Are there any hard and fast rules for rolling into a new front month? Yesterday when ZN went to september, I noticed that the spread between june and september contracts started out early in the morning around 6 ticks, and by the end of the day rose to about 13 or so. If you were long or short june and wanted to roll the position, are there any clues as to the best time to execute the trades? I guess if you were long, you would have wanted to switch right near the open, if you were short it was best at end of day. But is there any rhyme or reason for a spread to widen or contract on the last day?