Follow the Smart Money / COT Analysis

This is a discussion on Follow the Smart Money / COT Analysis within the Futures & Options forums, part of the Markets category; Hi everyone, The latest Commitments of Traders review is out. Swiss Frank COT Change (52W) / C – 17%, LS ...

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Old Oct 30, 2017, 11:37am   #316
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Swiss Frank
COT Change (52W) / C – 17%, LS – 21% /
Both of our major signals are pointing upwards. Maybe the extreme could be even larger --> that would be a more comfortable situation.

Coffee
COT Extreme / LS – All Time COT extreme /
The picture is crystal clear, we have a huge stress in coffee and we can expect it to erupt soon!

Feeder Cattle
COT Extreme / C – All Time COT extreme /
Commercials have never been as short (net) as they are now --> huge bearish cot signal, but caution is advised, I would not be surprised if prices would continue to rise a little bit more.

All the best,
Dunstan

COT Charts
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report43_chf.png   report43_coffee.png   report43_feeder-cattle.png  

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Old Nov 6, 2017, 10:20am   #317
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Swiss Frank
COT Change (52W) / C – 27%, LS – 28%, SS – 15% /
COT Index (3yr) / C - 83%, LS – 15%, SS – 22% /
Last week I said: “Both of our major signals are pointing upwards. Maybe the extreme could be even larger --> that would be a more comfortable situation.” Well that is what happened, we have now reached an even greater extreme! Things are becoming pretty supporting for CHF.

5-Year Note
COT Extreme / C, LS – All Time COT extreme /
Beautiful! There is nothing better, when we have a bullish all time cot extreme signal at deep low prices!

10-Year Note
COT Extreme / SS – 606 report COT extreme /
The picture is not as bullish as it is for 5-year note, but small specs are pretty pessimistic about the market and that is definitely a good sign for higher prices.

All the best,
Dunstan

COT Charts
Attached Thumbnails
report44_chf.png   report44_5-year-note.png   report44_10-year-note.png  

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Old Nov 20, 2017, 11:04am   #318
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

5-Year Note
COT Change (52W) / C – 19%, LS – 22% /
Although we have a bearish cot change signal, due to the bullish extreme in the market, caution is advised!

Curde Oil
COT Extreme / C, LS – All Time COT extreme /
All Time bearish extreme in Crude Oil (also in Heating Oil) which signals the end of higher prices.

Swiss Franc
COT Extreme / C – 101, LS - 232 report COT extreme /
I hope you were following me here If you check my previous posts, you will see.

All the best,
Dunstan

COT Charts
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report46_5-year-note.png   report46_crude-oil.png   report46_chf.png  

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Old Dec 4, 2017, 2:32pm   #319
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Soybean Meal
COT Change (52W) / C – 16%, LS – 17% /
Bearish cot change signal and bearish extreme situation close to good resistance levels.

Curde Oil
COT Extreme / C, LS – All Time COT extreme /
The all-time cot extreme has widened further, so my remark on caution was valid last time.

Swiss Franc
COT Extreme / LS - 284 report COT extreme /
Further increase in the extreme, although price is headed higher.

All the best,
Dunstan

COT Charts
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report48_soybean-meal.png   report48_crude-oil.png   report48_chf.png  

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Old Dec 5, 2017, 4:33am   #320
Joined Dec 2017
Hi! What you think about oil market?
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Old Dec 5, 2017, 4:18pm   #321
Joined Jul 2012
Dunstan started this thread
Quote:
Originally Posted by russian_trader View Post
Hi! What you think about oil market?
I would no be surprised to see oil further rise even if we have this all time bearish extreme in the market. I remember back in 2007 when there was a similar situation, but prices still went higher.

All the best,
Dunstan
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Old Dec 11, 2017, 12:39pm   #322
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

S&P-500
COT Change (52W) / C – 33%, LS – 25%, SS – 39% /
Bearish cot change signal and bearish extreme, but I’d pass… Indexes are simply too risky to short now I believe…

Curde Oil
COT Extreme / C, LS – All Time COT extreme /
The all time cot extreme in CL has risen to even greater levels, but price has not yet fallen too deep.

S&P-400
COT Extreme / C – All Time COT extreme /
All Time cot extreme in Commercials, supporting S&P-500 bearish bias...

All the best,
Dunstan

COT Charts
Attached Thumbnails
report49_s-p-500.png   report49_crude-oil.png   report49_s-p-400.png  

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Old Dec 27, 2017, 10:42am   #323
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Australian Dollar
COT Change (52W) / C – 45%, LS – 59%, SS – 12% /
Both of our major cot signals are showing positive signs for the market: we have had a major change in Traders positions and with it we have reached a considerable bullish stress level. I would say that the chances are high for further increase.

Coffee
COT Extreme / C, LS – All Time COT extreme /
The picture speaks for itself! Beautiful bullish extreme close to support levels.

30-Year Bond
COT Extreme / LS – 679 report COT extreme /
Interesting to see such a large bearish extreme when prices are not actually that high… I wouldn’t be betting large on further declines, but who knows. I would rather look for other opportunities that are more obvious (like coffee for example).

All the best,
Dunstan

COT Charts
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report51_aud.png   report51_coffee.png   report51_30-year-bond.png  

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Old Jan 8, 2018, 11:42am   #324
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

S&P-500
COT Change (52W) / C – 26%, LS – 28%, SS – 15% /
Not only do we have a bearish cot change signal in the market, but we have the extreme risen to pretty large levels again. The cot report is definitely backing the notion that we are in a bubble

Euro
COT Extreme / C, LS – All Time COT extreme /
We have never seen Large Speculators being so bullish about Euro in the past, so we can assume that it is likely we will see an end to rally in Euro soon…

Heating Oil
COT Extreme / C, LS – All Time COT extreme /
The picture is pretty clear here as well… (ohh I just love these all-time cot extreme signals…) We should start positioning ourselves for a more bearish market to come

All the best,
Dunstan

COT Charts
Attached Thumbnails
report1_s-p-500.png   report1_euro.png   report1_heating-oil.png  

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Old Jan 15, 2018, 7:35pm   #325
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

S&P-500
COT Change (52W) / C – 35%, LS – 53%, SS – 10% /
One word: Crazy…

Euro
COT Extreme / C, LS – All Time COT extreme /
As the market moved further up, the extreme has become even greater… The question is not IF it is going to burst, but WHEN?

Heating Oil
COT Extreme / LS – All Time COT extreme /
Not much changed from last week. Prices could not gain too much, but the extreme became larger.

All the best,
Dunstan

COT Charts
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report2_s-p-500.png   report2_heating-oil.png   report2_euro.png  

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Old Jan 23, 2018, 6:34pm   #326
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Natural Gas
COT Change (52W) / C – 28%, LS – 30%, SS – 12% /
Due to the bearish cot change signal we could see a bit of a decline in the market, but the fact that the last cot extreme signal was bullish and effective, we should be prepared for further rallies in Natural Gas.

Crude Oil
COT Extreme / C, LS – All Time COT extreme /
All Time bearish cot extreme, but (!) caution is advised as stated in the cot review -> these extremes can stay for a few weeks or even months before the market trend starts to shift.

British Pound
COT Extreme / LS – 174 report COT extreme /
Not an all time extreme, but significant enough to be careful. The cot report is signaling an end to the rally in GBP.

All the best,
Dunstan

COT Charts
Attached Thumbnails
report3_ng.png   report3_cl.png   report3_gbp.png  

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Old Feb 1, 2018, 10:40am   #327
Joined Jul 2012
Dunstan started this thread Hi everyone,

Sorry for being out for so long, have been struggling with a virus... getting better

I just wanted to let you know that I have been monitoring this new service that COTbase has built, it is called Futures Trading Guides. Check out the results, really impressive! I have been testing it in my own trading and to tell you the truth, I am pretty satisfied with what I see!

You can see the system here:

All the best,
Dunstan
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Old Feb 11, 2018, 11:50pm   #328
Joined Oct 2017
Quote:
Originally Posted by Dunstan View Post
Hi everyone!

This thread I’m just opening, would like to share ideas about trading in the futures market using a simple but very effective tool, the Commitments of Traders report. I would be very much interested in your experiences and thoughts about this data and how it has helped your trading!

Personally I have first seen this data set roughly five years ago, and “fell in love with it” right away!
The concept that amused me at the time was that with this COT report you get a legal inside look in the markets --> you get to know what the main participants of these markets are doing!

If you are new to this report, let me explain to you the basics:

Who provides the COT report?
The report is prepared by the Commodity Futures Trading Commission (CFTC)

What does COT report show me?
The Commitments of Traders (COT) reports provide a breakdown of each Tuesday’s open interest for markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC. It separates traders into three groups: Commercials, Large Speculators and Small Speculators. Commercials are those participants of the market who either produce that specific commodity or use it for the daily business. Large Speculators are generally big investors, hedge funds holding more contracts than the reporting limits, Small Speculators are the “rest” (you and me, who hold fewer contracts than the reporting limit. Conclusion: So basically the report shows you where these participants are standing on Tuesdays.
For an illustrated good explanation, I’ve found on YouTube, it explains everything in understandable English what the Commitments of Traders report is about.

When does the report come out and where can I access it?
It comes out usually on Fridays, but on holidays (such as 4th of July) it comes out usually the next week Monday. This is a free data that CFTC publishes every week and is accessible on it’s site (here).

For many years I had to go through a relatively difficult process of first downloading the COT data, converting it to usable format and then importing it in adequate program. If you check CFTC’s site, you will find that the data there is in a raw format that is hard to read… Well these days there are a few services that provide this data in an easily readable, graphical format. I’ve checked most of them, I think this one can be considered the best. I like it because it has the cleanest data available (combined and corrected data) and all the COT report types that are available today!

Let’s get down to business… How does the COT report help my trading?
Well since now we know that it gives you a legal insight on major market participants positions, simply – in accordance with the threads title – you just have to follow the Smart Money! Ok-ok… you might say: “yeah, sure, but who is the smart money?” Well doing your homework and studying the historical reports (the classic COT report has been published since 1986), you will easily see that at certain times, especially in extreme COT situations, knowing where the major players are positioned, will help you enter on the right side of the market.

I’ll show you some great examples soon, but for now, let me leave the “story” at this stage, I would be very much interested in your thoughts and ideas, so please share them with me and if you have any questions, I’ll try my very best to answer them!

All the best,
D
COT It was a tool used in 90´s, it was very easy to see where are Imbalances, 10 years later with a sexy tools like Footprint you see very clear where are the in a bar, now COT is a very incorrect word, in modern trading COT change to Cluster, why? because Algos are programed to take out orders in COT, and is not commitement of trader anymore, because inst very acurated and not very respected....

This is a reason why market makers dont use anymore footprint, because dont mean nothing with HFT and algos tradings, COT in a swing always is a VPOC, well, this is a place where i not trade...

and i show a litle exemple bellow withe COT or Cluster, or VPOC of swing are not recpected: es.png




my 2 cent.
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Rachas Trader From Portugal

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Old Feb 12, 2018, 12:07am   #329
Joined Feb 2002
Hello Rachas.

Don't understand what either of you is talking about - but I love Oporto.
Obrigado.
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Old Feb 13, 2018, 2:52pm   #330
Joined Jul 2012
Dunstan started this thread Hi everyone,

The latest Commitments of Traders review is out.

Dow Jones-30
COT Change (52W) / C – 57%, LS – 42%, SS – 34% /
Huge bullish cot change signal, but we should not be surprised, since there has been a very large drop in prices. The signal suggests higher prices early this week.

Crude Oil
COT Extreme / LS – All Time COT extreme /
Last week’s decline may have confirmed the top we have been waiting for since we have had this all time cot extreme in the market.

Cocoa
COT Extreme / C – 65, LS – 64 report COT extreme /
Not much here… I’d say that the last major bullish cot extreme is still in place: I’m expecting higher prices to come.

You may want to check out the following cool video about FuturesTradingGuides.com, the service I have mentioned not long ago. They have enhanced their results page and you can now see the system’s performance on a longer time horizon!

All the best,
Dunstan

COT Charts
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