Average daily trading volume of ES contracts?

Discussion in 'Index Futures' started by Scataphagos, Dec 13, 2021.

  1. My former DOM kept track of daily volume but not my current... anybody know?
     
  2. BKR88

    BKR88

    March is a bit higher now than Dec. but less history so "Average" is more accurate with Dec.
    https://www.barchart.com/futures/indices

    a.ES.png
     
    CannonTrading_Ilan likes this.
  3. CannonTrading_Ilan

    CannonTrading_Ilan Sponsor

    upload_2021-12-13_12-28-35.png

    50 day average is 1,797,490. Rollover period is usually MUCH more active.
     
    BKR88 likes this.
  4. Tks guys.
     
    CannonTrading_Ilan likes this.
  5. I can remember seeing ~2.5MM volume and sometimes even up to 5MM... but that was when the price of the SPX was much lower. Perhaps today's "lower volume at higher price" is representative of similar participation... ?? The bid and ask in the DOM are much lower numbers, but at higher prices... was just wondering whether speculation in the ES had made a big move up or down... apparently, neither.
     
  6. virtusa

    virtusa

    Around 2000 the average volume was 3 million/day. Index was around 1,400. So notional value then was 70K. Now notional value is around 230k. So volume went down, but notional value more than tripled. Margins in 2000 were much lower than today because of notional value changes.
     
  7. Handle123

    Handle123

    I use volume for scalping, and today's volume is very low in March ES contract.
     
  8. Overnight

    Overnight

    2.2 million isn't shabby at all.
     
    DevBru likes this.