Dec 122014
Yesterday was rollover day and over the last several quarters, the Friday after has been the day that volume shifts over. Unfortunately during this time period, order flow and price action are less meaningful. Price becomes whippy as a little volume can move price around easily. Couple this with the current high volatility and it makes for a difficult trading environment. Many traders skip (i.e. do not trade) rollover days…
The ES March 2015 contract sheet has been started and since volume is expected to shift today, we’re posting both a Dec 2014 and Mar 2015 contract sheets.
ES DEC 2014 Worksheet
ES MAR 2015 Worksheet
Sorry, the comment form is closed at this time.