Thanks. Is this something you like to do? What major benefits would this technique offer if it is well done?
Why trade at the open? Just skip the first 30 minutes to avoid thening volatility and it goes back to normal. Or, get on a platform/ brokerage that trades all world markets. I day trade futures all night and also US hours, whatever time I feel like.
Micros is awesome for back testing your strategy and creating your system. My greed pushes me back to the minis in short order though.
Thats´s also my experience. At the open the price movements are to fast for me. Maybe some of us can handle this but not me. It seems the opening is traded by a lot of algos. For me it´s better to wait 30min-60min before start trading. Maybe you can compete with the algos at the open if you implement your own algo. But this is another story.