Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for March 10-Year T-Notes(CBOT) as of Jan 01, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   18 21 27 29 33 33 33 33 33 33 33
Closed Higher   10 11 16 18 24 26 21 19 19 23 17
Exceeded High   10 10 12 16 22 24 18 18 17 16 15
Scenario Percentage   100% 91% 75% 89% 92% 92% 86% 95% 89% 70% 88%
Avg Max Increase   3.57% 2.63% 3.06% 3.39% 3.31% 2.63% 2.76% 2.66% 3.00% 2.46% 1.36%
Max Increase   9.87% 5.99% 5.18% 9.68% 12.83% 7.97% 7.51% 6.39% 8.15% 9.27% 3.99%
Avg Days To Max Increase   14 21 21 17 15 17 14 17 19 10 9
Avg Max Decline   -0.11% -0.22% -0.59% -0.32% -0.70% -0.60% -0.60% -0.70% -1.06% -0.82% -0.26%
Max Decline   -0.40% -0.99% -2.04% -2.11% -2.14% -1.38% -2.27% -2.19% -3.13% -2.57% -1.34%
Avg Days to Max Decline   3 10 11 4 11 10 8 7 9 8 3
2015 Contract Condition   Yes Yes     Yes   Yes Yes   Yes  
Action   Yes No     Yes   No Yes   Not Yet  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   18 21 27 29 33 33 33 33 33 33 33
Closed Lower   8 10 10 11 9 7 12 14 14 10 16
Penetrated Low   6 7 6 7 6 4 8 11 9 7 14
Scenario Percentage   75% 70% 60% 64% 67% 57% 67% 79% 64% 70% 88%
Avg Max Decline   3.60% 2.59% 1.87% 2.23% 2.43% 3.10% 1.85% 2.11% 2.33% 1.48% 1.48%
Max Decline   6.91% 5.27% 6.46% 5.88% 8.03% 4.52% 2.99% 4.49% 4.53% 2.13% 2.52%
Avg Days To Max Decline   12 13 10 16 18 13 13 11 21 12 11
Avg Max Increase   -0.24% -0.67% -0.44% -0.66% -0.61% -0.99% -0.45% -0.62% -0.87% -0.95% -0.38%
Max Increase   -0.68% -1.40% -1.45% -2.04% -1.66% -2.89% -1.64% -1.35% -3.95% -1.72% -1.29%
Avg Days to Max Increase   16 6 9 6 9 6 9 3 13 8 4
2015 Contract Condition       Yes Yes   Yes     Yes   Yes
Action       Yes No   No     No   Yes
High 124~155 123~270 124~300 124~240 123~210 124~310 124~240 129~220 127~055 128~125 131~055 131~035
Low 122~150 121~315 123~165 122~110 122~105 122~240 122~210 123~190 125~045 125~175 126~130 127~020
Close/Last 122~175 123~165 124~240 123~130 122~240 124~240 123~190 125~205 127~015 126~255 130~280 128~135

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!