Hello, I've been watching the tape and book on some of the less liquid futures both realtime and looking at the ticks trying to pick up some mechanics that can be used for mft/hft trading (meaning retail, something that can be accomplished at the 1-2 second time frame). I am noticing a game that is being played over and over when liquidity is not there. What I see is a certain number of contracts (5-10-20) which are exchanged over and over between hands, during multiple second periods. For example, a number of contracts is bought at the ask price, say: 1: 4-5-2-1-1 = total of 13 contracts are bought at the ask. 2: The ask is raised and the bid follows by 1 tick/handle. 3: You get 1-2-4-2-1-3 contracts SOLD on the bid (i.e. the same price as they were bought earlier). 4: Ops... bid is lowered and ask follows. Then the game restarts perhaps at 1 tick lower/higher level and a different number of contracts. The total of contracts is always the same (i.e. zero sum) until something happens and the price goes away to a new level, where all starts again. I am puzzled... why is this happening and is it possible to profit from it?