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[dharmatech] Area Under Yield Curve : US

已更新

This indicator displays the area under the U.S. Treasury Securities yield curve.

If you compare this to , you'll see that there are large periods where they are inversely related. Other times, they track together. When the move together, watch out for the expected and eventual divergence.

By default, this indicator will show up in a separate pane. If you move it to an existing pane (e.g. along side ) you'll need to move it to a different price scale.

The area under the yield curve is a quick way to see if the overall yield curve moved up or down. Generally speaking, increasing yields isn't good for markets, unless there is some other stimulus going on simultaneously.

The following treasury securities are used in this calculation:

(1 month)
(3 month)
(6 month)
(1 year)
(2 year)
(3 year)
(5 year)
(7 year)
(10 year)
(20 year)
(30 year)

發行說明

Updated to use real-time yields.

Added dropdown in settings that allow the indicator to go further back in time by excluding certain securities.