Updating for Rollover

I'm curious as to how you would update or keep track of key high volume numbers when we roll - over like we just did in the emini - S&P? How would find key high and low volume numbers on a monthly or weekly basis...lets pretend my post here came out last thursday when we rolled to theJune contract...thanks and keep up the great work...fantastic site

Bruce

Thank you for your kind words about my site
I am sorry for the delay. I thought that I posted a reply on 3/16/05.
The data for 3/9/06 looked out of whack, so we checked with the CME to confirmed that we recieved the volume file, and we did.

We collect data as soon as it is avaiable. So while the Mar06 is still the lead contract we are collecting the data for the Jun06 contract. So when the roll over occurs, there is historical volume data for the new lead contract - Jun06. The volume is relatively less due to the "time" factor, but you can still gauge the high/low volume areas for the trading ranges for the week and month.
I like to look at the volume by the highs/lows for each time frame to guage the demand!

If you have any further questions, please don't hesitate to ask.

thanks..I appreciate the response