Discussion in 'Index Futures' started by ganesh6, Aug 5, 2008.
Hi, Is there any correlation between ES and ZN or it is just random.
Yes, take a look at a 5 minute chart!
very high negative correlation. I use T bonds as an indicator for ES.
Yes, but sometimes the correlation spread widens quite a bit. I'm not sure you would want to do a spread trade there, but you can use the bond market as a leading indicator a lot of the time.
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