2-Year T-Note Futures ZTUSD
0 Neutral
Price (USD)
$101.84
Market Cap
$0
1W Return
+0.1%
1M Return
-0.4%
3M Return
-1.1%
12M Return
-2.4%
Price (USD) Price CAPR Short MA Long MA Max Min
Trend Analysis
CAPR (Weekly) Neutral 0
Local (Weekly) Neutral 0
CAPR (Daily) Neutral 0
Local (Daily) Neutral 0
Trend Age 133 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) 1%
Sharpe Ratio (52w) -4.60
Beta (52w) 0.04
Drawdown from 52w High -2.6%
Max Drawdown (52w) -2.9%
Dev from Long MA -1.1%
Rel Strength 3M -0.42
Rel Strength 12M -0.16