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quantguy
Nov 17, 2017 3:59 PM

Yield Curve Continues To Flatten Short

US30Y-US02YTVC

Description

The yield curve struggles to come up for air as it hurdles toward zero. The slope of the trend is clearly decreasing, indicating that the flattening is accelerating. We've tested the lower bound of the Bollinger Band without a relief rally which is a very bearish sign. Also the Kovach Chande indicator is bearish and appears to be increasingly more so.

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