This annual report is a good read if you trade futures: http://www.futuresindustry.org/downloads/FIA_Annual_Volume_Survey_2013.pdf
first sentence is enough for me to confirm my observations on stocks that i made a while ago.. people were laughing a me,when i noticed sharp decline in volume(yeah..i know-adapt or die). looks like futures aren't immune either...combine this with record low volatility thru the day and very narrow ranges..adapt my a***..keep on laughing..