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      12-01-2011, 02:46 AM   #526
BigDog
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Drives: E90 and E65
Join Date: Jul 2005
Location: Chicago

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Quote:
Originally Posted by graider View Post
market bounced today. is this a real rally or fake one?
lets just say not much conviction....

for what its worth... since the beginning of November changes in the bid/ask of ES futs have increased drastically.... volume not so much....

just to give you a quick idea.... on May 6, 2010.... (flash crash) we had a total of 62798 changes in the bid/ash spread on ES from 8:00am to 3:15pm chicago time....


on Nov 29, 2011 we had 198610 changes in the bid/ask spread on ES from 8:00am to 3:15pm....

with a significant spread between # of cars executed on the two days.....


just some food for thought....
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