CME indexes with big volume...

Discussion in 'Index Futures' started by cohvi, Jun 10, 2006.

  1. murray t turtle

    murray t turtle

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    Dosent sound like he is is getting accurate ES reg hours [front month ,SEPT now contract -or most of old June contract ]volume.

    And excluding slow lunch time, 10,ooo plus contracts per 5 minutes are quite common:cool: [Sept front month contract]:cool:
     
    #11     Jun 11, 2006
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  2. cohvi

    cohvi

    FYI
    This is an answer I got from Lorenzo in SR forum:

     
    #12     Jun 12, 2006
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