Anyone day trading the DJ Euro STOXX 50-volume is 2nd behind ES

[increasenow]

Thoughts? Comments, insight on trading this high volume index future? 2nd behind the ES in volume

 

[MGJ]

I rank by front month volume, ignoring the back months. Among the ~ 100 markets that I monitor, the highest volume contracts (median daily volume of the last 16 weeks), presented as a fraction of the Emini S&P volume, are

1. ES - 100.0% of ES
2. EuroSTOXX - 64.0% of ES
3. 10YearNotes - 63.2% of ES
4. Bund - 46.3% of ES
5. 5YearNotes - 34.0% of ES
6. Schatz - 32.1% of ES
7. BOBL - 28.2% of ES
8. EURUSDcme - 17.7% of ES
9. 30YearBonds - 16.9% of ES
10. 2YearNotes - 14.4% of ES
11. NQ - 13.3% of ES
12. Eurodollars - 11.4% of ES
13. Corn_chicago - 9.3% of ES

(Front month volume only)

 

[eudaemon]

That's the european game to play instead of ES which has low volume at those hours.

 

[uexkuell]

It never appeared to me why retail traders would have a need for big volume.

DAX is a much nicer instrument to trade.

 

[jtrader99]

front month crude has higher daily volume than corn just fyi and so do a lot of the currencies.

this shouldn't really matter, unless your trading 1000 lots which I'm going to go out on a limb and say your trading nothing close to that.

 

[increasenow]

Quote from MGJ:

I rank by front month volume, ignoring the back months. Among the ~ 100 markets that I monitor, the highest volume contracts (median daily volume of the last 16 weeks), presented as a fraction of the Emini S&P volume, are

1. ES - 100.0% of ES
2. EuroSTOXX - 64.0% of ES
3. 10YearNotes - 63.2% of ES
4. Bund - 46.3% of ES
5. 5YearNotes - 34.0% of ES
6. Schatz - 32.1% of ES
7. BOBL - 28.2% of ES
8. EURUSDcme - 17.7% of ES
9. 30YearBonds - 16.9% of ES
10. 2YearNotes - 14.4% of ES
11. NQ - 13.3% of ES
12. Eurodollars - 11.4% of ES
13. Corn_chicago - 9.3% of ES

(Front month volume only)

You monitor 100 markets? Wow! Will you at anytime trade one of those 100 markets? If yes, never heard of that much monitoring. Always heard of the opposite, meaning monitor and trade a few contracts etc

 

[OTCkrak]

as long as the spread is tight, ill #%Â¥* it

just for fun ill open a spread on some random contract and let it play out a bit, its a great way to learn the price qction

 

[MGJ]

Quote from increasenow:

You monitor 100 markets? Wow! Will you at anytime trade one of those 100 markets? If yes, never heard of that much monitoring. Always heard of the opposite, meaning monitor and trade a few contracts etc

Yes I monitor >100 markets and yes I take all signals in all markets at all times. As of Friday's close I have 53 active positions, and six signal alerts for Monday.

This type of trading requires

• a large enough account to fund many dozens of simultaneous trades at an appropriate (low) level of total portfolio heat;
• computers
• willingness; first, to set up the environment, and second, to perform the daily operations, every single day

 

[olias]

Quote from increasenow:

You monitor 100 markets? Wow! Will you at anytime trade one of those 100 markets? If yes, never heard of that much monitoring. Always heard of the opposite, meaning monitor and trade a few contracts etc

that sounds like it would be right up your alley!


teasing