CBOT Fed Watch - October 28 Market Close In advance of next week's Federal Open Market Committee meeting on November 1, the Chicago Board of...
i agree about the www.chart-ex.com site. It's an excellent site to get a snapshot of volume at price to prepare for the trading day.
Here: http://www.federalreserve.gov/FOMC/ Scroll down to the bottom of that page and you can get all the dates. There are more links at the...
I think that you have misunderstood a lot. If you reread his book and the emails you will see that Alexander has no objection to people coding...
CBOT Fed Watch - 94% Probability FOMC Will Increase Target Rate on Sept. 20 In advance of next week's Federal Open Market Committee meeting on...
I echo what mtzianos has just said. He is spot on 100% correct. That's the reason that I didn't join in the chat previously about what would...
I would usually calculate them the way that you have described but I specifically wanted to try and leave out the weekend effect (if any) so I...
No I haven't tested that. I assume that you would be looking for a gradient of improving bullish probability as you got closer to the expiry week...
Let's see if this week plays out the probabilities...
I've tried to give a worked theoritical example of the ES tick size at 0.25 and 0.1 points here: Bid/Ask Disadvantage Let me know if this...
This week is supposedly more bullish for equities because it is expiry week. Here is a spreadsheet that I did testing this theory:...
I agree. I made the chart after I'd been asked the question for the 87th time.
I agree Remiraz. That's what I've been saying. Considering that this is all electronic there is no reason that the tick increment can't be the...
A bit like this Tech Analysis :) This chart shows how the average volume (averaged per minute over 5 minutes) switches from the current to the...
I could be wrong but I believe that rollover day is 8 days before expiry which is 3rd Fri of each quarter month.
Don't forget that tomorrow (8 Sep 2005) is rollover day and we switch from U to Z contract on CME index futures.
I agree that it would be frustrating if you had been bid at 1230.00 for 2 hours and someone came in and bid at 1230.01 and got filled immediately....
That was slightly inaccurate: 3 days not 24 hours. Here is the response: ----------------------------- Date: Aug 30, 2005 12:18 PM Subject:...
I sent CME a message before I started this thread asking them the "why is ES 0.25 per tick" question and I got an automated response saying that...
60 cents!! That's amazingly low. I don't see the underlines... What type of browser are you using?
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