Nanex Research

Nanex ~ 22-Oct-2013 ~ Jobs After the Shutdown

Charts of the October 22, 2013 Employment situation news release at 8:30am EST

Plotting the number of futures contracts traded every 100 milliseconds, we can see distinct activity just before 8:30:00. The bulk of activity comes at 8:30:01 and about 300 milliseconds. Currency futures were among some of the contracts that traded right before 8:30. In every case, the trading direction was the correct bet.

1. December 2013 Gold (GC) Futures depth of book (how to read).

2. December 2013 eMini (ES) Futures depth of book (how to read).

3a. All Futures
Note activity before 8:30:00 - and significant activity between 8:30:01 and 8:30:02 - when market usually reacts to Employment news.

4a. December 2013 Euro (6E) Futures.
Note activity before 8:30:00

5a. December 2013 Dollar (DX) Futures
Note activity before 8:30:00

6a. December 2013 T-Bond (ZB) Futures
Note activity comes AFTER 8:30:01

7a. December 2013 J-Yen (6J) Futures
Note activity before 8:30:00

Zoomed in views of charts 3-7 above.

3b. All Futures - Zoom
Note activity before 8:30:00 - and significant activity between 8:30:01 and 8:30:02 - when market usually reacts to Employment news.

4b. December 2013 Euro (6E) Futures Zoom.
Note activity before 8:30:00

5b. December 2013 Dollar (DX) Futures Zoom.
Note activity before 8:30:00

6b. December 2013 T-Bond (ZB) Futures Zoom.
Note activity comes AFTER 8:30:01

7b. December 2013 J-Yen (6J) Futures Zoom.
Note activity before 8:30:00

Nanex Research

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