DAX plunged +200 ticks

Discussion in 'Index Futures' started by ScalpGuy, Jul 10, 2007.

  1. ScalpGuy

    ScalpGuy

    Really. What date?
     
    #11     Jul 10, 2007
  2. notouch

    notouch

    This time last month would have been early June by my calculations.
     
    #12     Jul 10, 2007
  3. no trades busted, i brought 80 lots between 7925-7950....none of mine busted. all sold above 7980.

    This does happen several times a year, however first time i can remember it happening this time of night.
     
    #13     Jul 10, 2007
  4. ScalpGuy

    ScalpGuy

    Did you understand that I am talking about allmost 200 tick move within A ONE MINUTE. It happened very fast.

    I didnt find anything like this while I checked last 18 mo. But I did a program guite fast so I hope there was no bug in it ;)
     
    #14     Jul 10, 2007
  5. actually it was all over in 15 seconds, got my audit trail to prove that.

    I can tell you for a fact i know for 4 other occassions in the last 15 months when that happened. will dig out dates for you if you like i keep a comprehensive trading diary.
     
    #15     Jul 10, 2007
  6. ScalpGuy

    ScalpGuy

    If you can please do it. I would appreciate it much.
     
    #16     Jul 10, 2007
  7. feb 27th 2007 is the first
    dec 22nd 2006 was another
    oct 27th 2006 was another although not as profitable
    aug 15th 2006
    another one was commerzbank fat finger last feb/mar
     
    #17     Jul 10, 2007
  8. notouch

    notouch

    You didn't say within one minute. That's quite a move but then it was out of hours for the DAX so the lack of liquidity would have contributed to it.
     
    #18     Jul 10, 2007
  9. yeah, that was on expiry of the June contract, Ftse did the same when it went off just prior to that.
     
    #19     Jul 10, 2007
  10. ScalpGuy

    ScalpGuy

    Cannuc, what time at 27th.

    Biggest I found was only 21 points.

    Notouch: Sorry my mistake
     
    #20     Jul 10, 2007