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Nanex ~ 13-Jun-2014 ~ Liquidity Vacuum Before 9:55 News

On June 13, 2014 starting at 9:52:10, there was a sudden drop in the Russell 2000 Futures (TF) during a period before pending news, when liquidity runs dry..

1. June 2014 Russell (TF) Futures trades and quote spread.

2. June 2014 Russell (TF) Futures. (How to read these charts) Note - the sudden price drop to 1154	3. June 2014 eMini (ES) Futures.

4. September 2014 Russell 2000 (TF) Futures.	5. September 2014 eMini (ES) Futures.

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