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I was searching for tick data also and came on this post. I don't have those symbols but I found minute data for 6E/6B futures contract if anyone is interested. http://www.micro-trends.co.uk/data/Futures/ It's both minute and daily. Formatted for NinjaTrader. Shouldn't be too hard to...

1 trade last week, net +$150 (1.5 ES pts on 2 contracts). No other trades, data was not supportive. This mornings data did not support either.

No trade today. The data was close, within 2 percentage points of my minimum. This was an up gap against big daily fib resistance (1126), 2 prior days of unfilled gaps. A false up gap also. The dollar had been gaining all night. Anecdotally this setup was a no brainer, but this is a system...

No trade today either. did not fill Monday should be interesting. 2 days in a row of unfilled gaps

No trade today, gap was in the zone of non supportive data. Made a great run at it all day. However, did not fill.

Had a post up here, dissapeared. Don't know why. Gap today was very small, and did not meet the criteria. I will be looking for larger gaps and patiently waiting. On the plus side, I have been forward testing my system at midnight and it is going well. As of now I am entering, when the...

Loser today. System called for a 5.5 pt stop. With the econ data @ 10 I elected to use a slightly larger 6 pt stop. Didn't matter. I don't often vary any part of the system, but I don't mind (with rare frequency) tweaking my stop. Though this is not part of the system, I did take a...

July Rollup: Trades: 8 5 wins & 3 losers Win pctg: 62.5% Profit/Loss: $ (-271.50) Summary: The tradeable setups this month (per the system) included far too many small winning gaps. Since the stop size is somewhat fixed (30% the 5 day ATR), for this system to be profitable the size...

The data didn't support either the Thurs or Friday gaps. Thursday was 1 percentage point away, was close but my rules keep me out. What was your trigger for entry of that gap? Today's gap also had abysmal numbers, and did not fill. I will weight myself heavily tomorrow and if the data...

No more trades this week. Data wasn't supportive. Too bad, monsters gaps both Thursday & Friday. The data on Thurs. was one percentage point away from my bare minimum, so it was very close to being supportive for me. Have noticed the following ES pattern of price action over the summer...

Are you an "everyday" gap trader? By that I mean you consistently take the gaps everyday the setup is there for you. If so, I would like to hear what your stop methodology is on those 2nd gaps. Mine is 30% of the past 5 days ATR. For tomorrow it will be 5 points (5 day ATR is 16).

No trade Fri-Tuesday. Took trade this Wed. morning, data was supportive. winner. 2 more days left in the month and I am even with this strategy. As was mentioned the price action was terrible overnight, consistently, with gaps closing 1-2 hours before the NYSE open. So far, I...

Data was moderate to strong today. Took a loss. Plus side is the gap did not fill.

No trade for me today. Data didn't support it well. Gap filled (both 4:15 settle and NYSE close which was quite a bit higher). Shorting that first GLOBEX pop @ 1085 was a no brainer. Setups down to 1053.25 are fairly solid. If we trade between there and the 4:15 CME settle price I will...

Took it today. 5.75 pt stop, 3 contracts. winner, winner. chicken dinner. Now if the Euro will just play along (I am primarily a Euro swing trader and using the ES gap fill to "finance" my Euro trading and provide my daily bread in between the daily swings on the Euro)

Data for Monday looks good on very small downgaps and decent sized up gaps. I will take the trade with 3 contracts (unfilled gap on Friday so I will increase size, however it is Monday so I won't go with 4). Anecdotally, the most powerful function of the data is predicting gaps that will not...

All downside data looks bad. No trade today. Die ES die (and take the euro with it).

As pekelo said, gap was created. Both up gaps and down gaps both looked awesome. They both presented overnight (2 big up gaps that closed and a nice small down gap). No trade at the open since mkt was flat by then.

Thanks for the the trades setups. I'll have to think more about them and may have some questions for you in the future. I am (admittedly) not a good ES trader, though I have done better during the overnight session. I find the many headfakes and full retracements in the ES have taken me out...

TY. I used to trade a gap fill system that traded overnight gaps that I developed over time. It was profitable, though it required constant overnight attention to get best fill and multiple scaling overnight. In short, it was too time intensive and I was unable to stay awake for the NY...