FNM unusual behavior

Discussion in 'Stocks' started by Avid_Consumer, Mar 15, 2007.

  1. I've been meaning to toss this out there for a few days. What do people think about the change in FNM intraday since 2/26?

    The intraday chart seems to indicate a pretty dramatic, immediate and strangely compressed increase in short term volatility starting the morning of the 26th before the big selloff had began. It's pronounced enough that it really jumps out you looking at say a 5 minute chart when comparing pre 26th to post 26th data, and hasn't changed since

    I can't find much of a historical analog for it, nor does the volume seem to explain it
     
  2. here's typical pre 2/26
     
  3. typical post 26th
     
  4. here's a shot of the actual transition, morning of the 26th
     
  5. Anyone else notice this? I was watching it this morning and it looked like the errant prints were coming from the nyse, kind of like what was happing right after the big selloff day in a lot of stocks.

    not sure, maybe it's a tradestation issue, but interesting that it preceeded the selloff by a day or so
     
  6. no takers.. that's cool. maybe it's some kind of working group footprint