If you think ES and NQ are liquid enough to day trade, then you must also like the following (which have more or as much open interest than the ES and NQ):
Symbol Open Interest Name
EDM2 728,104 Eurodlr. Jun '02
EDH2 716,024 Eurodlr. Mar '02
TYM2 583,282 Ten Yr Nt Comp. Jun '02
FVM2 488,633 Five Yr T. Nt Jun '02
USM2 407,962 Us T. Bonds Comp. Jun '02
SPH2 292,065 Sp 500 Stock Index Mar '02
SPM2 266,639 Sp 500 Stock Index Jun '02
CK2 197,974 Corn May '02
ESH2 149,939 E-mini Sp 500 Index Mar '02
CN2 110,838 Corn Jul '02
CLJ2 105,170 Crude Oil Apr '02
NQH2 101,666 E-mini Nasdaq Mar '02
FXH2 100,196 Eurofx Mar '02
This data is as of Friday, 3/8/02.