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 December 10-Year T-Notes(CBOT) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 10 14 21 24 26 28 28 28 28 28 28
Closed Higher 7 5 8 10 10 20 18 20 22 18 16
Exceeded High 5 4 4 8 10 15 18 19 21 16 12
Scenario Percentage 71% 80% 50% 80% 100% 75% 100% 95% 95% 89% 75%
Avg Max Increase 4.38% 2.76% 5.41% 4.54% 3.31% 3.68% 3.48% 3.50% 2.84% 2.63% 1.86%
Max Increase 12.00% 6.46% 8.72% 10.35% 6.31% 8.15% 10.09% 13.27% 8.27% 6.50% 6.43%
Avg Days To Max Increase 14 11 27 12 18 19 15 14 17 8 9
Avg Max Decline -0.56% -0.39% -0.37% -0.41% -0.09% -0.66% -0.64% -0.66% -0.65% -0.62% -0.33%
Max Decline -1.17% -1.33% -0.93% -1.17% -0.60% -2.26% -2.27% -1.72% -1.40% -1.32% -1.01%
Avg Days to Max Decline 7 4 7 8 6 11 6 8 8 6 2
2009 Contract Condition     Yes       Yes Yes Yes Yes Yes
Action     No       Yes Yes Yes Yes Yes
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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 10 14 21 24 26 28 28 28 28 28 28
Closed Lower 3 9 13 14 16 8 10 8 6 10 12
Penetrated Low 3 7 10 12 9 4 7 4 4 6 8
Scenario Percentage 100% 78% 77% 86% 56% 50% 70% 50% 67% 60% 67%
Avg Max Decline 1.76% 2.78% 3.44% 3.57% 2.41% 4.23% 2.17% 2.86% 3.02% 1.62% 3.26%
Max Decline 2.51% 6.28% 9.03% 6.70% 5.16% 7.37% 5.91% 8.15% 4.65% 2.81% 9.60%
Avg Days To Max Decline 15 19 16 16 16 11 14 18 10 9 10
Avg Max Increase -0.79% -0.36% -0.50% -0.06% -0.45% -0.52% -0.81% -0.95% -1.12% -0.44% -0.76%
Max Increase -1.37% -1.12% -1.22% -0.67% -1.39% -0.95% -2.86% -1.65% -3.00% -1.50% -1.30%
Avg Days to Max Increase 7 9 11 10 6 7 5 11 6 7 6
2009 Contract Condition Yes Yes   Yes Yes Yes          
Action Yes No   Yes Yes No          
High 122~240 120~175 123~105 122~090 119~145 116~095 117~160 117~300 118~165 119~290 121~215
Low 118~225 117~135 118~010 118~210 115~000 111~235 114~025 113~065 116~180 116~280 117~175
Close/Last 118~225 118~010 122~025 118~210 116~095 114~280 115~265 117~070 118~105 118~195 121~055

Banner

Login

Newsflash

Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php

MRCI is delighted to provide our new Futures SuperCharts via End-of-Day Commodity Quotes pages.

There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover!

No more toggling from one section to another.  Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts

--- all in one place and at your fingertips.  Try it --- you'll like it!

To learn more about the features of Futures SuperCharts, please visit: https://www.mrci.com/tutorials/supercharts.pdf