From the open of US RTH, crude is down 8.4%, Yen is up 1.3%, ZB is up 1.2%, gold turned around over 2% or so. We could (Should) end down big in ES today. Edit: VXX is up 7%, which was more than yesterday. ES options Aug 2 / Aug 9 term structure has moved big as well, but I can’t believe my platform to put a specific number here. Edit again: God help the market if we get a bad employment report tomorrow, in my opinion. Hopes of an easier Fed may not be enough.
And the always forgotten one EMD (emini MidCap 400) at $5,320 RTH range. As usual, bigger range than anything else I follow