Index trading at 350pm

S

sammybea

Anybody know who is responsible for spiking the futures in either direction at 350pm eastern? It been happening everyday for weeks now.
 
sammybea said:
Anybody know who is responsible for spiking the futures in either direction at 350pm eastern? It been happening everyday for weeks now.
More...

Yep, billions of dollars in imbalance /rebalance...its one of those quarterly market tendencies.

There's daily, monthly and quarterly tendencies...this is one of the big ones. Some professionals make most of their money off this stuff while ignoring everything else as in its just pocket change to those tendencies.

wrbtrader
 
sammybea said:
Thanks everyone. Never guessed it was MOC imbalances. HFT's must love it.
More...

They're loving it too because of the timing...essentially this is their bail out money considering they're not suppose to get any of that stimulus package. :D

wrbtrader
 
i notice too when tradin last half hour. Seems sometimes also at 355pm but 350 seems more significant. when are MOC executed actually? do not use them and thought it was later
 
tomas262 said:
i notice too when tradin last half hour. Seems sometimes also at 355pm but 350 seems more significant. when are MOC executed actually? do not use them and thought it was later
More...

They are executed at the close but the numbers get released at certain times which causes these spikes if there is a significant imbalance.

w2po13q.jpeg
 
You must log in or register to reply here.
Back
Top