tomorrow is rollover day

Basically it's a liquidity thing. For the day trader more volume means better fills, closer spreads etc.

Today I traded the Z contracts because it had 2x the volume as the H4's but tomorrow it'll probably reverse.
 
Quote from Tech Analysis:

Basically it's a liquidity thing. For the day trader more volume means better fills, closer spreads etc.

Today I traded the U contracts because it had 2x the volume as the Z's but tomorrow it'll probably reverse.
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ET is such a special place! LOL

U = September
Z = December
H(4) = March 2014.
 
Quote from tradingjournals:

Why should one roll (pls. make the point, as I do not click links)? How does the market behavior on day , and day +1, of the roll?
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It's purely volume. You want to be trading the contract with the highest volume so that you get the tightest spreads and best entries and exits.
 
Quote from Tech Analysis:

When I first started trading in 2001 by the end of the rollover day (Thursday) the volume on the new front contracts would exceed the old ones.

Now it seems like there's still healthy volume on the old ones even at 4PM ET and the volume really starts to shift Friday morning. Today it's still better than 2:1 volume U:Z at 3:PM ET

Just noticing.
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That chart that I did in 2005 shows how the volume switches at 9:30am on rollover day (today) and that was true I'd say until a year ago.

Does anybody know why that has shifted to about a day later now?
 
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