(I posted this same message on the Automated Forum, not knowing which is best to find someone expert on this subject.) Has anyone else noticed that the volume and volatility spikes at 8:30 EST are getting bigger and bigger? This weird behavior extends beyond the ES to the YM, NQ, and the premarket trading of Spyders, Diamonds, etc. I always thought these premarket spikes were some form of program trading related to European markets, but now I am begining to wonder what is up? The number of contracts pushed through in just 2 or 3 minutes has lately exceeded the normal volume of 2 or 3 minutes during market hours. Weird. Anyone know anything?