er2 and the russell rebalance

Discussion in 'Trading' started by DonKee, Jun 24, 2008.

  1. DonKee


    This is really making the few days before the rebalance wild.

    er2 is moving 7-10 ticks while the es just trades at the same bid/ask.

    I've had 2 trades this morning where my bracket target (15 ticks) was filled within seconds of entry.

    Good Luck to all