Inter Market Analysis

Inter market analysis is a series of articles studying related segments of the market to identify lead lags between trends in each segment. This can often forewarn you of impending changes in trend and allow for planning of required action based on it. For example midcaps v/s large caps, currencies v/s commodities and US markets v/s European markets and so on. In a global environment inter-market relationships are not restricted to a country but between countries and their respective asset classes as well.

US 10yr T Notes

US Ten year notes completed a 5 wave decline from the March high so near term we should have bottomed. Note I wrote last week about one last rate panic. That is done and we should see rates decline.


US 10yr T Notes

US T notes remain in focus as they started to fall from 61.8% this year. Is it a wave C down? A break of the rising yellow trendlie would be a sign that the trend is down for a larger jump in the T note yields. If so then higher interest rates is what the market will be asking for.



The CBOE Volatility index is at its lowest level based on a trendline of the lows from August. Each of the previous occasions volatiliy has expanded from this level.


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