New Symbol for ER2?

Discussion in 'Index Futures' started by OldTrader, Sep 10, 2008.

  1. Well, TF is not looking so good.

    First: it is not included in IB's Futures bundle so have to subscribe (1$ - yes it's low but spent time figuring it out)
    Second: Volume is not correct
    Third: Low liquidity producing all kinds of price gaps.

    No more Russell for me. Will look at it again next year. I'm adapting to ES.
     
    #81     Sep 29, 2008
  2. What time of the day are you trading? I trade from market open to no later than 11am. Liquidity and volume seem to be good during those times.
     
    #82     Sep 29, 2008
  3. Does anyone know where to find the historical data for the daily volume of the TF?
     
    #83     Sep 29, 2008
  4. mwald

    mwald

    #84     Sep 30, 2008
  5. TF volume yesterday was only 133814 on the biggest point loss of all time on the DOW. Volume seems to keep going down.
     
    #85     Sep 30, 2008
  6. #86     Sep 30, 2008
  7. drodri10

    drodri10

    The spread so far is 3-4 tics wide. Volume on Day 1 is not bad -for a new contract. Keep watching it, I think this product will do well for USFE.
     
    #87     Oct 3, 2008
  8. How is the volume on TF last couple of days. Is it imroved. Thanks
     
    #88     Oct 3, 2008
  9. <i>"TF volume yesterday was only 133814 on the biggest point loss of all time on the DOW. Volume seems to keep going down"</i>

    Anyone who traded the ER for long has seen that symbol go spastic during times of extreme volatility. Whenever the ES went wild, ER tended to trade thinner and erratic.

    The ER/TF trades best during periods of low, normal and slightly high volatility. It does not perform well during extreme volatility... never has. The TF will offer you one to several +5pt (or greater) profit trades per session, catching them requires various degrees of skill.

    Symbol is fine, acts like ER did with slightly wider spreads during lull periods. Other than that, steady as she goes.
     
    #89     Oct 3, 2008
  10. lindq

    lindq

    IMO, it sucks. I seldom saw ER spreading to two ticks in a "normal" environment. TF does it regularly, which is a significant issue.

    ER was a great trading instrument. By now TF should be showing increasing volume and tighter spreads, but it isn't.

    For 3 days now I've entered TF only to see myself immediately underwater as much as $160. due to the spreads on 5 cars. And that wasn't during any periods of high volatility.

    That ain't fun.
     
    #90     Oct 3, 2008