
I think your data is wrong. I don't see more than 40,000 ES contracts traded in any 5-minute interval.Quote from riskymove:
Is my data wrong or was there massive volume (500K contracts plus in 5 minutes) about 10 minutes ago? I am using a new data feed this morning so I want to check
Quote from wave:
Pholeuon,
Looking for a failure around 1065 area and then to 1200+.