Futures rollover today March 12?

Discussion in 'Index Futures' started by Tech Analysis, Mar 12, 2008.

  1. Because of the holiday next Friday are we rolling to M6 contracts today instead of tomorrow? IB gave a change over notice at login.
  2. With Fair Value being so low, not so easy to tell... however, perhaps rollover is still tomorrow. ES volumes on DOM are still bigger for the March.
  3. I guess we'll have to wait til the market opens; that's when the volume offically hits the new front month.
  4. If you're day trading, really won't make any difference.. unless you're big, of course. There will be adequate liquidity in both today.
  5. http://www.cbot.com/cbot/docs/87591.pdf
  6. Can anyone offer any tips, tricks and traps ... maybe a trading strategy revolving around rollover day.

    It seems that one could get into trouble trading around this day if one is not careful... certainly a neophyte like myself!!!

    Thanks all!

  7. Surdo


    Stop thinking you are a neophyte to start.