Nanex Research

Nanex ~ 14-Mar-2014 ~ eMini's Prepare for UMich

The University of Michigan releases their Consumer Sentiment numbers twice a month, and market liquidity evaporates about 1 minute before the scheduled 9:55 release time. The March 14, 2014 release was no different.

1. March eMini (ES) Futures Depth of Book (how to read).


2. June eMini (ES) Futures Depth of Book.



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