ES Journal Archive (2006 - 2008)

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Quote from atticus:

Out of half of the ES position at 66.50, +7.50. I am seeing no bid to vol on the upside strikes [as expected], so I'm not being paid to hold a full ES position. The ER2 market in the 800 Sep calls is where it stood at the open on Globex [20.00 x 25.00], with futures +6.00. I'll leg the remaining ES futures to synth flies at the open. I will convert the ER2 if futures are >779.00.

Out remainder at 1469.00 and full ER2 position at 781.00. Vols took too large a hit to effect the synthetic.
 
channel maintenance continues.

72 top of channel.. breakthrough of 69 stops..

woohooooooooooooo

sell stops at 64

breakout above 70 implies 88 retest.
 
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