ORB LIVE READ

Daily ORB, trap/reversal, OI timing, next-day historicals, and live-read gates in one focused page.
Current CT: 2026-07-26 01:19:52 CT

Official Decision

RESEARCH_ONLY

Official Read: DECISION ENGINE RESEARCH ONLY - LIVE TRADE DISABLED

Live Trade Status: DISABLED

Decision context and guardrails

Usable: False

Research Context: Near term BEARISH; 1-3 months BEARISH; 6-24 months NEUTRAL.

Reason: Decision Engine V4 is active in intraday-only research mode. Live Cattle: LONG score 27/100 (NO_TRADE_CONTEXT_ONLY). Feeder Cattle: LONG score 27/100 (NO_TRADE_CONTEXT_ONLY). Live trade remains disabled. Only live ORB, price, volume and trap/reversal state affect the intraday score; OI, SMA, macro, fundamentals and market thesis are context only. Execution gate: No market passed execution gate. Live trade remains disabled.

Live Freshness Monitor

SESSION_COMPLETE

Last Refresh CT: 2026-07-24T13:11:02.694054-05:00

Signal: SESSION_COMPLETE | LC SESSION_COMPLETE LEQ6 13:04 227.075 | FC SESSION_COMPLETE GFQ6 13:04 345.8 | STAGED LC CONFIRMED_EARLY_TRAP_WATCH SHORT | FC OPPOSITE_BREAK_ACCEPTED SHORT | LC LONG 84/100 RESEARCH_ENTER_LONG | FC LONG 74/100 RESEARCH_ARMED_LONG

FeedStatusAge SecModuleSignal
Databento Live CSVSESSION_COMPLETE316.2
Live ORB FeedFAST9.5SESSION_COMPLETELC SESSION_COMPLETE LEQ6 13:04 227.075 | FC SESSION_COMPLETE GFQ6 13:04 345.8 | STAGED LC CONFIRMED_EARLY_TRAP_WATCH SHORT | FC OPPOSITE_BREAK_ACCEPTED SHORT
Trap/Reversal GuardFAST8.8WATCHLC LIVE_FAILED_TRAP_REACCEPTED UP risk 53.4 | FC LIVE_FAILED_TRAP_WATCH UP risk 47.2
Decision EngineFAST2.8RESEARCH_ONLYLC LONG 84/100 RESEARCH_ENTER_LONG | FC LONG 74/100 RESEARCH_ARMED_LONG
Execution GateFAST0.9MANUAL_REVIEW_REQUIREDLive Cattle LONG EXECUTION GATE PASSED
ServiceState
alpha-current-live-orb-fast-loop.serviceactive
alpha-databento-live-ohlcv.serviceactive
alpha-current-uvicorn-8011active
SymbolLatest CTCloseVolume
GFQ613:04:00345.824.0
GFU613:04:00342.0526.0
LEQ613:04:00227.07515.0
LEV613:04:00222.57540.0

Cattle RTH is not live. Last completed bars are retained for review; do not treat after-close file age as a live-feed failure.

Daily Pre-Open Blueprint

RESEARCH_ONLY_PREOPEN_BLUEPRINT
TODAY: LONG ONLY AFTER HELD PULLBACK / NO EXTENSION CHASE

Audit PASS ORB LONG COT/OI -0.25 Headline bearish

Premarket S/R (LEV6 August)Price
Resistance/value219.2-N/A
Support/valueN/A-219.2
Prior close219.2
Latest completed session2026-07-22 close 219.2
15m ORB high/mid/low222.625 / 222.05 / 221.475
10m ORB high/mid/low222.625 / 222.05 / 221.475
BiasLong setup is active as research context - buy-dip/hold only, no extension chase. Audit=PASS; ORB=DAILY_LONG_CONFIRMED / LONG.
Trade TriggersShort: Only after failed high, loss of ORB midpoint, and volume confirms rejection. Long: Held pullback, failed downside break, or acceptance above ORB midpoint with MBO/DOM support.
InvalidationShort weakens if price reclaims ORB midpoint/prior value and holds with Live/Feeder agreement.
No-TradeNo trade on chop through both sides of ORB, Live/Feeder disagreement, or no DOM confirmation.

Gap: Flat/small gap: ORB behavior matters most; early DOWN with midpoint hold can matter, but avoid late chase.

Last-Four Regime / OI: Last four sessions showed better buy response: 3 of 4 settled with first ORB direction, then 2026-06-15 became the first first-break-DOWN trap long since May 7. OI does not yet confirm the last-four-day regime shift. Treat price/ORB behavior as primary until the next exchange-published OI print updates.

Context: Headline: bearish Big Four Packer Shock (0.0). COT/OI: POST_COT_OI_CONTRACTION_LIQUIDATION_CONTEXT score -0.25.

Details

Main ORB final: DAILY_LONG_CONFIRMED / LONG
By 09:00 the market is up >=80 ticks, above ORB, and first break is UP; retracement research strongly favored continuation. Peer contract confirms the same daily long state. Edge framework: Tape signal is fighting at least one major hard-data truth factor.

Decision engine: LONG 27/100 - NO_TRADE_CONTEXT_ONLY
Live Cattle: LONG research score 27/100. Confirms: 10m and 15m ORB agree on first-break side; Databento 1m volume exists after first break; Final-session bars retain volume confirmation. Risks: Latest close is not cleanly accepted beyond both ORBs; Midpoint touch after break reduces cleanliness; Opposite break after first break reduces trust.

OI: 2026-07-23 - Price up + OI up = bullish participation / new longs.

Regime/OI Confirmation: NOT_CONFIRMED
OI is exchange-published next-business-morning context; it confirms through 2026-07-23, but cannot confirm today's intraday trap or continuation.

Newsquawk/headline: STALE_HEADLINE_CONTEXT / Big Four Packer Shock / score 0.0
JBS to close Souderton beef plant and Memphis facility amid cattle shortage

COT/OI: POST_COT_OI_CONTRACTION_LIQUIDATION_CONTEXT / score -0.25 / post-COT gap -7612.0
Open interest contracted after the COT report; trend signals may be liquidation rather than fresh participation.

Watch First
  • Where price opens relative to prior close and prior value.
  • Whether the first ORB break holds, fails, or returns inside.
  • Today's ORB midpoint: acceptance above softens shorts; rejection below keeps pressure alive.
  • Last-four regime/OI: NOT_CONFIRMED - OI is exchange-published next-business-morning context; it confirms through 2026-07-23, but cannot confirm today's intraday trap or continuation.
  • Live Cattle vs Feeder Cattle agreement before acting.
Decision Map / Levels / Full Warnings
Decision MapKey Levels

Short setup confirms
Rally cannot reclaim ORB midpoint or prior value, then re-accepts below ORB with volume.
Short side stays favored, but entry should come from failure/rejection.

Short setup fails / repair begins
Price reclaims ORB midpoint and holds above it while downside breaks fail.
Stand down on shorts. Long repair becomes watch-only until flow confirms.

Two-sided chop
Price trades both sides of ORB/value without clean acceptance.
Wait, reduce size, or skip. No forced trade.

Prior close: 219.2
Guarded canonical completed-session close.

Upper reject / acceptance band: 237.222-243.70
Canonical LEV6 MA20 234.885 and MA40 237.222 plus true-trade upper LVN pocket; accept above or reject back toward value.

Lower support / washout band: 233.263 / 236.025-236.275
Canonical LEV6 MA100 233.263 first, then lower true-trade LVN pocket.

Open: 221.775
Opening auction reference.

10m ORB high/mid/low: 222.625 / 222.05 / 221.475
Fast ORB acceptance and failure map.

15m ORB high/mid/low: 222.625 / 222.05 / 221.475
Primary ORB map after the range is complete.

Support/value: N/A-219.2
LEV6 August support/value context.

Resistance/value: 219.2-N/A
LEV6 August resistance/value context.

Latest completed session: 2026-07-22 close 219.2
LEV6 August guarded canonical completed-session close.

No-trade warnings

  • Research-only: live trading remains disabled until explicit approval.
  • Do not chase lows after a fast washout; wait for rally failure or fresh continuation.
  • OI is next-business-morning context, not intraday confirmation.
  • If Live Cattle and Feeder Cattle strongly disagree, stand down or cut size.

Live ORB Feed

PREOPEN

Last Refresh CT: 2026-07-26T01:14:50.326800-05:00

Signal: LC PREOPEN waiting for 08:30 CT RTH open | FC PREOPEN waiting for 08:30 CT RTH open | STAGED LC CONFIRMED_EARLY_TRAP_WATCH SHORT | FC OPPOSITE_BREAK_ACCEPTED SHORT

Live Cattle Live ORB

PREOPEN

Symbol:

Updated: 2026-07-26T01:14:49.646509-05:00 | Age Seconds: 91770.2

Latest: CT /

10m ORB: | complete= | H/L/M //

First 15 Complete:

First 15 Side:

First 15 High / Low / Mid: / /

Control Line:

Score: /

Action: No current-session RTH rows yet; waiting for the 08:30 CT open.

V9 Trap Watch: /

Feeder Cattle Live ORB

PREOPEN

Symbol:

Updated: | Age Seconds: 91770.2

Latest: CT /

10m ORB: | complete= | H/L/M //

15m ORB: | complete= | H/L/M //

Control Line:

Action: No current-session RTH rows yet for Feeder Cattle; waiting for the 08:30 CT open.

This card reads the live-updating ORB model output. Staged ORB uses 10m detection, 15m side confirmation, midpoint upgrade, and opposite-break validation. After cattle RTH closes, today's completed ORB bars are retained as SESSION_COMPLETE rather than marked stale.

Live Trap / Reversal Guard

UNAVAILABLE

Usable: False

Last Refresh CT: 2026-07-26T01:14:50.895130-05:00

Signal: LC UNAVAILABLE PENDING risk None | FC UNAVAILABLE

Live Cattle Trap Watch

Status: UNAVAILABLE

Reason:

Feeder Cattle Trap Watch

Status: UNAVAILABLE

Reason:

Live trap/reversal guard uses today's live ORB feed. It blocks first-break chasing and waits for confirmation instead of using yesterday's historical ORB as current.

Repair Scout Audit

WATCH

Signal: Live Cattle repairs 1/3 win 0.0% | Feeder Cattle repairs 2/4 win 0.0%

MarketSymbolFirst BreakScoutArmed30mClose PnL Ticks
MarketRepairsWinAvg CloseAvg MFEAvg MAE
live_cattle1/30.0%-54.010.066.0
feeder_cattle2/40.0%-59.0129.559.5

Repair Scout is an early-warning research layer for failed first breaks and opposite ORB edge acceptance. It does not authorize execution.

Tomorrow OI Review

PENDING

Usable: False

Source: Databento exchange-published OI checked against the closed-day ORB setup

Last Refresh CT: 2026-07-24T18:37:19.264578-05:00

Signal: LC: Waiting for 2026-07-24 OI after 2026-07-27 morning publication | FC: Waiting for 2026-07-24 OI after 2026-07-27 morning publication

Last-Four Regime / OI Confirmation

Verdict: NOT_CONFIRMED

Window: 2026-06-10, 2026-06-11, 2026-06-12, 2026-06-15

Buy response improved in the last four sessions; June 15 was the first first-break-DOWN trap long since May 7.

Last-four price regime is improving, but OI only confirms through 2026-07-23. August net OI -6,662; Oct+Dec net OI 4,099; June net OI 0. This confirms roll/deferred participation and partial August support, through the latest completed session, but it cannot confirm today's intraday trap or continuation.

Live Cattle Tomorrow OI

PENDING

Current ORB: 2026-07-24 | first UP | resolved UP | FULL ORB TRAP | INSIDE_ABOVE_MID

Target OI Trade Date: 2026-07-24

Expected OI Publish: 2026-07-27 morning

Latest OI Trade Date: 2026-07-23

Contract:

OI / OI Change: /

Cleared Volume:

Settle / Price Change: /

OI Direction Side:

Review: Waiting for 2026-07-24 OI after 2026-07-27 morning publication

Latest OI trade date is 2026-07-23; current ORB setup date is 2026-07-24. This is normal before next-business-morning OI publication.

Feeder Cattle Tomorrow OI

PENDING

Current ORB: 2026-07-24 | first UP | resolved UP | FULL ORB TRAP | INSIDE_ABOVE_MID

Target OI Trade Date: 2026-07-24

Expected OI Publish: 2026-07-27 morning

Latest OI Trade Date: 2026-07-23

Contract:

OI / OI Change: /

Cleared Volume:

Settle / Price Change: /

OI Direction Side:

Review: Waiting for 2026-07-24 OI after 2026-07-27 morning publication

Latest OI trade date is 2026-07-23; current ORB setup date is 2026-07-24. This is normal before next-business-morning OI publication.

Compares the current closed trading day's ORB read with the next-business-morning OI trade date. Before OI publishes, this card should stay pending.

Next Trading Day Historical

PASS

Usable: False

Source: Databento GLBX.MDP3 ohlcv-1m continuous futures; next-trading-day historical research

Last Refresh CT: 2026-07-24T18:37:18.967910-05:00

Signal: LC: 38 historical upside samples; 42% next-day close continuation; 58% reversal close | FC: 41 historical upside samples; 46% next-day close continuation; 54% reversal close

Open Full Historical Breakout

Live Cattle Next Day

PASS

Current Setup: 2026-07-24 | UP | FULL ORB TRAP | INSIDE_ABOVE_MID

Cohort: same_break_side

Samples: 38

Next-Day Close Continuation: 42%

Gap In Direction: 53%

Touched Follow-Through: 90%

Reversal Close: 58%

Avg / Median Close Pts: -0.17 / -0.1

Avg Fav / Adv Excursion: 1.772 / 1.982

SetupNextSetup LabelSetup Close Next OpenNext CloseClose Pts Fav PtsAdv PtsCont
2026-06-162026-06-17ACCEPTED FIRST BREAK249.125249.125249.05-0.0750.7251.225False
2026-06-172026-06-18OPPOSITE DOWNSIDE BREAK249.05248.225246.75-2.30.03.275False
2026-06-242026-06-25FAILED UPSIDE BREAK246.65247.4247.2250.5751.751.025True
2026-07-062026-07-07FAILED UPSIDE BREAK239.375239.2238.35-1.0250.452.325False
2026-07-102026-07-13OPPOSITE DOWNSIDE BREAK235.0230.55230.825-4.1750.04.625False
2026-07-132026-07-14FAILED UPSIDE BREAK230.825230.15227.75-3.0750.03.425False
2026-07-202026-07-21RE-ACCEPTED UPSIDE BREAK223.3223.85223.05-0.251.3751.325False
2026-07-232026-07-24RE-ACCEPTED UPSIDE BREAK221.475221.775222.5751.12.650.7True

Feeder Cattle Next Day

PASS

Current Setup: 2026-07-24 | UP | FULL ORB TRAP | INSIDE_ABOVE_MID

Cohort: same_break_side

Samples: 41

Next-Day Close Continuation: 46%

Gap In Direction: 58%

Touched Follow-Through: 93%

Reversal Close: 54%

Avg / Median Close Pts: 0.055 / -0.175

Avg Fav / Adv Excursion: 3.147 / 2.978

SetupNextSetup LabelSetup Close Next OpenNext CloseClose Pts Fav PtsAdv PtsCont
2026-06-242026-06-25RE-ACCEPTED UPSIDE BREAK373.225375.1373.025-0.24.1752.175False
2026-07-062026-07-07RE-ACCEPTED UPSIDE BREAK360.825360.825360.850.0251.71.775True
2026-07-092026-07-10OPPOSITE DOWNSIDE BREAK356.275357.15354.375-1.92.1254.825False
2026-07-102026-07-13OPPOSITE DOWNSIDE BREAK354.375354.5354.2-0.1754.1751.4False
2026-07-132026-07-14FAILED UPSIDE BREAK354.2353.45349.625-4.5750.06.25False
2026-07-172026-07-20OPPOSITE DOWNSIDE BREAK345.925345.75352.556.6256.6750.875True
2026-07-202026-07-21RE-ACCEPTED UPSIDE BREAK352.55352.45349.4-3.150.9254.75False
2026-07-232026-07-24RE-ACCEPTED UPSIDE BREAK340.125341.0342.051.9255.352.875True

Historical next-trading-day behavior after days matching the current 15m ORB setup. This is research context only, not a standalone trade signal.

Regime Context Guard

WATCH

Usable: False

Last Refresh CT: 2026-07-26T01:14:57.799620-05:00

Signal: LC DO_NOT_PROMOTE adj -5 | FC DO_NOT_PROMOTE adj -4

Live Cattle

DO_NOT_PROMOTE

Side: LONG

Base Score: 27

Context Adjustment: -5

Adjusted Research Score: 22

Promotion Blocked: True

Reason: Context may inform risk, but hard confirmation is pending or weak.

Confirms:
volatility_calendar: 08:30-08:45 CT is the highest-volatility bucket; ORB window choice is supported.
next_day_history: Next-day historical cohort has usable sample size (38).
cot_positioning: Managed Money net position is long-side aligned.

Risks / Guardrails:
volatility_calendar: Current day-of-week is historically high-volatility; require acceptance instead of first-break chase.
tick_behavior: Last-20 range expanded by 42.25 ticks vs prior 20; old stop/target assumptions are stale.
tick_behavior: ORB return/failure rate is high at 85.0%; no first-break chase.
tick_behavior: Recent close distribution does not strongly favor the model direction.
mbo_pressure: MBO pressure is waiting for current-session order-book data.
next_day_history: Next-day continuation rate is not strong (42.1%).
cot_positioning: COT is weekly/lagging; use as positioning context, not a live trigger.
tomorrow_oi: Tomorrow OI Review is pending; cannot promote to execution-quality confirmation.

Feeder Cattle

DO_NOT_PROMOTE

Side: LONG

Base Score: 27

Context Adjustment: -4

Adjusted Research Score: 23

Promotion Blocked: True

Reason: Context may inform risk, but hard confirmation is pending or weak.

Confirms:
volatility_calendar: 08:30-08:45 CT is the highest-volatility bucket; ORB window choice is supported.
tick_behavior: Recent ORB acceptance is elevated at 70.0%.
next_day_history: Next-day historical cohort has usable sample size (41).
cot_positioning: Managed Money net position is long-side aligned.

Risks / Guardrails:
volatility_calendar: Current day-of-week is historically high-volatility; require acceptance instead of first-break chase.
tick_behavior: Last-20 range expanded by 83.05 ticks vs prior 20; old stop/target assumptions are stale.
tick_behavior: ORB return/failure rate is high at 85.0%; no first-break chase.
tick_behavior: Recent close distribution does not strongly favor the model direction.
mbo_pressure: MBO pressure is currently scoped to Live Cattle only.
next_day_history: Next-day continuation rate is not strong (46.3%).
cot_positioning: COT is weekly/lagging; use as positioning context, not a live trigger.
tomorrow_oi: Tomorrow OI Review is pending; cannot promote to execution-quality confirmation.

Regime Context Guard converts research reports into guarded confidence/risk modifiers. It is intentionally not a standalone trade signal and cannot enable execution.

Pro Data

DATAPASS
SignalDATABENTO PRO DATA FILES AVAILABLE
BiasDATA QUALITY
ConfidenceMEDIUM

Required Databento 1m/OI files are present. OI remains exchange-published lagging context, not live intraday confirmation.

Data & diagnostics

Usable: True

Latest Data CT:

Last Refresh CT:

Age Seconds:

Source:

Decision Engine V2

DATARESEARCH_ONLY
SignalLC LONG 27/100 NO_ACTION | FC LONG 27/100 NO_ACTION
BiasSEPARATE MARKET RESEARCH READS
ConfidenceLOW

Decision Engine V4 is active in intraday-only research mode. Live Cattle: LONG score 27/100 (NO_TRADE_CONTEXT_ONLY). Feeder Cattle: LONG score 27/100 (NO_TRADE_CONTEXT_ONLY). Live trade remains disabled. Only live ORB, price, volume and trap/reversal state affect the intraday score; OI, SMA, macro, fundamentals and market thesis are context only.

Data & diagnostics

Usable: False

Latest Data CT:

Last Refresh CT:

Age Seconds:

Source:

Execution Gate

DATAEXECUTION_BLOCKED
SignalExecution gate blocked for LC and FC
BiasRISK GATE
ConfidenceLOW

No market passed execution gate. Live trade remains disabled.

Data & diagnostics

Usable: False

Latest Data CT:

Last Refresh CT:

Age Seconds:

Source:

MBO Pressure

DATAPREOPEN
SignalPREOPEN
BiasNot available
ConfidenceNot available

MBO pressure waits for 08:30 CT RTH data.

Data & diagnostics

Usable: False

Latest Data CT:

Last Refresh CT:

Age Seconds:

Source:

ORB Research

DATAPASS
SignalORB RESEARCH READY — LIVE-SAFE MODEL AVAILABLE
BiasNO-CHASE FIRST BREAK / 10:00 TRAP WARNING STRONGEST
ConfidenceMEDIUM

ORB research is wired into Alpha Current as a research and warning layer only. It does not enable live trade by itself. Full-day RF is research-only; live-safe RF with curve is the current warning layer.

Evidence & context

Research Window: 2020-01-02 through 2026-05-22

Role: Research / warning only - not a live trade trigger.

Core Rule: No chase. Wait for close-back-inside, midpoint, opposite break, and curve confirmation.

Same-Bar Return: 97.4%

Close Back Inside: 92.5%

Midpoint Close Cross: 60.2%

Opposite Break: 37.5%

All 3 Same Break Side: 77.8%

Front/Back Diverged: 46.7%

Best Live-Safe Time: 10:00 CT

10:00 Trap Hit Rate: 82.9%

10:00 Continuation Hit: 71.6%

Labels: NO-CHASE FIRST BREAK, CONTINUATION WATCH, TRAP WARNING, FAILED DRIVE RISK, CURVE CONFIRMED, CURVE DIVERGENCE / WATCH ONLY, INCOMPLETE SETUP

Data & diagnostics

Usable: True

Latest Data CT:

Last Refresh CT: 2026-05-25T14:06:29.085472-05:00

Age Seconds:

Source:

Open Interest

DATAPASS
SignalLEQ6 OI 50794.0 change -1576.0 | LEV6 OI 119570.0 change 2086.0
BiasPRIOR-DAY PARTICIPATION CONTEXT
ConfidenceMEDIUM

Latest OI trade_date is 2026-07-23. Latest available prior-day OI context is current. This module is background only and cannot confirm today's intraday move live.

Evidence & context

Latest OI Date: 2026-07-23

Total OI: 306016.0

Total OI Change: 1862.0

Symbol Contract OI 1D 3D 5D 10D 20D Vol Settle Settle Chg
LEM6June 2026 Live Cattle0.00.0-516.0-2925.0-8355.0-31582.00.0
LEQ6August 2026 Live Cattle50794.0-1576.0-6662.0-10926.0-41816.0-80136.09958.0225.42.200000000000017
LEV6October 2026 Live Cattle119570.02086.02794.01419.023365.036697.022370.0221.3752.1750000000000114
LEZ6December 2026 Live Cattle68474.0247.01305.01103.04037.08429.09657.0220.6751.875
LEG7February 2027 Live Cattle35586.0-72.01120.01595.04831.08352.06722.0221.61.6999999999999886
LEJ7April 2027 Live Cattle21527.0872.02662.03825.04091.05568.04039.0223.3251.799999999999983
LEM7June 2027 Live Cattle7246.0265.0680.01227.01923.02476.01150.0217.5251.700000000000017
LEQ7August 2027 Live Cattle2819.040.0224.0475.0693.01205.0302.0214.8251.549999999999983
Data & diagnostics

Usable: True

Latest Data CT: 2026-07-23

Last Refresh CT: 2026-07-24T18:35:13.514573-05:00

Age Seconds:

Source: /opt/alpha/data/databento_live_cattle_open_interest_latest.csv

Alpha data

Alpha Search

Current Alpha outputs · local data search · research context only