Hi everyone! What's the average daily volume in Nasdaq100 Mini futures market? With new SEC rule perspective, I consider to switch my attention to futures... DT-waw
Volume of 100,000-150,000 on average this year, very liquid. Go to http://www.livecharts.com/ and type in NQ01U to just get a real-time feel and look at the liquidity. Thought you might like an article about stops on Globex2 the system on which the E-mini Nasdaq trades. http://www.pricegroupetd.com/Globexstops.html
I'm not sure if this is what you are asking but I'd found volume in the Mini to be a helpful filter in determining entries and exits in those stocks that are highly correlated to the NDX.