ET
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stock NYSE

The benchmark 10-year Treasury yield climbed to its highest level since 2007 on Tuesday as a sell-off in U.S. government debt deepened ahead of the Federal Reserve’s interest-rate decision.
The 10-year yield jumped more than 6 basis points to 5.025% as of 1.10 a.m. ET. On Monday, the 10-year yield had briefly crossed 5%, before sliding a little.

Almost every day within the past few weeks S&P has set daily high or daily low by noon ET and either chopped sideways or slightly in the opposite direction for the rest of the day.
In this regime it’s best to open positions overnight and close in the morning IMO

**📊 Key U.S. Economic Data (ET)**
**8:15 AM** | ADP Weekly Employment Change | Previous: 12.0K
**8:30 AM** | Empire State Manufacturing Index | Forecast: 14.8 | Previous: 20.6
**4:30 PM** | API Weekly Statistical Bulletin
⚠️ For informational purposes only. Not financial advice.
📌 #ADPEmployment #EmpireStateManufacturing #APIWeekly

This is not difficult. If you are an adult, you simply prioritize, in order to preserve the things that you value (like your health). Financial Markets offer many opportunities. If you have an education, you simply take stock of those opportunities, list them, and remove those that aren't aligned with your lifestyle. I create my list every week (Sunday afternoons). Then I choose the opportunities that I want to pursue based on my preferences. This is my profession. I have been doing this for years, and sharing it with my students and friends.
High-Impact Economic Calendar (Week of Sept 14, 2026)
Below are the "High Impact" data releases and central bank decisions that will directly impact liquidity and order flow during core trading hours:
Wednesday, September 16
* US Advance Monthly Retail Sales (August)
* **Time:** 8:30 AM ET / 1:30 PM BST *(Directly inside the US/Euro overlap)*.
* **Context:** Foremost indicator of consumer health and spending trends. A stronger-than-expected print solidifies hawkish expectations, while a sharp contraction complicates the Fed's trajectory. Cross-verify real-time releases via the [FRED Economic Calendar](https://fred.stlouisfed.org/releases/calendar?od=asc&rid=9&ve=2018-12-31&view=year&vs=2018-01-01).
* FOMC Interest Rate Decision & Policy Statement
* **Time:** 2:00 PM ET / 7:00 PM BST *(Late US session, outside the overlap but dictates the structural trend for the remainder of the week)*.
* **Context:** The focal point of global macro. The market is positioned on a knife's edge for a potential 25 basis point hike to the 3.75%–4.00% range. 
* FOMC Press Conference (Chair Remarks)
* **Time:** 2:40 PM ET / 7:40 PM BST.
* **Context:** Watch for hawkish forward guidance regarding energy price pass-throughs and structural inflation persistence. 
Thursday, September 17
* **Bank of England (BoE) Monetary Policy Decision**
* **Time:** 7:00 AM ET / 12:00 PM BST *(Prime London/Overlap window)*.
* **Context:** The MPC is widely expected to hold steady at 3.75%, but any deviation or hawkish dissent among members will spark sudden cross-currency volatility, directly transmitting to US equity futures via global correlation channels.
* **US Housing Starts & Building Permits (August)**
* **Time:** 8:30 AM ET / 1:30 PM BST *(US/Euro overlap)*.
* **Context:** Key cyclical data to evaluate whether structural high rates are triggering a broader contraction in real estate fixed investment.
Friday, September 18
* **Bank of Japan (BoJ) Interest Rate Decision**
* **Time:** Tentative, typically early morning ET *(Spills over into the London open)*.
* **Context:** Massive systemic risk indicator. Following hawkish statements from Governor Ueda, there is a 90% priced-in probability of a 25 basis point hike to 1.25%. Sudden unwinding of the global carry trade during Asian hours will cascade directly into ES liquidity pools by the time London opens. 
* US Industrial Production (August)
* **Time:** 9:15 AM ET / 2:15 PM BST *(US/Euro overlap)*.
* **Context:** Measures hard output momentum. Provides instant confirmation of economic health alongside the Conference Board’s Leading Economic Index released later that morning. Check underlying segment weights on the [New York Fed Economic Indicators Calendar](https://www.newyorkfed.org/research/calendars/nationalecon_cal). 

Hi friends,
Assortment tonight is below:
PROOF: [https://imgur.com/a/ygwyp4-9-14-70c0357](https://imgur.com/a/ygwyp4-9-14-70c0357)
**SILVER**
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**GOLD**
\+ 5g Perth in Assay - Barely over SPOT! $700. Much below any other 5g gold anywhere.
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\+ 1 - Proof 2018 Gold Buffalo with Box, COA - $4450
\+ 1 - Reverse Proof 2013 1 oz Gold Buffalo with Box, COA - $4550
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Will consider offers on 2 or all 3 coins.
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**Payment Options**: 
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\+ Please - No Notes on any Payment Method except one random Emoji if required.
Thanks for looking! Have a great weekend!

BMGL is one where the full-day chart tells you more than the gainer list.
Stock Pulse mobile app flagged $7.90 at 9:01 AM ET. It reached $9.22 at 9:52, about 16.7% higher, with roughly 667,000 shares in that minute. Then the spike unwound and most of the remaining session was spent in the $7s. Regular close: $7.23.
I couldn't find fresh company news explaining Monday's move. The recent filing I found was September 2's board reshuffle at the Singapore clinic operator. That's background, not enough to pin this rally on.
For anyone who traded it, was the move above $9 your exit, or did the earlier premarket swings already put you off? This looks much easier to describe afterward than to sit through.
September 2 board-change filing: [https://www.stocktitan.net/sec-filings/BMGL/6-k-basel-medical-group-ltd-current-report-foreign-issuer-85a5a244e422.html](https://www.stocktitan.net/sec-filings/BMGL/6-k-basel-medical-group-ltd-current-report-foreign-issuer-85a5a244e422.html)

I don't buy anything in the first hour of market open. I use it to gauage my range.
I've seen enough days where options $0.15 to $0.25 cents ended up being $2 to $4 by market close that I've been trying to catch one for months.
I already did two plays that put me up $700 and decided to buy these around 10:30 ET. There appears to be some resistance building at 758 when looking back over the past week it seemed like a reasonable bottom.

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We'll keep an eye out for any follow-up comments from you. Otherwise, I hope you have a great day!

Bond yields retreating slightly at 2:40pm ET. Who got tipped off early?

At 9:00 AM ET, the corporate entity behind the KOVAR architecture formally confirmed a massive infrastructure pivot, fundamentally altering its valuation profile from a legacy digital broker to a physical compute asset operator. Following an aggressive pre-market sweep of 615,857 shares, the release detailed a target of 100+ MW of operational high-performance computing capacity by 2028. This buildout is supported by an active development pipeline exceeding 1 GW across low-cost grids in the US, Europe, and sub-Arctic regions. Concurrently, the company announced an agreement with EvolveQ to integrate FinQ quantum computing algorithms directly into its enterprise routing software.
This physical data center expansion bridges the gap between their audited $28.05M top line, which grew 895% YoY, and an exponentially larger addressable market. While retail algorithms still categorize the firm as a software middleman, nearly 80% of current revenue ($22.2M) is already driven by enterprise AI cloud routing. By stepping into a 1 GW power pipeline and securing a sovereign central bank settlement license, the company is directly capturing workloads within an enterprise AI infrastructure market projected to exceed $300B globally by 2030, alongside an untapped $5.0T Islamic finance ecosystem.
The morning tape action confirmed that institutional capital is fully aware of this valuation disconnect. After an initial liquidity surge to a session high of +6.34%, the intraday action absorbed standard profit taking and established firm support at $2.080, leaving the early morning accumulation intact.
**Takeaway**
The market continues to price it like a sleepy retail brokerage, completely missing the audited $22.2M cloud revenue engine and the shift toward physical data center assets. With the $2.04 to $2.080 support range heavily defended on the tape, the technical structure is coiled to test overhead supply at $2.25 and $2.31 as the enterprise compute thesis goes mainstream.

>Now what if this had happened on Dec-31?
This is one of those arguments that people have with Schwab every year. I close all my box spreads before Dec 31.
Quick question - did you see this before 4pm or before 4:15pm (SPX options regular session ends at 4:15pm ET)? just curious.
It used to be pretty common back in the TDA days where before market open between 9:15am to 9:30am - marks would be wildly off and netliq's would go all over the place and into ridiculous negative. Same thing as during maintenance periods.

Thanks for reaching out.
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Of course, we're here to help with any follow-up questions, so feel free to reply here, and a Mod will get back to you.
I'd like to leave you with a few articles from our website pertinent to your situation. As a starting point, this article provides a helpful overview of common 401(k) withdrawal considerations:
[Thinking of taking money out of a 401(k)?](https://www.fidelity.com/viewpoints/financial-basics/taking-money-from-401k)
Here is another one I'd say is right up your alley. It covers what to consider in your 60's as you plan for retirement:
[Retirement Playbook: What to consider in your 60's](https://www.fidelity.com/learning-center/personal-finance/retire-better-60s)

"The halt was triggered at approximately **6:58 AM ET** under the code **"News Pending,"** ahead of a major corporate announcemen"

Hi. Correlation regime detection often relies directly on the raw Pearson method, which is problematic. It is unsuitable for financial instruments by definition—since financial instruments do not follow a normal distribution, Pearson becomes invalid—and it yields an overly sensitive coefficient. In this case, the Meta-GOOGL correlation coefficient is calculated using the logarithmic values ​​of 4-hour candle closing data. The correlation coefficient itself is a composite score incorporating Pearson, Spearman, and EWMA; I actually outlined the methodology in the post.
I assume you wouldn't claim that the Meta-GOOGL correlation failed to diverge. So, I am unclear on why you consider the correlation analysis flawed. I don't mean to sound condescending, but I hold a degree in econometrics; I graduated in January and have been focusing specifically on correlation ever since. If you have a superior calculation method that guards against "incorrect filtering," I would be interested to learn about it.
As for the timing... as I understand it, you are claiming that this news—or this regime shift—dates back to September 9th. If you re-examine the post, the algorithm actually entered a downtrend on September 8th at 12:00 PM ET. In other words, I received the alert about the Meta-Google regime shift even earlier than you expected (the system sends out emails). The reason I mentioned in my previous reply that I posted it late was simply that \*I\* was late posting it to the subreddit; I didn't feel like doing it right away, I was trying to format it for the sub, I had other things to attend to, and so on. I could have published the post at 12:01 PM ET on September 8th—that probably would have made for a happier outcome. All the best.

Who's Jaxolutions?
Inspired.. so i tried to blackbox the strategy.
Couldnt replicate it cause im missing the special sauce (makeup of confidence score)
However in the process i did come up with this for anyone to try out.

\- NQ or MNQ futures, 5-minute bars
\- Time is 10:00 AM ET or later (no trades before 10)
\- The previous bar closed below VWAP
\- The current bar closes above VWAP (the cross is the trigger)
\- The 9 EMA is above the 50 SMA (trend is up on the fast and medium moving averages)
\- Volume on the signal bar is at least 1.1× the 20-bar average volume
Trade management (once in)
\- Stop loss: low of the signal bar
\- Target: entry + 2× the distance from entry to stop (fixed 2R, no partials)
\- Max hold: 60 bars (5 hours) — exit at close if neither stop nor target hit
\- One contract at a time, no pyramiding
\- Long only

For American oil, I maintain positions in CVX and EOG. My largest position is a Canadian company - CNQ. I also maintain positions in the following midstreams: ET, EPD, WES and MPLX. This isn’t just to capitalize on the wars - these stocks are also data center plays. CVX is building a large campus to supply power for MSFT data centers. ET provides power to ORCL data centers and MPLX has a deal to do the same for MARA.

Problem with VWAP is it can look completely different depending on whose data you're using and when the premarket trading "starts".
VWAP in ToS for SPY can look very different than it does on Tradingview because ToS/Schwab shows 24/5 price data for SPY, Tradingview does not.
I like VWAP more on futures, because everyone shows the 5p ET close for 1 hour, then they re-open at 6p. VWAP reset for the day will happen there too. It's more consistent across all sources.
I mostly try to keep to SPX options trading, but SPX doesn't actually have volume to accurately calculate VWAP, and also most sources only show data starting at market open at 6:30, no pre-market info. On tradingview, some of the SPX displays do show completely fabricated volume data, so you can get things like VWAP, but it will look completely different than the /ES VWAP and volume info.
SPREADEX:SPX on Tradingview is interesting because it's effectively taking the /ES futures info, volume and all, but price normalizing it to SPX. So, VWAP actually has worked quite well on that one specifically, because it is the futures data, just showing SPX equivalent price. All the rest of the SPX displays either don't have volume or they have completely fabricated volume and only show RTH.
That being said, last week, VWAP appeared to be very important to /ES. Tuesday through Thursday, we effectively rejected and sold off every time we tapped VWAP from underneath. Friday, that changed. We popped above it, came back down to it, found support there and then bounced up--until we didn't in the dying minutes of the day.
Don't rely on that happening as cleanly as it did last week all the time, though... When you recognize the market appears to be respecting VWAP more than normal (like last week), sure, pay attention and trade with that. But it absolutely is not something to trade with by itself most of the time, IMO.

I love them and hold ET, EPD, WES and MPLX in my brokerage. They do K-1s, so wouldn’t recommend them for a Roth. WMB and ENB don’t do K-1s, so you won’t have that issue. Another option would be a midstream ETF like AMLP…

**📊 Key U.S. Economic Data (ET)**
No high- or medium-impact USD economic events scheduled.
⚠️ For informational purposes only. Not financial advice.
https://preview.redd.it/pnzg48y9wdph1.png?width=1920&format=png&auto=webp&s=e0db06ebd8689ef323e7d5e8d50ebade80784318

Happy to further clarify.
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