Best trendy futures

Discussion in 'Index Futures' started by Trader_Herry, Aug 13, 2006.

  1. 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. :D
  2. 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.

  3. Cheese


    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.
  4. rosy


    nothing intraday but over a period of days oil, heat, grain calendar spreads all trend well. the NQ(2)/ES spread looks great too.
  5. Oh, sorry.

    But how about calling them intraday trends? :D

    By the way, I prefer a smooth one-way volatility instead of swinging up and down.
  6. 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?
  7. 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.
  8. Lucrum


    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
  9. es came last...what a surprise. R0R.
  10. Euro Stoxx is as deep as ES, but it is not very volatile.
    #10     Aug 13, 2006