CL Redux

[Gabfly1]

Approximately which day of the month does the next contract overtake the currently dominant contract's volume? Does the dominant volume transition date usually vary from one monthly rollover to the next? And, if so, does it ever vary by more than one day? Does it perhaps occur on a specific day of the week on a monthly basis? Please advise.

 

[EON Kid]

Quote from Gabfly1:

Approximately which day of the month does the next contract overtake the currently dominant contract's volume? Does the dominant volume transition date usually vary from one monthly rollover to the next? And, if so, does it ever vary by more than one day? Does it perhaps occur on a specific day of the week on a monthly basis? Please advise.

http://www.elitetrader.com/vb/showthread.php?s=&threadid=177952


So I will changeover tomorrow.

 

[schizo]

Small long 70.60

SL 70.25

 

[schizo]

Quote from schizo:

Small long 70.60

SL 70.25

Flip short .56

Fliip long 70.69

(A fool that I am!)

 

[trader198]

70.8 long sl 70.5

 

[trader198]

out at b/e

Quote from trader198:

70.8 long sl 70.5

 

[schizo]

Quote from schizo:

Flip short .56

Fliip long 70.69

(A fool that I am!)

Flip short 70.75

 

[Gabfly1]

Quote from EON Kid:

http://www.elitetrader.com/vb/showthread.php?s=&threadid=177952


So I will changeover tomorrow.

Thanks for the link. I suppose the safe thing to do is to start watching the relative volume of the currently dominant contract and the one that follows shortly after mid month.

 

[schizo]

Quote from schizo:

Flip short 70.75

Out .76

 

[schizo]

Short again 70.67