Recent content by guy2

I just realized that I started this thread 10 years and 2 days ago. Feels like yesterday.

It's that time again. Rollover is on Thursday Dec 11, 2014 for Equity Futures according to the CME: http://www.cmegroup.com/trading/equity-index/rolldates.html

That chart that I did in 2005 shows how the volume switches at 9:30am on rollover day (today) and that was true I'd say until a year ago. Does anybody know why that has shifted to about a day later now?

It's purely volume. You want to be trading the contract with the highest volume so that you get the tightest spreads and best entries and exits.

Yes, it's the end of the year. Roll your contracts from December (Z) to March (H).

Rollover tomorrow?

Did everyone remember? Rollover day tomorrow: Thursday March 8.

Tomorrow (Thursday 12/8) is rollover day.

I know that this is 3.5 years late but I think that this is what you're looking for: http://www.mypivots.com/dailynotes/symbol/427/-1/sp-500-trust-etf

Contract rollover is 10 March 2011

I'm not suggesting that you change your trading or charting software. Just the contract that is active.

rollover on Thursday 9 Sep. Contract changes from Sep (U) to Dec (Z). Change charts and trading platform!

Rollover tomorrow on the index futures. Don't forget to change from M to U on both charts and trading platforms.

I don't know about finding the code for Trade Station but I did a Google search using the words "market profile trade station" and that showed a number of results for what I think you're looking for. If those don't work out and you're going to write one yourself then the value area rules are...

Tomorrow (Thursday) is rollover. H0 becomes M0.