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Yohai, V. J. P 500 Futures10-year Treasury Note Futures (a) Announcements with no evidence of drift 0.40 0.00 0.05 ‐60‐40‐200 204060 Durable goods orders ADP employment Non‐farm employment New home sales Producer price index U of Michigan sentim‐prelim 0.30 ‐0.05 0.20
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