A long, short, or cash trading decision made once per day
90% of trades held 1-10 days with approximately 10% of trades lasting longer than 10 days
Average holding period of 3 days
Average annual trade positons: Long 46%, Short 32%, Cash 22%
On average, 125 trades per year
U.S. 10-Year Note Futures (6.5 to 10 Years)
Ultra 10-Year Note Futures (9.5 to 10 Years)
U.S. Treasury Bond Futures (15 to 25 Years)
Ultra U.S. Treasury Bond Futures (25 Plus Years)