Emini Volume records ?

Discussion in 'Index Futures' started by syswizard, Jan 4, 2019.

  1. schweiz


  2. Surely the CME Group should have this published somewhere.
  3. RRY16


  4. ES Daily as provided through TradingView.
    NB:data and volume source(s) are unspecified

    3 million, 4 million, and even 5 million are seen in recent years.



  5. :D:D:D
  6. omg lol love it!
  7. schweiz


    It is years ago that the long term average reached 3 million, you see that clearly in your chart. Only a few spikes going over 3 million. The LT average is probably even lower then 2 million. I think over 90% of the day we never reach 3 million.
    Years ago it was higher then today. Watch the charts of the 2000-2005 period.
    We only saw a revival from september 2018 as the volatility went up strong.
    Last edited: Jan 5, 2019
  8. Why doesn't the CME Group publish the top 10 trading days by volume for ES, NQ and a few others ?
    Surely they can hire an analyst to do this......they make so much money !!!