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-- TF (mini Russell 2000) now more volume than YM (mini Dow) (http://www.elitetrader.com/vb/showthread.php?threadid=194340)
TF (mini Russell 2000) now more volume than YM (mini Dow)
TF (mini Russell 2000) now more volume than YM (mini Dow)...thought this was interesting to note. The TF actually now has a greater daily volume than the YM.
Why can't the YM seem to really grow more than even the TF? Especially with the TF being brand new on the ICE.
I guess the ER2 volume from CME followed the TF over to ICE?
Current emini index volume leaders:
1-ES
2-NQ
3-TF--WOW!
4-YM
5-mini SP-midcap
Re: TF (mini Russell 2000) now more volume than YM (mini Dow)
What about FTSE DAX, Kospi and 6E, 6B if you break from indices,
6B has some nice action on par with the $5 dow.
Quote from increasenow:
TF (mini Russell 2000) now more volume than YM (mini Dow)...thought this was interesting to note. The TF actually now has a greater daily volume than the YM.
Why can't the YM seem to really grow more than even the TF? Especially with the TF being brand new on the ICE.
I guess the ER2 volume from CME followed the TF over to ICE?
Current emini index volume leaders:
1-ES
2-NQ
3-TF--WOW!
4-YM
5-mini SP-midcap
I used to be a big YM fan but that was when volatility was alot higher. IMO the YM needs an overhaul. Lower margins that is more on par with the volatility situation and with other contracts. IMO the tick value should also be upped to $10. I know there is already a $10 dow but its illiquid.
A TF contract gives about twice the leverage as a YM contract, and despite this has lower margins. So now the Russell 2k has more daily volume than the Dow Mini that would actually equate to more than twice the liquidity.
do you trade the TF?most or all of the time?
Quote from kxvid:
I used to be a big YM fan but that was when volatility was alot higher. IMO the YM needs an overhaul. Lower margins that is more on par with the volatility situation and with other contracts. IMO the tick value should also be upped to $10. I know there is already a $10 dow but its illiquid.
A TF contract gives about twice the leverage as a YM contract, and despite this has lower margins. So now the Russell 2k has more daily volume than the Dow Mini that would actually equate to more than twice the liquidity.
Re: TF (mini Russell 2000) now more volume than YM (mini Dow)
Quote from increasenow:
TF (mini Russell 2000) now more volume than YM (mini Dow)...thought this was interesting to note. The TF actually now has a greater daily volume than the YM.
Why can't the YM seem to really grow more than even the TF? Especially with the TF being brand new on the ICE.
I guess the ER2 volume from CME followed the TF over to ICE?
Current emini index volume leaders:
1-ES
2-NQ
3-TF--WOW!
4-YM
5-mini SP-midcap
Both. I don't think the YM is worth it anymore. I'm transitioning to the TF due to more action and better liquidity. Will save some money on commissions as well.
Quote from increasenow:
do you trade the TF?most or all of the time?
I wish for a 0.1 tick on the ES.
And also ES should trade at $10 dollars a tick.
That would be the best contract out there!
May see my first wish come true one day, second one probably never happen.
It's a real shame that the volume on the big S&P contract has dropped to such dismal levels otherwise that would still be a great contract to trade.
Agree about the 6B. The contract size is just plain wrong though. Needs to be $125,000. $6.25 per tick is ridiculous. Means you have to load up so heavily to get any sort of exposure that even with exchange member's rates you still get raped in comms.
1 trade today so far...
trade time: :35 seconds
Contract traded: TF (mini Russell 2000)
+1.3 point profit
Notes: if I could do this over and over, this is where I want to be. Very thankful!
NQ I find worse than YM, significant drop in NQ volume as well. NQ should be at least 40$ apoint IMO. Can they easily change the $/point of these contracts?
BANG
NQ, yeah volume is much lower, when they slip you 1 tick on 1 lot half the time you know volume is low.. lol
Quote from tatsimon:
NQ I find worse than YM, significant drop in NQ volume as well. NQ should be at least 40$ apoint IMO. Can they easily change the $/point of these contracts?
Quote from southall:
I wish for a 0.1 tick on the ES.
And also ES should trade at $10 dollars a tick.
That would be the best contract out there!
May see my first wish come true one day, second one probably never happen.
Re: TF (mini Russell 2000) now more volume than YM (mini Dow)
What are current volume leaders?
Quote from increasenow:
TF (mini Russell 2000) now more volume than YM (mini Dow)...thought this was interesting to note. The TF actually now has a greater daily volume than the YM.
Why can't the YM seem to really grow more than even the TF? Especially with the TF being brand new on the ICE.
I guess the ER2 volume from CME followed the TF over to ICE?
Current emini index volume leaders:
1-ES
2-NQ
3-TF--WOW!
4-YM
5-mini SP-midcap
What ever happened to the ever-optimistic and prolific increasenow? No posts since Sept of last year.
volume is all relative really, when your trading big cash you cant buy at one price anyways, so you end up averaging down/up So who cares what the volume is. as long as there is enough to get in and out
Quote from GTS:
What ever happened to the ever-optimistic and prolific increasenow? No posts since Sept of last year.
TF is awesome. More volatile too, only second to the dax!
Quote from kxvid:
I used to be a big YM fan but that was when volatility was alot higher. IMO the YM needs an overhaul. Lower margins that is more on par with the volatility situation and with other contracts. IMO the tick value should also be upped to $10. I know there is already a $10 dow but its illiquid.
A TF contract gives about twice the leverage as a YM contract, and despite this has lower margins. So now the Russell 2k has more daily volume than the Dow Mini that would actually equate to more than twice the liquidity.
TF is a beautiful thing but you have to be able to handle swings more. One point stops will kill you. It pays better than YM, ES or NQ i.e. if you can predict which direction the market is moving, usually TF will make a slightly longer move. But of course, this cuts both ways.
Quote from lwlee:
TF is a beautiful thing but you have to be able to handle swings more. One point stops will kill you. It pays better than YM, ES or NQ i.e. if you can predict which direction the market is moving, usually TF will make a slightly longer move. But of course, this cuts both ways.
Plenty liquid for anyone not trading....300+ contracts
Quote from FrankSlaughtery:
"if you can predict which direction the market is moving" - let me stop you - no one can. but even assuming you could it wouldn't matter if you were trading TF b/c you're limited to how much money you can throw at it b/c it's illiquid compared to ES.
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