Context Analysis

Live updates of evolving price dynamics in the world's major markets

[Context Analysis @MarketsContext]

EuroStoxx Futures have failed to break the previous day's high for 8 days in a row. The run has extended to 9 days only once in the 3906 sessions since 28 January 2003, the exception coming on 21 August 2015, 709 trading days ago (when the run lasted for 10 days) #stocks

[Context Analysis @MarketsContext]

Bobls have fallen for 2 days in a row, dropping a total of 99 ticks, making this the biggest 2 day fall since 4 December 2015, 633 trading days earlier #futures

[Context Analysis @MarketsContext]

EuroStoxx Futures have failed to break the previous day's high for 7 days in a row. The run last extended to 8 days on 6 May 2016, 529 trading days ago #stocks

[Context Analysis @MarketsContext]

T-Notes have held the previous day's low for 8 days in a row. The run has extended to 9 days only once in the 493 sessions since 14 June 2016, the exception coming on 19 July 2017, 218 trading days ago (when the run lasted for 12 days) #futures

[Context Analysis @MarketsContext]

Bobls have closed above previous day's high for 5 days in a row. Run last extended on 27 May-98, 5083 sessions ago. Tuesday's 70 tick rally was biggest gain since 10 Feb-12, 1598 sessions earlier, & was biggest rally on a Tuesday in 356 weeks since 2 Aug-11 #futures

[Context Analysis @MarketsContext]

EuroStoxx Futures have broken the previous day's low for 6 days in a row. The run last extended on 14 Sep-16, 435 sessions ago (when it lasted for 9 days). The 86 point (-2.5%) fall seen so far this week marks the softest start to a week in the 95 weeks since 2 Aug-16 #stocks

[Context Analysis @MarketsContext]

EUR/JPY has broken the previous day's low for 5 days in a row. The run last extended on 14 April 2015, 811 sessions ago. EUR/JPY has fallen for 9 of the last 11 days, dropping Y5.70 (-4.3%), making this the biggest 11 day loss since 8 July 2016, 489 trading days earlier #fx

[Context Analysis @MarketsContext]

USD/JPY has closed in the bottom half of the day's trading range for 6 days in a row. The run has extended to 7 days only once in the 1840 sessions since 21 April 2011, the exception coming on 11 April 2016, 554 trading days ago #fx

[Context Analysis @MarketsContext]

Bunds have rallied for 6 of the last 7 days, adding 4.15 points, making this the biggest 7 day gain since 7 Nov-11, 1665 trading days earlier. Bunds have closed above the previous day's high for 4 days in a row. The run last extended on 19 Nov-15, 642 trading days ago #futures

[Context Analysis @MarketsContext]

EuroStoxx Futures have broken the previous day's low for 5 days in a row. The run last extended to 6 days on 4 November 2016, 397 trading days ago #stocks

[Context Analysis @MarketsContext]

Bobls have rallied for 3 days in a row, adding 89 ticks, making it the biggest 3 day gain since 25 Feb-13, 1333 sessions earlier. Friday's rally was the biggest gain since 5 Feb-18, 76 sessions earlier, & was the biggest rally on a Friday in the 228 weeks since 10 Jan-14 #futures

[Context Analysis @MarketsContext]

EUR/JPY has broken the previous day's low for 4 days in a row. The run last extended to 5 days on 17 April 2017, 289 trading days ago. EUR/JPY ended Monday at the lowest closing level since 26 June 2017, 238 trading days earlier #fx

[Context Analysis @MarketsContext]

Bunds have rallied for 3 days in a row, adding 2.11 points, making it the biggest 3 day gain since 28 Jun-16, 488 sessions earlier. Friday's rally was the biggest gain since 5 Feb-18, 76 sessions earlier, & was the biggest rally on a Friday in the 77 weeks since 2 Dec-16 #futures

[Context Analysis @MarketsContext]

Last week was the 6th week in a row that GBP/USD had broken the previous week's low. This sequence last extended to 7 weeks on 29 August 2014, 196 weeks ago (when the run lasted for 9 weeks) #fx

[Context Analysis @MarketsContext]

T-Notes have closed above where the session opened for 6 days in a row. The run last extended to 7 days on 17 March 2015, 807 trading days ago (when the run lasted for 8 days) #futures

[Context Analysis @MarketsContext]

Last week was the 2nd week in a row that S&P Futures had finished the week in the bottom half of the week's trading range. This sequence last extended to 3 weeks on 30 December 2016, 74 weeks ago #stocks

[Context Analysis @MarketsContext]

Last week was the 6th week in a row that EUR/USD had finished the week beneath the week's opening level. This sequence has extended to 7 weeks only once in the history of the Euro, the exception coming on 3 December 1999, 965 weeks ago #fx

[Context Analysis @MarketsContext]

Last week for the 6th week in a row that Gold had failed to break the previous week's high. This sequence last extended to 7 weeks on 7 August 2015, 147 weeks ago #gold

[Context Analysis @MarketsContext]

Bobls have rallied for 4 of the last 5 days, adding a total of 94 ticks, making this the biggest 5 day gain since 3 Apr 2017, 289 trading days earlier. The 56 tick rally seen in Bobls so far this week marks the strongest start to a week in the 65 weeks since 23 Feb 2017 #futures

[Context Analysis @MarketsContext]

Bunds have rallied for 4 of the last 5 days, adding a total of 2.32 points, making this the biggest 5 day gain since 8 Feb 2017, 327 sessions earlier. The 1.34 point rally seen in Bunds so far this week marks the strongest start to a week in the 42 weeks since 3 Aug 2017 #futures