ES 6-8-2011


  • 2
  • Lorn
  • 8-Jun-2011 at 8:10 AM
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From the perspective of the RTH session only as on this chart, you can see that Monday/Tuesday have been a big consolidation from last weeks down move. Are we seeing a break of the range to the downside here in the O/N? The only clue on this chart is down moves have come on surging volume, up moves on decreasing volume.

Low from 3-23 of 1279 has now been breached and if you look at a daily all session chart there is a gap in the data from the open on 3-18 of 1268.50 to the low on 3-21 of 1274.75.


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es30min06082011
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  • NickP
  • 8-Jun-2011 at 5:03 PM
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i think your data provider may have rolled the contracts to september
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  • BruceM
  • 8-Jun-2011 at 5:29 PM
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thanks Nick..at 4:30 my IB data froze again so I went over to Finviz...they were showing 1270 but I don't know how they arrive at the data...now that Ib is back I'm showing 75.25 for the June lows.....

Ib had data problems yesterday too... usually they are failry good
  • 0
  • NickP
  • 8-Jun-2011 at 5:34 PM
  • Rep: 7,237
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i thought the same thing when i looked at my screen after 4.30pm but then i noticed dtn-iq had rolled over to sep; don't know why, jun is still good till tomorrow afternoon, volume wise
Originally posted by NickP

i thought the same thing when i looked at my screen after 4.30pm but then i noticed dtn-iq had rolled over to sep; don't know why, jun is still good till tomorrow afternoon, volume wise


My research shows that volume switches to the new contract at 9:30am tomorrow morning:

http://www.mypivots.com/articles/articles.aspx?artnum=10&page=5
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