Roll Day?

Discussion in 'Trading' started by tango29, Sep 9, 2010.

  1. Isn't this roll day? Holy crap, maybe I'm a week early, this is the worst roll day volume I've seen in awhile.
  2. Tom B

    Tom B

    Yes, it is roll day. Contracts roll to the December (Z) contract.
  3. pspr


    Dec emini volume is very anemic so far.
  4. Volume is higher on the old contract. That's what I traded this morning. Two okay trades. Not great moves, but better volume compared to the new contract. Bottom line, on "rollover day" I check volume to see which one to trade.

  5. I go with volume also, but this is pathetic.
  6. Rosh Hashanah
  7. olias


    Good call. I've noticed that it is usually not until the following Monday or Tuesday after rollover day that the volume in the new month will overtake the old month.
  8. Bingo Bondtrader. I usually have all that stuff on my calendar, but my calendar this year seems to have dropped that off.