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Strategies & Market Trends : NetCurrents NTCS

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To: Patrick Slevin who wrote (622)10/13/2000 8:47:06 AM
From: fut_trade  Read Replies (1) of 8925
 
...watching volume is a help in trading SP Futures

I spend a considerable effort collecting and processing volume data for the big SP and emini contracts and now partially regret it. But live and learn.

I think the index futures volume mimics total equity volume to a certain degree. As you said - heavy volume in the morning and at the end of the day. It looks like a "U".

One thing I noticed on the minute chart is that the e-mini is prone to volume surges when it make a new high or new low - which I think some people call a spike. During the spike the e-mini differs from the big contract by a couple of points - but only for 15 to 30 seconds.
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