Macro context dashboard
Treasury Bias
Coverage: US Treasury Futures
This page provides macro-based context for US Treasury futures. It does not publish live prices and is not a trading system.
Treasury Bias: Bearish
Last update: 2026-02-03 09:29:58Score: -2
Why this bias?
- Risk-On (SP500 up)
- Volatility falling
- Gold mixed
Time: CT --:--:-- /
Europe --:--:--
Last update: – ·
Next calculation in –
Scale: –3 very bearish →
0 neutral →
+3 very bullish
Drivers
The bias is derived from inter-market relationships:
equity risk, volatility, and safe-haven demand.
Notes
This is contextual information, not financial advice.
Treasury Curve Direction
Treasury direction (daily change)
ZN
+0.02%
ZF
-0.01%
ZB
-0.01%
All bars share the same scale. The horizontal line shows today’s % change. When all lines move in the same direction, Treasury markets are aligned.
When all maturities point in the same direction, the Treasury move is considered broad and macro-driven.
Why curve alignment matters
When all Treasury futures (ZN, ZF, ZB) move in the same direction, trading becomes easier and more reliable.
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If all instruments are up or down, the move is usually macro-driven and has higher follow-through.Aligned
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When one contract moves against the others, it often slows down or invalidates the trade idea.Mixed
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In aligned markets, one contract can act as a leading instrument, while the others confirm.Confirmation
Curve alignment helps reduce conflict between instruments and increases the probability of directional trades.
