This is a really interesting thread to me, as it seems I am the only one here who uses the same techniques for both stocks and ES (and for nearly everything for that matter). Then again, I use a very simple retracement approach. I never chase ES breaks, but then again, didn't do this in stocks either. Wait for the retrace, or miss the entire move. That's my approach for trending times. When markets aren't trending, then I just trade the ranges. How do I do this? I eyeball it. The execution speed and lack of anyone screwing me (such as MM's) is why I prefer ES, or any electronic future with volume. Jay