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Most of the trading of A50 index futures occurs between 9:00 PM and 3:00 AM Eastern Time. During this period of time, the bid/ask spread is often less than 5 ticks, usually between 1 and 3 ticks. (There is a 1.5 hours lunch break starting at 11:30 PM.)

Sierra Chart also provides tick by tick historical data for ES dating back to the June 2011 contract. On the other hand, NT seems to have stronger scanning capability: https://www.sierrachart.com/SupportBoard.php?ThreadID=10559 In addition, if you do a tick by tick market replay using Sierra...

If I do small volume, the round trip commission(fixed pricing) is US$5.7 per contract. Please refer to the post/chart by i960 on previous page for details: http://www.elitetrader.com/et/index.php?threads/sgx-a50-index-future.292570/page-2#post-4143585

I have been watching this index futures for two trading sessions. It seems to be a sloppy market, that is, if my entry is wrong, I can often get away with three to four ticks profit. (Three ticks is needed to cover IB commission.) Of course, my opinion may change, if I watch this market longer.

CSI 300 index down 3.4% at the close.

The A50 Index Futures seems to be very choppy tonight....................

http://www.elitetrader.com/et/index.php?threads/consecutive-winning-trades.276502/#post-3841062 http://www.elitetrader.com/et/index.php?threads/fcm-pitfalls-and-poll.286653/ http://www.elitetrader.com/et/index.php?threads/can-your-broker-follow-you-if-you-get-good-results.286887/

What are you going to do with your extra second? Sell it to the highest bidder.

I have not looked at CN yet. But I did study the Hang Seng Index Futures on Thursday. Besides the wide bid/ask spread, I was surprised to find out that IB round trip commission was about US$7.7 (HKD60) per contract.

http://www.elitetrader.com/et/index.php?threads/nvidia.289044/

Hi i960, You seems to be doing a lot of volume analysis. Do you study VPOC ? If you do, under what conditions will you consider it as potential support or resistance ? Thanks.

Hi Jas, It is a tough day for my trading style too. After the double bottom pullback long entry, crude oil basically just chopped around for the rest of pit session starting around 10:30 AM Eastern Time.:confused:

I missed several trades in the morning, and decided to take a long lunch break. When I came back, and opened the charts, I missed the first setup already. Frustration was building up. One mistake led to another. I ended up missing all three.:(

I also prefer EMA, simply because some momentum indicators like TSI and RSI were originally designed to work with EMA. We all have our likes and dislikes. Some people choose SMA, and there is nothing wrong with it. Just my two cents.

Hi Jas, I was bothered by the choppiness too. Not patient enough. The biggest mistake was to miss three setups in a row within 25 minutes. Finally, end up with one scratch trade. :(

http://www.elitetrader.com/et/index.php?threads/macd.9057/page-4#post-4107569

Yes. Today seems to be the rollover day. For the time being, VPOC volume for the July and August contract are 3,961 and 3,870, respectively.

Don't hold your breath .... http://www.elitetrader.com/et/index.php?threads/which-prebuilt-computer-will-help-me-run-2-3monitors-while-multitasking.284770/page-2#post-3991356

If memory serves: Between April 10, 2000 and April 14, 2000, NDX dived almost 1,100 points in five trading sessions. April 14, 2000 is one of the worst days, if not the worst, for this index pointwise (more than 300 points). With this kind of volatility, you can probably say that NQ moved...

Thanks.