Quote:
Originally Posted by graider
market bounced today. is this a real rally or fake one?
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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....