This is what I show for ES volume. Even that was lower on Friday, but not by that much. That has to be a mistaken number. I checked this morning and it has not changed though. Even the SPY was down on volume. Must be summer! :)
| Date | Open | High | Low | Close | Volume | | 4/10/2015 | 2,086.00 | 2,096.25 | 2,083.00 | 2,095.50 | 879,447 | | 4/9/2015 | 2,077.75 | 2,087.00 | 2,066.75 | 2,085.75 | 1,208,503 | | 4/8/2015 | 2,068.50 | 2,080.25 | 2,064.50 | 2,075.88 | 1,216,465 | | 4/7/2015 | 2,071.50 | 2,082.75 | 2,066.00 | 2,067.75 | 1,032,599 | | 4/6/2015 | 2,039.50 | 2,080.00 | 2,038.75 | 2,073.25 | 936,988 | | 4/3/2015 | 2,060.00 | 2,063.75 | 2,038.00 | 2,059.50 | 95,873 | | 4/2/2015 | 2,055.25 | 2,064.75 | 2,044.00 | 2,059.50 | 1,043,958 | | 4/1/2015 | 2,058.00 | 2,060.75 | 2,033.50 | 2,053.13 | 1,809,433 | | 3/31/2015 | 2,074.75 | 2,076.75 | 2,056.25 | 2,060.75 | 1,595,097 | |