tomorrow is rollover day

Discussion in 'Index Futures' started by guy2, Dec 8, 2004.

  1. guy2


    Tomorrow is rollover day in e-mini and other futures contracts. Last week eSignal re-published a piece that I wrote on rollover days in their "trade like a pro" section of their web site. I have just spent some time reworking this article/note/tip and you can read it here. Basically it is trying to give some advice on when and why you should switch from the current contract to the next. Comments are always welcome and this page will be updated after each rollover day.
  2. Kap


    good info, thnx
  3. lescor


    All you have to remember is that it's the Thursday of the week before expiration.
  4. guy2


    As promissed I've updated this note about rollovers with today's charts and also fleshed out an explanation on the #F directive that can be used with eSignal charts.

    Thanks for the input everyone.
  5. Check the VOLUME, how hard is this??!
  6. guy2


    I don't understand the question...?
  7. guy2


    Remember to change your contracts tomorrow before trading.

    H becomes M

    Volume switches from H to M just before the open so at around 09:25 EST.
  8. mogul


    thanks for the heads up...geez it's March already
  9. guy2


    caught me by surprise as well :)
  10. I read your article, very informative. There are traders that specialize in trading spreads during rolls, I know I used to work in the nasdaq pit at the CME. They don't bet on the spread widening, they typically try to leg spreads and then either leg out are get out in the spread market. They are basically arbing between the spread market and the two seperate contracts. This is why the market becomes so choppy, if the march contract rises the spreaders are selling june, with this opposite pressure on the contracts both contracts have a hard time making any determined moves.
    #10     Mar 9, 2005