When does ES rollover? in other word, when is the proper day to start trading the next month? http://www.cmegroup.com/trading/equity-index/rolldates.html According to that it is December 10, 2015. Is this correct? (tomorrow)
You're literally asking in a trading forum whether the information on CME's own website is correct? Are we expected to have better information than they have, about the rollover date for their own product?!
I wasn't quite sure if I should trade december product on 10th or start trading March product on 10th.
yes it's always on a Thursday. If you want to roll out a position that is usually the best day. I'm sure there are many sophisticated traders who try to find some edge on rollout day, but I have found a simple buy one contract sell the other at the mkt simultaneosly will usually give you a decent spread if traded after 9:30 on rollout day. if you are a day trader start trading the new contract on rollout day. But there can be some activity in the old month you may find interesting.
Unless you're trading big size, shouldn't make any difference short term. The Dec contract will still have good volume for a couple of days.