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Straddling the COT report
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FOT-September 2007-9
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Tracking shifts in large-trader sentiment can signal trade opportunities. This long straddle was triggered by an extreme reading in the S&P 500 futures.
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Detailed Description
Traders often view the Commitment of Traders (COT) report as a futures market Rosetta Stone the key to deciphering where different markets are headed. The problem is that the report can confuse as much as it clarifies.
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