Index futures, yes, I do. Have since late 2006 when transitioning from equities. Currently 90+% of my volume is ES, 5-7% 10YR & 6E, remainder smaller swing positions in ags/metals. Never use NQ/YM. Intra-session only on ES/10YR. Last year was a slower year for me, but 2013 has heavily picked up. March and April set two consecutive PnL career records for me. ES is trading quite well. Very good fill rates/quality this yr minus a few pockets early-mid April. I monitor the top 20 CME products rather closely, you couldn't pay me to remove ES as my main repertoire. Any specifics you would like addressed?
I trade almost every day. usually the Russell 2000. I have been trading for 20 years and will be happy to help anyone who needs help within reason. I am profitable most every day but have a well defined time during the day that I trade. I do not trade any size that makes me nervous. I trade 1 contract to 20 depending on the day, setup etc
I have some clients who spread trade the index futures against each other for a living. I would not label them "day traders" but rather swing or position traders. One client here in Chicago and two clients in Singapore are particularly good at it in fact.
You should get an award just for that. The Russell -- that's ICE (formerly FINEX) right? I used to work in the DX, right next door. The Russell was tiny and sleepy (even more so than the DX). I'm curious, are you net long/short or do you do fancier things?