S/R Emini Journal

Discussion in 'Journals' started by 4re, May 15, 2006.

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  1. DonKee

    DonKee

    Overnight margin is around $3500 vs $4000 for the ES. Day margin is half.

    Volume is not even close to the ES, more in line with the YM. Go to the CME web site for average daily volume.

    I only trade 5 lots at a maximum, but on a day like Tuesday where you get 7.5 points, a 5 lot is fine by me.

    It's really a great vehicle for those that "tick trade" and use the avd/dec and Mc Osc.

    BTW, during the Nov-Mar time frames, the ER really scoots compared to the ES. It's usually a great spread trade during that period.
     
    #4951     Sep 14, 2006
  2. DonKee

    DonKee

    Yes, using MD would be silly for the ER. I'm pretty sure that MD is only useful for the highest volume markets.
     
    #4952     Sep 14, 2006

  3. You can still see some good trade set-ups, but the commercial players order flow at times can throw in abnormal spikes.....not as effective then.
     
    #4953     Sep 14, 2006
  4. DonKee

    DonKee

    I could be off here, but it looks like

    Avg Daily Volume this summer was:

    ES: >500,000
    NQ: 200,000-250,000
    ER: 200,00-250,000
    YM: 150,000-200.000
     
    #4954     Sep 14, 2006
  5. ER2 had a lot of extra commercial action this summer when the highs in May were sold off....the average volume on the ER2 is now probably lower than the NQ again.
     
    #4955     Sep 14, 2006
  6. DonKee

    DonKee

    Yea, you're right:

    I don't know if esignals volume numbers are correct:

    The past three days

    ESZ6>1 million

    NQZ6=300k-400k

    ERZ6=200k-300k

    YMZ6=100k
     
    #4956     Sep 14, 2006
  7. DonKee

    DonKee

    Yea, you're right:

    I don't know if esignals' volume numbers are correct:

    The past three days

    ESZ6>1 million

    NQZ6=300k-400k

    ERZ6=200k-300k

    YMZ6=100k
     
    #4957     Sep 14, 2006
  8. #4958     Sep 14, 2006
  9. Oh well :(

    Anyone playing the S&P 500 rebalancing happening after market? Any information you can add about this?

    Thanks
     
    #4959     Sep 14, 2006
  10. #4960     Sep 14, 2006
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