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30-Year US Treasuries | Asset-Specific Analysis | Aug 01 2019


15 indicators at extremes




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Market Extremes | 30-Year US Treasuries


Below is a table of market indicators for 30-Year US Treasuries that are exhibiting extremes. The chart above is a selection of indicators that VanAurum has calculated to be the most significant on a historical basis.

Note: you can sort by column by clicking on the column titles.

ID Date Asset Indicator Percentile Value
377480 08/01/2019 UST30Y_D BOPMA50 98.861852433281 0.18073701242316
377481 08/01/2019 UST30Y_D BOPMA52 97.5933202357564 0.160616692547352
377482 08/01/2019 UST30Y_D BOPMA62 97.1343873517787 0.14488040133057
377483 08/01/2019 UST30Y_D CLOSE 97.3649289099526 157.6875
377471 08/01/2019 UST30Y_D PROXTOBOLL10 99.981026468077 1.1584563435472
377472 08/01/2019 UST30Y_D PROXTOBOLL15 99.9715261958998 1.26736063610004
377473 08/01/2019 UST30Y_D PROXTOBOLL20 99.9905042256196 1.33025173882678
377474 08/01/2019 UST30Y_D PROXTOBOLL25 99.7814934448033 1.22970593624874
377475 08/01/2019 UST30Y_D PROXTOBOLL30 99.8289136013687 1.2544918429198
377476 08/01/2019 UST30Y_D PROXTOBOLL35 99.885888170407 1.30641285046696
377477 08/01/2019 UST30Y_D PROXTOBOLL40 99.8382646751023 1.29743703819384
377478 08/01/2019 UST30Y_D PROXTOBOLL45 99.8001142204455 1.27944803387659
377470 08/01/2019 UST30Y_D PROXTOBOLL5 98.3690498767305 0.920179116954888
377479 08/01/2019 UST30Y_D PROXTOBOLL50 97.6764117703076 1.09293009200301
377464 08/01/2019 UST30Y_D ROC1 97.0802919708029 0.01345652
377465 08/01/2019 UST30Y_D ROC2 97.4592339780053 0.01980598
377466 08/01/2019 UST30Y_D UPDOWNSUM50 97.9763832015998 14.0
377467 08/01/2019 UST30Y_D UPDOWNSUM65 97.167652107572 15.0
377468 08/01/2019 UST30Y_D UPDOWNSUM70 97.3523518748211 16.0
377469 08/01/2019 UST30Y_D UPDOWNSUM95 97.4607880642693 19.0