Wednesday, June 14, 2006

Apparently, the bond market was not a fan of the CPI numbers that came out today. We saw big sell-offs across the curve, basically undoing all the gains of the past week or so. Other than that, it was something of a ho-hum day. Equities finally finished up in what seems like the first time in forever, copper had a bit of a dead cat bounce, and lumber finished lower again.

The weakness in Energy finally shook us out of our Heating Oil trade. We sold 1 contract at the close to cover our position. That will be reflected in tomorrow's reports.

Our TNR model called for a reversion day in ES, and again the price action favored our trade. We had a total of 5 trades, and made money on 4 of them. Net total gains for the day were $557. Tomorrow we are looking for a Trending day in both ES and 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 -$513 35
@KC.P -1 $963 11
@FV.P -4 $6,488 92 @SB.P 0 $0 0
@EC.P 0 $0 0 @CT.P -3 $3,100 44
@JY.P 0 $0 0
@GC.P 0 $0 0
@CD.P 3 $4,480 39 @SI.P 0 $0 0
@C.P 0 $0 0 @HG.P 2 $52,800 259
@W.P 0 $0 0
@LB.P -1 $1,417 17
@S.P 0 $0 0 @ES 0 $0 0
@CL.P 0 $0 0 @YM 0 $0 0
@HO.P 1 -$1,775 45 @NQ 0 $0 0











Total Open Trades
$66,960




Total Closed Trades $5,790




Total

$72,750



Good luck, and have a great evening!

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