was thinking of CBOT, TBonds or Notes, I suppose tho Bonds primarily
my session hours are from the opening to about the US opening usually, and I trade
the 6E. I mention this because of your earlier comment about not enough volume
and I disagree with that
thru the 'Asian' session there are periodically orders totaling hundreds even thousand
plus contract amounts going thru
I don't have a recent example or breakdown of exact order quantities and don't think
it matters actually, the point being that whatever quantity of contracts are wanted to
be traded the order will be filled; the only thing that happens is that price bar, maybe
the next - I'm using 1min - may have a larger than usual range, sometimes 20+ pips
or more in the direction of the trend
it's easy enough in NinjaTrader to examine volume on say a 1min chart and then use
a smaller timeframe still if desired, say a 5sec or 1sec if it's within the loadable range
and get a fairly accurate idea of just how many contracts were in a particular order
such orders usually hit out of the blue and don't from what I've seen relate to any
particular SR or fibo level say, and if they're Limit orders, seem to be filled in total
without a partial fill which is a bit surprising given the quantity of contracts
anyway, bottom line is imo, for the 6E at least, any quantity of contracts will be filled