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Right now I am knee deep in the old Profile Reports from 1987 through 1990
looking for an answer, but for now today's open was within the value area so
the distribution for today was forecast as neutral as your chart eloquently
shows is occurring and is event driven. Trading today has been responsive
rather than initiating. The three day bias prior to today was down so that
would be the first inclination for carryover, but we also have some implied
volatility changes that indicate the outcome will be up, albeit it is a very
weak reading at the moment and could go either way. Thus the options are,
straddle, strangle, OCO, stay out, slippage is a killer once this thing
starts rolling. The options guys are really zeroing the bias. Right now
the Exchange $C/$P has moved to 0.502. Bet they are playing the spreads,
straddles and strangles.
bobr
----- Original Message -----
From: "Michael Ferguson" <wl7bdn@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Tuesday, December 11, 2001 10:19 AM
Subject: Re: [RT] RT: GEN: FOMC
>
> Agreed Bob,
>
> You have the most interesting charts. My implied question is: will the day
> end with a double-distribution, after the announcement, direction supplied
> by surprise, if any; or will this remain a 'normal' day?
>
> Michael
>
>
>
>
> > But remember that Oddball is a one day rate of change sampled
> > hourly(original version) and doesn't reflect neutrality as in the
> developing
> > day. Its possible to have a positive one day rate of change, but within
> the
> > current day things can be neutral as all get out as they are in the
dollar
> > weighted c/p ratios.
> >
> > bobr
>
>
>
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
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>
>
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