Nanex ~ 06-Sep-2012 ~ EMini Depth at 8:30am

eMini Depth of book around the Jobless Claims Report released at 8:30am EDT.

1. ES September 2012 showing depth and size map.

2. ES September 2012 showing depth and contract volume.

3. SPY - 1 second interval and share volume.
Note the price and volume spike (75,000 shares) about 30 seconds before the official news release time.

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