which are the 3 most liquid futures markets?

Discussion in 'Trading' started by chipmunk, May 25, 2012.

  1. Hi which are the three most liquid futures markets for day trading? Are these also the best for day trading? If not, which ones are?

    And which market is TF?

    Thank you
  2. TILT2


    The future market of dow jones, spx500 and nasdaq are the three most liquid markets.
    To your second question, I don't know, either.
  3. H2O


  4. SMI

    SMI ET Sponsor

    TF is the Russell 2000 traded on ICEUS
  5. plyka


    The most liquid futures markets will be the treasuries. But i'm not sure why this matters for daytrading. If you're asking this question, you're not going to be moving thousands of contracts, so from your perspective, they are all liquid enough for it not to matter. Even the most illquid of markets should be able to not flynch with normal amounts of selling. You will get no slippage in any of the major markets at all even with selling the type of size individual traders are capable of selling.

    As for the best daytrading vehicle, it all depends on the daytrader. For me, without doubt CL (oil) is the best for daytrading. The indices are too erratic for me. I like treasuries, but more from a swing trade angle. Gold is the best swing trading market. Again, at least for me.
  6. wrbtrader


    Futures liquidity ranking @ http://www.traders.com/index.php/sac-magazine/departments/futures-liquidity

    Only your trade method will decide which is the best for day trading. Simply, test your trade method on the most liquid futures trading instruments and let your results (not anonymous forum users) determine which is best for you to day trade. In fact, it's very common for losing traders to be trading the wrong trading instrument when their trade method performs profitable on a different trading instrument had they taken the time to test their method on many different trading instruments. Thus, don't fall into the typical newbie trap of trading what's popular or what's recommended to you because only your trade method can determine which trading instrument is suitable for you.

    TF = Russell 2000 Emini TF futures that's traded on ICE Exchange @ https://www.theice.com/

    Don't mess with the Emini TF futures if you don't have a strong understanding of volatility.
  7. The GE (Eurodollar) is by far the most liquid future contract.

    It may not seem so liquid if you take only the front month into consideration, but if you start looking at the back months you'll see that almost every other contract drops to near 0 for expirations 1 year from now... while the GE holds steady volume & liquidity for several years into the future...