Nanex Research
Nanex ~ 03-Feb-2014 ~ Large Buy Orders Appear
1. March 2014 eMini (ES) Futures Depth of Book.
The red line represents significant buy interest - about $1 billion notional value.
It's not known if it is real or not. (how
to read this chart).
2. Updated - March 2014 eMini (ES) Futures Depth of Book.
Most of the orders appeared to stick around and get executed. This is what real liquidity
looks like.
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