Tuesday, May 16, 2006

Today looked primarily like a consolidation day. Bonds were one of the few sectors that showed follow-through from yesterday's price action. The economic data certainly seems to be looking a bit mixed these days, and perhaps the Fed will pause soon. The dollar continues to get slammed, which also points to negative investor sentiment with regards to the US economy.

Our TNR model was looking for a Reversion day in both contracts today, and wound up loosing a net total of $606 on the day. Tomorrow we are looking for a Trending day in ES and a Neutral day in NQ.

Our open positions:

Contract ctrcts Open P/L days on
Contract ctrcts Open P/L days on





@US.P 0 $0 0 @NG.P 0 $0 0
@TY.P -2 -$13 15
@KC.P 0 $0 0
@FV.P -4 $5,925 72 @SB.P 3 $7,896 160
@EC.P 0 $0 0 @CT.P 0 $3,760 24
@JY.P 0 $0 0
@GC.P 3 $49,260 171
@CD.P 3 $6,310 19 @SI.P 1 $22,210 122
@C.P 0 $0 0 @HG.P 2 $92,100 239
@W.P 0 $0 0
@LB.P 0 $0 0
@S.P 0 $0 0 @ES 2 $0 0
@CL.P 1 -$2,820 21 @YM 3 $2,890 43
@HO.P 1 -$318 25 @NQ 0 $0 0











Total Open Trades
$187,201




Total Closed Trades -$27,128




Total

$160,073



Good luck and have a great evening!

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