When monthly CPR tightens it is usually followed by long sustained and volatile moves. Tight CPR is similar to tightening of candles and minimas in BVOL, in that they are all indicative of explosive moves afterwards.
The moves can be up or down, or event just high volatility moves centered around the CPR as in the 2019 ATH.
The moves can be up or down, or event just high volatility moves centered around the CPR as in the 2019 ATH.
