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Roll Day?
- Thread starter tango29
- Start date
Volume is higher on the old contract. That's what I traded this morning. Two okay trades. Not great moves, but better volume compared to the new contract. Bottom line, on "rollover day" I check volume to see which one to trade.
Quote from tango29:
Isn't this roll day? Holy crap, maybe I'm a week early, this is the worst roll day volume I've seen in awhile.
Quote from tomdavis:
Volume is higher on the old contract. That's what I traded this morning. Two okay trades. Not great moves, but better volume compared to the new contract. Bottom line, on "rollover day" I check volume to see which one to trade.
Good call. I've noticed that it is usually not until the following Monday or Tuesday after rollover day that the volume in the new month will overtake the old month.