Tom McClellan discovered that commercial traders' net positions in Eurodollar futures shifted one year into the future are very likely to forecast the direction of the US stock markets (HERE). CITs are (+/- 3 TD * ):
10/18/2012 high
11/08/2012 low
11/29/2012 high
12/13/2012 low
01/03/2013 high
02/14/2013 low
* COT-data is taken from the close of business on Tuesday and then released on the following Friday at 3:30 PM ET for futures only. It is also released twice a month or every other Monday for futures combined with the figures for options.