Financial Market Analysis

Find weekly our analysis on the quote evolution, historical and implicit volatilities for equity indices, 10 year rate and currencies.

Analysis

Update : 06/28/2020 - 6:30 pm GMT

Summary of the week ahead

We should see on the main European bond markets anticipating a deteriorating economic future by flattening their rate curves and waiting for mid-July.

US bond market starts flattening its curve, showing a slight divergence with the Libor. Epiphenomenon at the end of semester or resurgence of a recurring eurodollar ($) problem ? To follow...

A EURUSD parity in stand by.

Equity indices subject to anticipations from the bond market.

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decoUS 10 year government at 0.647

Bond 10 year USA

Buyer Pressure Seller Pressure

Basic trend : Bearish

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The predominant buying pressure begins a decline, the selling pressure progresses at a steady speed.

For this week, the US 10 year should continue its downward mornement to the level of its support 0.561. Its bullish movements should be limited to its resistance of 0.745.

For this product follow the trend with the system S.T.A. On subscription
Resistances 0.652 0.663 0.708 0.745 0.768 0.843 0.908
Supports 0.643 0.624 0.609 0.561 0.469 0.398 0.336 *
Points AB 0.490 0.535 0.560 0.600 0.690 0.720 0.760
Volatility HV * D. 21 D. 252
Ave. Range * Daily 0.058 Weekly 0.141
Max. Weekly Range * 0.506 0.788
Spread 10Y/3M FT P. ST Level 0.471 0.680
T-Bill 3M Pressure Range * 0.136 0.173
Points AB T-B 3M 0.133 0.154 0.181
FRA-OIS Lev. 0.24 Trend * Level 0.23 0.28
TED Niv. 0.16 Pre. Niv. 0.13 0.19

* Anticipated


decoGerman 10 year government at - 0.481

Bond 10 year Germany

Buyer Pressure Seller Pressure

Basic trend : Technical recovery

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The predominant buying pressure stagnates, the selling pressure progresses at a steady speed.

For this week, the German 10 year should continue to slide towards his support at -0.526 or even -0.535. Its bullish movements should be limited to its resistance -0.408.

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Resistances - 0.479 - 0.451 - 0.421 - 0.408 - 0.353 - 0.328 - 0.308
Supports - 0.490 - 0.510 - 0.525 - 0.536 - 0.546 - 0.608 - 0.646
Points AB - 0.561 - 0.510 - 0.492 - 0.482 - 0.442 - 0.432 - 0.414 - 0.363
Volatility HV * D. 21 D. 252
Ave. Range * Daily 0.046 Weekly 0.119
Max. Weekly Range * - 0.600 - 0.362
Spread US vs GER Trend Level 1.102 1.244
Spread ITA vs GER Trend Level 1.654 1.780 1.928

* Anticipated


decoFrench 10 year government at - 0.120

Bond 10 year French

Buyer Pressure Seller Pressure

Basic trend : Technical recovery

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The buying pressure declines at a steady speed, the predominant selling pressure slowly decreases.

For this week, the French 10 year should continue his move towards his support - 0.178. Its bullish movements should be limited to its resistance area - 0.046 / - 0.037.

For this product follow the trend with the system S.T.A. On subscription
Resistances - 0.107 - 0.075 - 0.046 - 0.037 - 0.009 0.016 0.039
Supports - 0.136 - 0.144 - 0.152 - 0.178 - 0.216 - 0.246 - 0.277
Points AB - 0.261 - 0.242 - 0.172 - 0.160 - 0.061 - 0.038 - 0.022 0.040
Volatility HV * D. 21 D. 252
Ave. Range * Daily 0.045 Weekly 0.109
Max. Weekly Range * - 0.229 - 0.011
Spread FR vs GER Trend Level 0.323 0.371 0.416

* Anticipated


decoWorld 10 year government

U.E Bond 10 year Spreads

U.E Bond 10 year Spreads

Bond Italy 10 year

Buyer Pres. Seller Pres.

Italy 10 year government

Bond Spain 10 year

Buyer Pres. Seller Pres.

Spain 10 year government

Bond Japan 10 year

Buyer Pres. Seller Pres.

Japan 10 year government

Bond China 10 year

Buyer Pres. Seller Pres.

China 10 year government

Bond UK 10 year

Buyer Pres.Seller Pres.

U.K 10 year government

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decoEURUSD at 1.1218

EURUSD

Buyer Pressure Seller Pressure

Basic trend : Technical recovery

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The predominant buying pressure stagnates, the selling pressure progresses at a constant speed.

For this week, bis repetita the single currency should find a floor on its support area 1.1113 / 1.1106. Its bullish movements should be limited to its resistance area 1.1345 / 1.1358.

For this product follow the trend with the system S.T.A. Available
Resistances 1.1222 1.1245 1.1254 1.1281 1.1299 1.1318 1.1358 1.1383
Supports 1.1214 1.1175 1.1145 1.1113 1.1106 1.1095 1.1082 1.1066
Volatility HV * D. 21 D. 252
Ave. Range * Daily 0.0079 Weekly 0.0157
Max. Weekly Range * 1.1061 1.1375

* Anticipated


decoCurrencies World

Euro

EUR

Dollar

USD

Yuan

CNY

For this products follow the trend with the system S.T.A. On subscription


decoSP500 Index at 3009

Indice SP500

Buyer Pressure Seller Pressure

Basic trend : Bullish

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The buying pressure declines by accelerating its speed, the predominant selling pressure progresses at a constant speed.

This week, the index should continue its bearish movement and test its support area 2954 / 2940, if this level were to be broken 2878. Its bullish movements should be limited to its resistance area 3092 / 3102.

For this products follow the trend with the system S.T.A. Available
Resistances 3017 3028 3050 3078 3087 3102 3128 3154
Supports 3002 2978 2954 2940 2928 2916 2878 2855
Volatility HV * D. 21 D. 252
Ave. Range * Daily 63 Pts Weekly 132 Pts
Max. Weekly Range * 2877 3141

* Anticipated

Implied volatility options SPX & SPY

As every week, the operations related to the weekend Theta are expected to exert bullish pressure on Monday and bearish pressure on Friday on implied volatility.

This week, volatility remained stable on 30 and 90 day maturities (SPY, SPX). Put vs call spreads (SPX) tightened on 30 D maturity with the calls and remained stable (SPY, SPX) for 90 days.
For this week, the US week being only 4 days, Thursday the implied volatility will start to suffer the pressure of theta sellers.
Friday the call price (SPX) being prohibitive on maturity July. With a volatility equal to Friday, we’ll watch call sales with hedge.
With the movement of the rate curve, we will follow the price of puts or put vs call ratios on long maturities.

Indice VIX at 34.73
Trend * Target * 30/35
Resistances 35.65 36.88 38.55 42.10 43.56 47.01 48.58
Supports 33.98 32.96 30.92 28.56 27.78 24.81 23.18

* Anticipated


decoCAC40 Index at 4909

CAC40

Buyer Pressure Seller Pressure

Basic trend : Technical recovery

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The buying pressure is stagnant, the predominant selling pressure is increasing at a sustained speed.

For this week, the index should join its support area 4693 / 4672. Its bullish movements should be limited to its resistance area 4975 / 4993.

For this product follow the trend with the system S.T.A. Available
Resistances 4929 4954 4993 5020 5041 5078 5093 5106
Supports 4893 4871 4835 4806 4761 4723 4692 4672
Volatility HV * D. 21 D. 252
Ave. Range * Daily 106 Pts Weekly 292 Pts
Max. Weekly Range * 4617 5201

* Anticipated


decoEquity indices World

America Indices

Dow Jones / Nasdaq / TSX

EU Indices

Eurostoxx 50 / Dax / Footsie

Asia Indices

Nikkei / Hang Seng

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