Not rounding your orders to the nearest 100 seems like a bad idea. Might be part of the reason why you are seeing such high slippage.
Are you still working with automated trading/ I have built a system over the last 3 years to trade mainly the ES_F or emini , it works with any futures as well as stocks/ would like to see how far you have come with your system and discuss this further
Just my ES_F trades today, trading 10 cars at a time Ticker Trade Date Price Ex. date Ex. Price % chg Profit ESM0-GLOBEX-FUT Short (trail) 4/30/2010 5:32 1205 4/30/2010 6:42 1204.25 -0.06% $370.20 ESM0-GLOBEX-FUT Short (trail) 4/30/2010 6:50 1203.5 4/30/2010 7:11 1197.5 -0.50% $2,995.20 ESM0-GLOBEX-FUT Short (trail) 4/30/2010 7:15 1195.25 4/30/2010 7:23 1196.5 0.10% $(629.80) ESM0-GLOBEX-FUT Short (trail) 4/30/2010 7:51 1201 4/30/2010 8:03 1200.5 -0.04% $245.20 ESM0-GLOBEX-FUT Short (trail) 4/30/2010 8:54 1199.5 4/30/2010 9:31 1193.5 -0.50% $2,995.20 ESM0-GLOBEX-FUT Short (trail) 4/30/2010 9:37 1192.25 4/30/2010 10:15 1190.25 -0.17% $995.20 ESM0-GLOBEX-FUT Short (trail) 4/30/2010 10:33 1191.25 4/30/2010 10:39 1191.5 0.02% $(129.80) ESM0-GLOBEX-FUT Short (trail) 4/30/2010 11:29 1192.25 4/30/2010 12:10 1187 -0.44% $2,620.20 ESM0-GLOBEX-FUT Short (trail) 4/30/2010 12:20 1188.5 4/30/2010 12:53 1184.25 -0.36% $2,120.20 ESM0-GLOBEX-FUT Short (trail) 4/30/2010 12:58 1185.5 4/30/2010 13:01 1183.5 0.13% $995.20 $12,577.00