ES is hard to scalp. Not enough vix - I say ES is more a momentum product. I haven't never trades bonds, so I don't know what those markets are like. But CL is pretty good - although you will need about 8k to trade/contract (based on my calc) - assuming margin at around 2600 per. I agree with the other posts. Swing is better than scalp. I have done both. Scalp is just not worth it - in terms of the capital needs and time expenditure. If you swing trade and not hold bags at the end of the day, you can still do this while work at a nice relaxing job pulling full salary. If you are retail - like me - the best way to go about this is to swing trade intraday while working full time at a nice relaxing job. Unfortunately I just started a job that I can't trade no more. Good luck either way.
Many days were 2-4 points range. S&P didn't hit 200.00 level till late 1985. Plus, you had to be much more well funded back then, compared to now. Then to day trade one contract the daily margin was $12,500 and today a ten lot of ES is $5,000. The percentages were a tad highly for traders to learn and earn than today, it took more effort as you had to call the broker who called the floor to place an order, some brokers took OCO's and other didn't if you were entering on a stop order. All this time, traders didn't over trade cause of the time delays, but at the time, it was incredible cause one could do it. Now you can be in and out in a second, too many overtrade. I seldom recommend to anyone to learn how to do what I do, which is scalp. Counting winners, losers and breakevens, I average $24.50 per trade after comm in ES, I don't pay retail comm though. I also trade 6E, Crude Oil, 5yr Notes and sometimes the Dow I believe the best way to accumulate wealth is longer term trading, whether it be stocks, commodities or mutuals. Looking at it every couple of days instead of each tic. Go for the bigger trend than two minutes if that.
For scalping, you want contracts with a wide bid-offer spread. You can't "scalp" something that is consistently a tick wide with 100 contracts on the bid and offer. It's possible to scalp very consistently, but it's harder now with competition from algos. And you will always run into scale problems, so there's a limit to how much you can make. IMO scalping is not the game it used to be, and I would not recommend anyone go into it full-time at this late date. Even if you do well, in 3-4 years your skills may become obsolete.