Nanex Research
Nanex ~ 01-Oct-2012 ~ EMini 10am Event
1. EMini (ES Dec 2012) Depth of Book
Note the evaporation of liquidity starting about 1 minute before 10am.
2. EMini (ES Dec 2012) Depth of Book
Almost 10,000 contracts were bought in 1 second when liquidity was practically
non-existent.
Nanex Research
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