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That's what I'm saying, 763 traded at 58.75 -- agree unlikely, just stating the transactions: Start: 02/29/2012 17:27:24 Stop: 02/29/2012 18:00:32 Price Vol Delta TPOs TPOw 1360.50 1 1 1 1 1360.25 83 23 2 2 1360.00 944 186 4 4 1359.75 401 -145 4 -4 1359.50 135 -107 3 -3 1359.25...

closed 71.75 for +1.93 after commission

SIM long 1 @ 69.75

Oddly enough 700+ traded at that price, odd because it was 600+ at 59, 500+ at 59.25 ... usually the low tick will be quite low relative to the tick just above, but in this case it was the opposite.

A friendly reminder to any that may be affected, that due to end of month fair value settlement procedures, the ES close was 64.50, not in the 62s that you would normally expect. Last day of the month settlement is basically the cash close plus the premium.

In my dreams James... :) Jester, nice call! I'm guessing this is just some big fund closing out a long, or perhaps shorting, I guess overnight and tomorrow will tell the tale.

HOLY shit 148K in 60 seconds, that's a first for me

closed 65.25 for a tick each unit

SIM long 2 @ 65.00

Added a couple below y-low, out all 66 edit: +1.00 per contract -- again, got lucky here

Added 1 @ 66.75 Will close below the current low

SIM long 1 @ 66.50

out 69.00 for -0.50 on 1

SIM long 1 @ 69.50

Commissions -- yes I overleveraged a bit earlier, which is why I reduced when it got back to breakeven, to simulate what I more likely would do. I have struggled with the stops question. I am trying out some different things with respect to stops. The real issue is that I am basically...

Thanks LC, I remember last time's beige book being very boring, so not sure what to expect here.

closed remaining units for a total profit of a little more than +0.25 per unit -- I just wanted to get flat so I can approach the market fresh, and thankful that I did not get killed.

I think for me it's got more to do with, how do I view past volume data? Personally, I don't see much value in it, particularly when a futures contract is back-adjusted different ways by different data providers, and even the price alone will be different depending on how traders splice the...

Do you expect anything significant out of this?

I reduced to get back to a more reasonable and comfortable 2 units short at 69.00