Nanex Research

Nanex ~ 24-Jun-2013 ~ eMini's Last Seconds

The chart below shows the number of eMini contracts (ES futures) traded between 15:59:55 and 16:00:02 for every trading day from February 2009 through June 21, 2013. Red diamonds indicate the last trading day in a quarter, blue diamonds indicate the last trading day in a month.

Here are a few pages that analyse some of the more interesting end of the month market closes in detail

1. ES Futures Contracts Traded (in thousands) Between 15:59:55 and 16:00:02 Inclusive.





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