Trendy contract..

Discussion in 'Index Futures' started by frostengine, Sep 6, 2007.

  1. What index future contracts have good trends on small timeframes such as < 5 min

    ER2 had good trends but due to the move I wont be trading that contract.

    I have been looking at ES a lot, but it seems more suited for some sort of counter trend strategy. Most of the moves are short lived and bounce back and forth a lot. When it does make a "trending" move it normally makes most of the move very quickly instead of steady. I guess what i'm looking for is which of the Index future contracts make the best prolonged grinding trends with the least pullback.
  2. plodder


    ES often "pops and chops." Many of the players may take a position and hope for a big buyer/seller to come along and make their position good. It may be more of a breakout play contract, possibly trending after the breakout. What about NQ, bond and currency futures?
  3. it seems as if NQ has it...ES seems to be more volatile...
  4. Lucrum


    This list is from another member and more than two years old. Even though it contains markets other than equity indexes and considers a time frame longer than your asking about it will give you some idea of trendiness. You might note that most of the popular indexes are at or near the bottom of the list.

    Trendiness Report starting Jan. 1996 ending Dec. 2005
    at least 10 days in the trend

    1. Mini Value Line
    2. Nikkei Index
    3. 90 Day T-Bill
    4. Short Sterling
    5. Japanese Yen
    6. Palladium
    7. Fed Funds
    8. Australian Dollar
    9. Goldman Sachs C.I.
    10. Soybean Meal
    11. British Pound
    12. Platinum
    13. CRB Futures
    14. Euro
    15. Pork Bellies
    16. Swiss Franc
    17. Dollar Index
    18. Corn
    19. Lumber
    20. Eurodollars
    21. Gold
    22. NYSE Comp.
    23. KC Wheat
    24. Mexican Peso
    25. Soybeans
    26. Natural Gas
    27. Cocoa
    28. Feeder Cattle
    29. Oats
    30. Canadian Dollar
    31. Orange Juice
    32. Muni Bonds
    33. Minn Wheat
    34. Heating Oil #2
    35. Copper
    36. S&P 400 Midcap
    37. Live Hogs
    38. Rough Rice
    39. T-notes
    40. Unleaded Gas
    41. Crude Oil
    42. Russell 2000
    43. Live Cattle
    44. Soybean Oil
    45. Cotton #2
    46. Sugar #11
    47. Silver
    48. Wheat
    49. Dax Index
    50. Emini Nasdaq
    51. T-bonds
    52. S&P 500
    53. German Bund
    54. Coffee
    55. Nasdaq 100
    56. 5 YR T-Notes
    57. Long Gilt Bond
    58. FTSE 100 Index
    59. Dow Jones Index
    60. 10 YR T-Notes
    61. Emini S&P 500