tomorrow is rollover day

It's that time again. Rollover is on Thursday Dec 11, 2014 for Equity Futures according to the CME: http://www.cmegroup.com/trading/equity-index/rolldates.html

 

I just realized that I started this thread 10 years and 2 days ago. Feels like yesterday.

 

It looks like the ES volume for Dec14 is over 5 times larger than the volume for Mar15. If you deduct the volume generated by the futures roll, the difference would be even greater. This means that day traders should still be using the Dec14.

 

Thank you for the reminder, I totally forgot about it with all these holidays, and what not...lol

Schaefer

 

eSignal doesn't change the contract on its "#F" param today until the overnight session for Friday. That's when I like to make the change... still plenty of volume in old front month for a couple of days.