S/R Emini Journal

Status
Not open for further replies.
Quote from 4re:

Hey Don,
About the ER, is their good liquidity in it and what is the typical margin requirements for it? I might start looking at it next year. I like to specialize for a while before moving on.
More...

Overnight margin is around $3500 vs $4000 for the ES. Day margin is half.

Volume is not even close to the ES, more in line with the YM. Go to the CME web site for average daily volume.

I only trade 5 lots at a maximum, but on a day like Tuesday where you get 7.5 points, a 5 lot is fine by me.

It's really a great vehicle for those that "tick trade" and use the avd/dec and Mc Osc.

BTW, during the Nov-Mar time frames, the ER really scoots compared to the ES. It's usually a great spread trade during that period.
 
Quote from 5Pillars:

ER2 is too thin for me.......NQ is OK for some trades as the liquidity is better.

ES is the king, so I stick with it in all of its inefficiencies. :D
More...

Yes, using MD would be silly for the ER. I'm pretty sure that MD is only useful for the highest volume markets.
 
Quote from DonKee:

Yes, using MD would be silly for the ER. I'm pretty sure that MD is only useful for the highest volume markets.
More...


You can still see some good trade set-ups, but the commercial players order flow at times can throw in abnormal spikes.....not as effective then.
 
I could be off here, but it looks like

Avg Daily Volume this summer was:

ES: >500,000
NQ: 200,000-250,000
ER: 200,00-250,000
YM: 150,000-200.000
 
Quote from DonKee:

I could be off here, but it looks like

Avg Daily Volume this summer was:

ES: >500,000
NQ: 200,000-250,000
ER: 200,00-250,000
YM: 150,000-200.000
More...

ER2 had a lot of extra commercial action this summer when the highs in May were sold off....the average volume on the ER2 is now probably lower than the NQ again.
 
Quote from 5Pillars:

ER2 had a lot of extra commercial action this summer when the highs in May were sold off....the average volume on the ER2 is now probably lower than the NQ again.
More...

Yea, you're right:

I don't know if esignals volume numbers are correct:

The past three days

ESZ6>1 million

NQZ6=300k-400k

ERZ6=200k-300k

YMZ6=100k
 
Quote from 5Pillars:

ER2 had a lot of extra commercial action this summer when the highs in May were sold off....the average volume on the ER2 is now probably lower than the NQ again.
More...

Yea, you're right:

I don't know if esignals' volume numbers are correct:

The past three days

ESZ6>1 million

NQZ6=300k-400k

ERZ6=200k-300k

YMZ6=100k
 
Status
Not open for further replies.
Back
Top