there were no trades of 20 lots or greater between 1110 and 1095 on the way down. After that it was a free for all on the way up. It traded 1800 contracts in 1 minute on the way up.
Damn, I didn't even see that. The ES drop was tame compared to that. Pretty narly looking hammer, too
goofed late in day I have been making some nice money after the close doing arb as the traders unwind their end of month
In my experience, it seems that approximately one session out of two months has such a wild close, maybe a little higher. What would you say?