994 723.50 12/30/1994 545.50 611.31

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