SGX A50 Index future

Discussion in 'Index Futures' started by soler, Jun 28, 2015.

  1. i960

    i960

    Yep risknav that's originally what recently attracted me to this particular future even though I've watched it for some months time. The fact that a large amount of volume is driven by retail/gambling mindset looked like a potential opportunity to me. I do feel technical analysis works on this thing - in fact IMO its in an inverted cup and handle right now but there's definite emotion and momentum contained within it.

    Also, when I first started looking at this thing some months back I used time based charts. When I switched over to constant volume based charts it became a hell of a lot more clear.
     
    Last edited: Jul 2, 2015
    #21     Jul 2, 2015
  2. i960

    i960

    Some charts, patterns:

    Last 2 days (CH-like -> rally -> rejection):

    xina50_20150702.01.png


    Couple weeks (this is where I see an ICH in progress):

    xina50_20150702.02.png
     
    #22     Jul 2, 2015
  3. not 3 ticks only 1,2 tick becose commission is 1,50 USD per side on tiered pricing
     
    #23     Jul 3, 2015
  4. moonmist

    moonmist

    Last edited: Jul 3, 2015
    #24     Jul 3, 2015
  5. but you must change in account management fixed pricing to tiered pricing and you will have 1,50 per side. I f you do small volume its better to have tiered pricing
     
    #25     Jul 4, 2015
  6. How wide is the bid/ask? Are we talking about >5 ticks?
     
    #26     Jul 6, 2015
  7. moonmist

    moonmist

    Most of the trading of A50 index futures occurs between 9:00 PM and 3:00 AM Eastern Time. During this period of time, the bid/ask spread is often less than 5 ticks, usually between 1 and 3 ticks. (There is a 1.5 hours lunch break starting at 11:30 PM.)
     
    #27     Jul 6, 2015
  8. minmike

    minmike

    How deep? I'm guessing 1-3 contracts on the inside bid?
     
    #28     Jul 6, 2015
  9. i960

    i960

    xina50_dom.png
     
    #29     Jul 6, 2015
  10. moonmist

    moonmist

    I am using Interactive Brokers data feed. So the volume profile is not very accurate.
     
    #30     Jul 6, 2015