ES vs NQ vs YM

I think YM and NQ are a bit more dangerous if position trading than ES due to the way the indices are constructed. Both YM and NQ can be influenced by movement in one or two stocks, the ES less so.

I tend to stick with ES, probably more due to inertia than any real analysis. I am under the impression that they tend to move pretty much in lock step during the day, but ES has far more liquidity.
 
With all due respect to everyone who has contributed, "I think", "it seems to me", "in my opinion", etc, are of little practical value. These markets must be characterized in order to compare them. What is their average daily range, and by that I mean the high and low during any given 24hr period? What is the relative amount of time each spends trending? Ranging? How wide are the trading ranges? What is the pace, duration, extent of each trending move? What are the MAIs and MFEs for each instrument? And so on and so on.

If anyone is actually going to do any characterization, preferably the OP, I suggest including ICE.
 
Imo. In the short term, it seems like YM just moves (with more ticks)sympathetically to ES with little regard to volume information. In the ES, you can see visible breakouts/resistance at certain parts of the volume histogram.
 
I usually trade YM because it has nice moves, swings, I am a scalper and more often than not it gives me at least one entry per day.
 
Trade the Russell 2000 Index Mini Futures
Superior to the ES, YM and NQ
It flows like a wet vagina and more consistent fucking opportunities than that bullshit ES!

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Here are the current volatility figures:

Dow Volatility Index (VXD): 11.39
S&P Volatility Index (VIX): 12.44
NASDAQ 100 Volatility Index (VXN): 15.25
Russell 200 Volatility Index (RVX): 19.42
Crude Volatility Index (OVX): 15.42
Ten Year Note Volatility Index (VXTYN): 4.81

Market selection is a trade in and off itself and arguably the most important decision to make. So is trading higher volatility contracts easier to trade? I think so. Most traders made a killing in the golden era of day trading in 1997-2002 and then again in 2008-2009 when volatility was extremely high. The low volatility period in between destroyed a lot of traders. The current low volatility environment is also very difficult.
The great thing about trading TF vs. YM is that for the same commission price and 50% more margin you get roughly 300% more price movement. That makes TF cheaper to trade. And trading costs is the biggest killer for active traders.
 
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