Nanex ~ 24-Dec-2012 ~ Update: eMini Depth of Book
The depth of book for the eMini contract is higher on one of the quietest trading days
of the year (December 24, 2012: thick red), than it was during the explosively violent
trading days in August 2011 (dark purple).The following chart shows the total number of contracts for all 10 depth of book levels averaged over each minute of the day between August 2011 (dark purple) and December 24, 2012 (bright thick red). Older days colored towards the violet end of the spectrum, while more recent days colored towards the red end.
Inquiries: pr@nanex.net