Half Hour Volume in the ES

ElectricSavant

ElectricSavant

Hello,

Each half hour during RTH session of the ES there is an increase in volume and noticable movement takes place.

Why is this?


Michael B.
 
Also, In the SP big contract Pit....is there an awefull bell that rings each 15 minutes? or is it on the half hour?

What is the purpose of this bell?

Michael B.
 
Quote from ElectricSavant:

Hello,

Each half hour during RTH session of the ES there is an increase in volume and noticable movement takes place.

Why is this?
More...

It's just a wild guess, but you could be observing the phenomenon called trading.
 
i would bet alot of it is program trades going off. i've seen this on a 5-minute interval, actually. it can be very useful when you are looking for a s/r to hold and a flood of orders in your direction come just as the clock ticks over...can be a tipoff to who is actually moving the market and in what direction.

i still say the two most important aspects of intraday trading is knowing floor pivot levels, and the times in the day when certain things happen. knowing these two things really removes alot of the blinders for me.
 
Has anybody studied the first minute range of each half hour of the ES?

How much is it?

Does it follow the current 1/2hour trend?

Assuming the trend is followed what is the first minute MAE and MFE?

If its the 3rd or forth bar in the 1/2 hour trend...are the probabilities in the first minute of the next half hour a reversal one minute reaction?

Michael B.

P.S. Save me the time to check this...if you have the answer.
 
Quote from ElectricSavant:

is it worth so little? no need to pursue it I guess.

Michael B.
More...

Not necessarily. All you will be getting is some data. Why should I ask more for it than any employer would pay me to do a similar kind of search and low key programming job?
 
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