The 2 at 5 days VWAP The 5 cross over 5 day VWAP now way below 5 days VWAP The 10 cross over 5 day VWAP now way below 5 days VWAP The 30 cross over 5 day VWAP now at the 5 days VWAP What does it mean? Algos whipping it? Big money waiting on the side lines?
these Der oids are brutal, sold 126.275 in ZN at 9:25 took me 3 hours to make 3 ticks then der oid sellers finally take over... spooz were even bad till 2:30 last NOB selloff was vicious!!!!
I want to see Zb crack 130 come on son! sell mortimer sell we'll see how this auction goes .387 right now in 2's... negative 5 yr tips yesterday what a world we live in
I think the market is tired of Ben. He needs help. He can't buy them all. Kids watch this: http://www.treasurydirect.gov/kids/art/tv/tv_16.htm
short 131.05 after auction the correct side wins SHORT the long end. Probably will see some massive rally on friday if GDP sucks everyone trying to jump the bernanke gun. Bro the high after Lehman was 142 not going there I dont care what the fed does they buy off the run paper anyways. Now if they do 500B then we are all screwed anyways...
Buddy of mine was short >2MM deltas above 132'20 Dec. He's going to retire on this move (same guy who went bust in 2008 in Copper).