10s2s Libor swap spread

10s2s Libor swap spread closed down by -0.99% to 0.01 on 23 January 2021 and +-9.09% on a weekly basis. 10s2s Libor swap spread momentum was last calculated at -50.0/100 indicating negative momentum. 10s2s Libor swap spread trend is +75.0/100 indicating a positive trend. 10s2s Libor swap spread momentum exhaustion is 1.722 indicating 10s2s Libor swap spread is oversold.10s2s Libor swap spread RSI is 56.0052 .

10s2s Libor swap spread Chart

10s2s Libor swap spread

10s2s Libor swap spread Statistics

SecuritySymbolLastMomentumTrendOscillatorRSI1D%1W%1M%1Y%
10s2s Libor swap spreadUS.LIBOR.10s2s0.01-0.50.751.72256.0052-0.99-9.09-21.265

10s2s Libor swap spread closed at 0.01 on 23 January 2021. 10s2s Libor swap spread trend was last calculated at +75.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. 10s2s Libor swap spread momentum was last calculated at -50.0/100 (range: -100 to +100) indicating negative momentum. 10s2s Libor swap spread momentum exhaustion is 1.722 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating 10s2s Libor swap spread is oversold and a possible reversal is imminent. 10s2s Libor swap spread RSI was last calculated at 56.0052. 10s2s Libor swap spread moving averages were last recorded as follows: 1-month moving average: 0.00717 in a downtrend , 1-quarter moving average: 0.00644 in an uptrend and 1-year moving average: 0.00404 in an uptrend. 10s2s Libor swap spread annual return was last recorded at None%, daily return was last recorded at -0.99%, and weekly return was last recorded at -9.09%. 10s2s Libor swap spread histrorical 20-day volatility was last recorded at 38.9961%, 10s2s Libor swap spread alpha None, 10s2s Libor swap spread beta None and 10s2s Libor swap spread maximum drawdown was recorded at None%. MacroVar models monitor 10s2s Libor swap spread statistics based on historical data since 1970.

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