Ok where were we. So yes, ESM futures main volume period takes...

First 61 Last

Share
Profile

Follow
Diver Dan

1,889 Posts.

1023

16/05/19

21:39

Post #: 38604175
Share

Originally posted by Diver Dan ↑

You can ask me questions all day long mate, I don't mind at all and it helps me learn myself. First, you are basically very correct. I believe that chart you have there is US Central Time. I am on the east coast and an hour later than that. The US regular trading hours futures sessions start with the cash equity session at 09:30 ET or 08:30 CT. I usually go with ET because of NYSE. Doesn't matter, it equates to 23:30 Australian Eastern Time at present. The high volume you see begins at the start of the cash equity session and the regular trading session ends at 15:15 CT or 16:15: ET, a quarter hour after the cash session close. There is a 15 minute pause and the low volume session starts up for another half hour at 16:30 ET and stops at 17:00. Then the new Globex session starts at 18:00 ET or 08:00 AET your time. This is all very confusing so I will put some notations on a chart for you...

Expand

Ok where were we. So yes, ESM futures main volume period takes place from 09:30 ET/08:30CT/23:30 AET until 16:00 ET/15:00 CT/ 18:00 AET. A bunch of this confusion really started with the move from pit trading to electronic. Really, all the ES is electronic. The bulk of the volume is during the US cash equity session. Yes, settlement is in the last half minute of the rth session. Here are some charts showing 15 minute and 1 minute views with the regular session highlighted. You can see how volume changes. I will see if I can get a clearer view.

Last edited by Diver Dan: 16/05/19

XTO Value at posting: 5,218.2
1 Upvote

0 Great analysis

Reply