Trade Strategy 3.29.16

Markets

U.S. Fed Chair Janet Yellen is due to speak at a highly anticipated Economic Club of New York luncheon today, and she has some explaining to do. On the heels of a surprisingly dovish press conference at the FOMC’s March meeting, where a rate hike path was scaled back to perhaps two this year, a handful of Fed officials over the past week have suggested a rate increase could be coming soon. Other Fed speeches on today’s calendar: San Francisco President John Williams and two appearances from Dallas President Robert Kaplan.

In Asia, Japan -0.2% to 17103. Hong Kong +0.1% to 20366. China -1.3% to 2920. India -0.3% to 24900.
In Europe, at midday, London +0.1%. Paris +0.6%. Frankfurt +0.2%.
Futures at 6:20, Dow -0.2%. S&P -0.1%. Nasdaq -0.1%. Crude -1.4% to $38.84. Gold -0.2% to $1217.80.
Ten-year Treasury Yield flat at 1.86%

(Source: Seeking Alpha)

Today’s Economic Calendar
5:15 Fed’s Williams: Monetary Policy and Global outlook
8:55 Redbook Chain Store Sales
9:00 S&P Case-Shiller Home Price Index
10:00 Consumer Confidence
10:00 State Street Investor Confidence Index
11:30 Janet Yellen speech
1:00 PM Results of $34B, 5-Year Note Auction
PTG Trading

Early Globex strength lead to Cash Session weakness as buyers could not hold a significant enough bid to expand the range in prior session. That said, price action did qualify for a Positive 3 Day Cycle. Not having been able to expand range higher technically is read as a failure and sets the stage for the next Cycle’s Decline.

Today is Cycle Day 1 (CD1)…NORMAL SPILL DOWN…Expectation is for developing weakness today as bulls failed to expand range higher on CD3. Currently price is trading below prior CD1 Low (2025.25), which increases pressure on existing long positions. Bears will look to force liquidation of these longs with a push below 2017.55. One caveat for both bull and bear camps is the 10-day Average True Range has now compressed to a meager 15.75 handles, which is the low end of historical norms. This could all be a prelude to the monthly Non-Farm Payroll Report on Friday.

Range Projections and Key Levels: June (M) Contract

HOD Range Projection = 2036.10; LOD Range Projection = 2017.55; CD1 Maximum Penetration Level = 2050.86; CD1 Maximum Violation Level = 1994.86; Cycle Day 1 Low = 2025.25; 3 Day Central Pivot = 2029.00; 3 Day Cycle Target = 2056.68; 10 Day Average True Range = 15.95.

**Note: The odds highlighted are NOT predictions or trade recommendations, rather a guide based upon historical observed occurrences.

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Today’s Hypotheses: June (M) Contract

*****The levels outlined below are more general framework within a larger range…They are to be used are reference prices from which to consider trade opportunities, not hard trade levels.

Scenario 1: Price will need to auction back above prior CD1 Low (2025.25) to secure a bid and push higher. Upside potential exists only if price can convert 2032 SPOT. Key Levels and Projections are located in the section above.

Scenario 2: Main hypothesis today is for a decline…Violation of prior CD1 Low (2025.25) increases odds of a push lower in search of this cycle’s new secure low. Key Marker will be 2017.55…Violation of this level opens trap door for lower projections identified above.

Trade Strategy: Our tactical trade strategy will simply remain unaltered…We’ll be flexible to trade both long and short side from Decision Pivot Levels. Continue to focus on Bull/Bear Stackers and Premium/Discounts. As always, remaining in alignment with dominant intra-day force increases probabilities of producing winning trades.

Stay Focused…Non-Biased…Disciplined  ALWAYS USE STOPS!

Good Trading…David

“Knowing is not enough, We must APPLY. Willing is not enough, We must DO.” –Bruce Lee

*****This trade strategy report is disseminated for “education only” and should not be viewed in any way as a recommendation to buy or sell futures products.”

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS

IMPORTANT NOTICE! No representation is being made that the use of this strategy or any system or trading methodology will generate profits. Past performance is not necessarily indicative of future results. There is substantial risk of loss associated with trading securities and options on equities. Only risk capital should be used to trade. Trading securities is not suitable for everyone. Disclaimer: Futures, Options, and Currency trading all have large potential rewards, but they also have large potential risk. You must be aware of the risks and be willing to accept them in order to invest in these markets. Don’t trade with money you can’t afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures, options, or currencies. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this web site. The past performance of any trading system or methodology is not necessarily indicative of future results.
CFTC RULE 4.41 –HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN

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