er2 and the russell rebalance

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

  1. DonKee

    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

    :)