In your own opinion: 1) what futures market give the largest and smoothest intraday trends, with good liquidlity? 2) what futures market do you trade? And why do you trade them? Just list the conditions/situations or state your cases if your answer is a bit complex. Thank you.
dax and russel have good intra day volatility, and you can trade anywhere around 10 cars a clip. Dax more like 5 cars. This size assumes almost no slipage. For large liquidity you have DJ Euro Stoxx and S&P emini, there you can trade easily 50 cars a clip. redduke
Here comes that word 'trend' again. What you are talking about intraday is volatility. Of course if you want to call as 'trends', the gyrations, up and down, that occur that is up to you. A sustained direction is better utilized by playing only the bigger gyration/s of the trading day. For your purposes YM will give you both liquidity and often strong volatility.
nothing intraday but over a period of days oil, heat, grain calendar spreads all trend well. the NQ(2)/ES spread looks great too.
Oh, sorry. But how about calling them intraday trends? By the way, I prefer a smooth one-way volatility instead of swinging up and down.
S&P E-mini is the most liquid market in the world. I don't investigate much, however, the market seems to be quite choppy. What do you think? I have no idea about DJ Euro Stoxx. What is its volatility? How does it perform?
the only reason for some1 to trade es is if he's really good at it and can take advantage of the enormous liquidity available or if he's on his way to become really good at it; otherwise this is imo the worse contract traded in us.
This was posted by Acrary, although it's obviously not intraday it may still be useful to you. Trendiness Report starting Jan. 1996 ending Dec. 2005 at least 10 days in the trend 1. Mini Value Line 2. Nikkei Index 3. 90 Day T-Bill 4. Short Sterling 5. Japanese Yen 6. Palladium 7. Fed Funds 8. Australian Dollar 9. Goldman Sachs C.I. 10. Soybean Meal 11. British Pound 12. Platinum 13. CRB Futures 14. Euro 15. Pork Bellies 16. Swiss Franc 17. Dollar Index 18. Corn 19. Lumber 20. Eurodollars 21. Gold 22. NYSE Comp. 23. KC Wheat 24. Mexican Peso 25. Soybeans 26. Natural Gas 27. Cocoa 28. Feeder Cattle 29. Oats 30. Canadian Dollar 31. Orange Juice 32. Muni Bonds 33. Minn Wheat 34. Heating Oil #2 35. Copper 36. S&P 400 Midcap 37. Live Hogs 38. Rough Rice 39. T-notes 40. Unleaded Gas 41. Crude Oil 42. Russell 2000 43. Live Cattle 44. Soybean Oil 45. Cotton #2 46. Sugar #11 47. Silver 48. Wheat 49. Dax Index 50. Emini Nasdaq 51. T-bonds 52. S&P 500 53. German Bund 54. Coffee 55. Nasdaq 100 56. 5 YR T-Notes 57. Long Gilt Bond 58. FTSE 100 Index 59. Dow Jones Index 60. 10 YR T-Notes 61. Emini S&P 500