If you think ES and NQ are liquid enough to day trade, then you must also like the following (which have more or as much open interest than the ES and NQ):
Symbol Open Interest Name
EDM2 728,104 Eurodlr. Jun '02
EDH2 716,024 Eurodlr. Mar '02
TYM2 583,282 Ten Yr Nt Comp. Jun '02
FVM2...