any of you ordrflow guys see anything interesting at 90 on the ES? Something that would make you think it was a good short at the open? And that we'd struggle to get over it? after the drop?
4590 had a thick bid that broke just before the open. Price first came down to 4590.50 around 7:30am and then rallied 2 ticks shy of this level. But as the markets were about to open, this level broke. My opening print was 4589.25, and after the open, I don't see any posted orders at 4590 that stand out.
I'm surprised we didn't close the gap above or below in the opening 90min. Especially since it is month end.