Call it the curious case of gold and bonds.

Typically, the yellow metal and U.S. Treasurys move in opposition as investors shift from one to the other in search of a safe haven amid changing economic conditions.

However, Dennis Gartman, editor and publisher of The Gartman Letter, highlighted some very unusual activity that's been underway in recent months.

"Having been at this for 40 years, I always look for anomalies," explained Gartman on CNBC's "Futures Now" on Thursday. "It's very strange to me that, since June, as went gold so went the bond market."

To this end, both gold and the U.S. 10-year Treasury note remained nearly unchanged in the last quarter. And, as Gartman pointed out, the absolute prices of both have rallied and fallen in tandem.

"It doesn't make any sense to me," said Gartman. "If you go back over the course of the past many years, they move in contravention."