Is any one here trading bond futures like ZN and ZB. I am mainly interested to know how easy it is to scalp them, i.e. ZB moves in 1/32 that will give one $31.25 per tick as I understand. How liquid is it during normal hours and during off hours.
The ZN is very liquid with average daily trading volume of around 438,000 contracts. I don't trade the ZN right now so I couldn't tell you about scalping. The ZB trading volume is around 177,000 contract per day.
Size will not be an issue for you in the U.S. Treasury 5s, 10s or 30s. Wing them to your heart's content.