Is the slippage of T-Notes changed to 0.01? Wasn't it half tick? Or due to the half day trading, so the slippage increased?
The spread is still usually a single tick with good size on both sides. You'll probably get less slippage trading the a/c/e electronic contract.
you should consider that volume today in ZF/ZB/ZN and the pit contracts is EXTREMELY low. the guys are at home today. therefore, the spread may be .01 sometimes