I expected the gap to be closed after the open, and not before the open.... So I was stuck in the longs too long....
Maybe I am trying to catch every possibility. I should have just waited till the regular open and position myself for the gap-closing, since (at 1280) we were already close to 1275.
Went Long (2+1+1) 4 contracts at open. Got chopped up for a loss. So reversed into a short (2+2+2) 6 contracts and got chopped up again. Closed trading for the day. Max loss $500 reached.