Various Index futures compared: YM, ES, NQ, ER2, DAX, ESTX50 Interestingly YM, ES are moving faster than NQ, ER2 (see attached graphics).
Makes sense as there was huge selling in large caps which really moves the DOW and S&P 500 (which is really the S&P 100). Big caps move the market and if they are all falling those indexes will really dive.
murray optioncoach I have attached a one week comparison. In a crash it makes no big difference what you have...
While the indexes have some 'personality' during 'normal operation' all want through one door if they sell off. Where is the diversification? Another point is how index futures compare to currency futures. I have added the EUR and the JPY futures to give a relation overview.
================ GG12/13 Good points to make a play on words. However I am also glad have focused on a few like SPY/ES,QQQQ Makes IT EASIER TO SPOT BAD QUOTES, good moves.
murray I think Qs and IWM should be used for trading. I can get 5x leverage on that. Are futures always better?
murray ... something I want to add. I am convinced now that the ER2 and the DAX are the best futures to trade. I have made a big comparision, including EUR, JPY and various other instruments. In addition VIX-futures and options are interesting because of massive volatility. But volume is low - caution!
What is the BID-ASK volume on futures? Example in yesterdays market. YM 430 380 ES 5500 5100 NQ 1620 1030 ER2 270 187 That's a snapshot. I didn't make big statistics, but it shows where the big orders are.
Its' not a matter of big orders... if that's the issue, try to compare with CBOT 10Y Notes or CME Eurodollar...