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I'm currently short 3 RUT 450/460 call verticals and the position has a delta of -20. I am also long 3 IWM 47 calls with a delta of +78. Given that the IWM is 1/10th of the RUT, would that translate into 78 IWM deltas being equivalent to 7.8 RUT deltas? Just trying to figure out overall...

Does anybody have any insight into whether a 10-point wide spread vs. a 20-point wide spread would likely be easier to have executed? Since most of the spreads I see in the order book are 10-point wide I would venture a guess that these spreads are more liquid. On the other hand, I would...

Surdo, I understand that the futures index is tradeable and that is the instrument you trade. However, given that the /ES is a derivative of the Cash Index, the value of the futures index is based on the value of the cash index and the value of the cash index is based on the value of the stock...

Thanks for the feedback guys, but what I'm getting at is since the indices (not the futures, but the futures are derivatives of the indices) are simply a summation of the stocks they represent, how could the price action give any respect to the pivot points? It's not the index that is traded...

Specifically, looking at the RUT and its Pivot Points, it popped into my mind that this isn't even a tradeable instrument; can pivot point analysis possibly be of any use??? What are your thoughts? This would apply to other indices as well. Further, to some extent, this would lead me to...

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The difference between the EOD Mark price vs. Last Trade price can be quite different (especially over the weekend). I'm curious as to what everybody is using and what your reasoning is behind one or the other. I've been using the EOD Mark price; however, with my current straddle, the EOD Mark...

I have been searching Google for a free source of Time & Sales Data for individual equity options but have yet to find one. Does anyone know of a good source that has the Tim & Sales data from the exchanges? (I thought CBOE.com would offer theirs, however it appears this is only available...

If the circled crossover on the MACD is what you're talking about, that is not a t28 trade--see the very first post for what his trades are.

Hey beef, the symbol used for the ER2 on quote.com is AB Z6

JJ, you say the short-term trend is down, are you basing this on an objective indicator, is this subjective as you interpretation? Thanks

Talk about a trending afternoon...

Hey this is interesting, I took the ES chart and overlayed it transparently on the ER2 chart. Seems that the two have a pretty high coorelation. Is this the norm for these two?

Pretty impressed and interested in this. I've searched through the thread and haven't been able to deduce what your logic/system/way of doing this is. Do you discuss your system/method somewhere? Thanks

Can anyone who's read any of Thomas N. Bulkowski's books provide some insight into how helpful they would be to someone interested in the futures markets? I read the reviews of his books and they seemed mainly geared to individual stocks, is this so or would it be beneficial to read and apply...

Yeah Bear, the ER2 had some pretty nice setups as well this morning.

Not bad then, I can see how the 3SMA +2 offset serves well for re-entries. For the morning's ZLC, however, did you wait for that pull back after the big spike, or were you in before that? Thanks for all you help

T28, How did you do this morning though? I wouldn't disagree with Bearbelly's remarks you probably made out great on the moves, but for a novice considering this approach, this morning's activity is iffy at best.

Here's this morning's chart. Not any worthwile signals IMHO. This is Central time, so add an hour to get New York time. 1- The early morning ZLC at about 8:30, looks like it would've stopped out if placed right at the cross. 2- ZLC at 9:50 looks to be a loser as well. 3- the rest...

Nice. I can see what you mean with the bear flags. So the 3sma would serve as a sort of 'trigger' once it is violated, by price crossing it before the MACD cross?