Nanex Research

Nanex ~ 10-Jul-2013 ~ Spiking Gold

On July 10, 2013 at 3:07:46, approximately 1000 August 2013 Gold Futures (GCQ3) contracts traded in one second of time, sending the price of the contract up about $5.

1. August 2013 Gold Futures one minute bar (blue is depth of book span)

2. August 2013 Gold Futures Depth of Book.
Same as chart above, but depth levels color coded by size.

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