I need help of ET members on this matter: could anyone point me future markets, which are relatively liquid (at least somewhat close to CL/GC liquidity) and have similar volatility? Besides CL, GC, NG, FDAX and a whole bunch of US SIFs (because I already know all those listed). Preferably traded actively around US regular trading hours. Are there any other trading vehicles with similar parameters?
Currencies are very ugly lately, rarely smooth small TF PA even in 6B.... TF yes, it relates to "whole bunch of US SIFs"... wonder if there's anything else?
ZS has bigger moves in a smaller trading session than ES with the same tick value. Liquidity if fine during the day session.
Russell may semi-correlate to the other eminis, but its pit-session range is usually 2x to 4x greater on a $$ per contract value than the others. I too have looked for anything else such as you seek, none exist. Soybeans are great when moving, dead flat for periods of time too. Ditto CL. Makes large range moves one or two sessions out of five, chops the rest. Everything else is contracted in ranges, there are no hidden gems these days. Unfortunately. If you want widest ranges with decent liquidity, Russell is the king.