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EURUSD TECHS

Clears Key Support

EUROSTOXX50 TECHS

Key Resistance Holding

BTP TECHS

(M1) Bearish Risk

GILT TECHS

(M1) 129.27 Resistance Holding

SCHATZ TECHS

(M1) Consolidating

BOBL TECHS

(M1) Bearish Focus

Last minute month end buying...>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Last minute month end buying saw futures make new NY
session highs by the bell, almost 20% of session volume trades in TYZ in the 5
minutes leading up to the pit close. Levels recede slightly in minutes after the
bell. Some decent block buys in 2s, 5s and ultra-bonds supported move. Update: 
* 3M10Y  +0.873, -48.652 (L: -51.145 / H: -45.437)
* 2Y10Y  +2.028, -0.917 (L: -3.282 / H: 0.201)
* 2Y30Y  +1.458, 45.463 (L: 42.806 / H: 47.969)
* 5Y30Y  +0.912, 57.519 (L: 55.585 / H: 59.059)
Current futures levels:
* Dec 2-Yr futures up 1.25/32 at 108-1.625 (L: 107-30.875 / H: 108-02.125)
* Dec 5-Yr futures up 2.75/32 at 119-31 (L: 119-24.25 / H: 120-00.25)
* Dec 10-Yr futures up 3.5/32 at 131-23.5 (L: 131-13 / H: 131-26)
* Dec 30-Yr futures up 4/32 at 165-12 (L: 164-14 / H: 165-22)
* Dec Ultra futures up 13/32 at 197-20 (L: 195-24 / H: 198-04)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com