Do you change your contract for next month on Thursday or Friday, or other day?

Discussion in 'Index Futures' started by MoreYummy, Mar 10, 2010.

  1. Do you change your contract for next month on Thursday or Friday, or other day?
     
  2. I completely rollover on Friday, I will still trade Mar ES tomorrow. Have found that works best for my strategy.
     
  3. olias

    olias

    If you compare the volume in the March vs June tomorrow, you'll probably find there's still more volume in March. Friday or Monday I'd expect more volume in June.
     
  4. Front month rollover for equity index futures is the Thursday prior to the 2nd Friday of the expiration month (generally, the 2nd Thursday). Tomorrow.
     
  5. No. The June contract's volume will swamp the March contract's volume tomorrow.
     
  6. some change on friday some change on thursday...

    Let's see if June or March contract win by the end of the weekend.

    From my experience, thursday still has more volume on previous contract than next quarter's contract.
     
  7. We'll see, I'm still pretty sure march will do more volume tomorrow (ES). Friday, though, definitely agree with the below.

     
  8. Never never never stay overnight daytrade only for me....:cool:
     
  9. Not if you are talking about the indexes traded on the CME. The front month volume rolls like clockwork on the basis I explained in my earlier post.
     
  10. changing charts on TWS to next month contract while keeping trendlines in tact?? Anyway of doing this that I am not seeing? Last time I had to re-draw all timeframes.

    Thanks.
     
    #10     Mar 10, 2010