http://www.cbot.com/cbot/pub/cont_detail/0,3206,1070+14719,00.html There are general truths in what JC wrote in this article, but be awared that some of the probabilities of gap fills have decreased. In addition, his description of ES being hyperactive in comparison to YM is perhaps offbased, perhaps he was currying favor with CBOT at the time of writing.