Forum: Emini and Emicro Index
March 3rd, 2020, 09:08 AM
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Replies: 12
Views: 4,799
Thank you for your answer.
This picture old...
Thank you for your answer.
This picture old order book picture of the ES is very interesting. One of the reason of the thinning of the order book could be also due to the fact that the price of the...
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Forum: Emini and Emicro Index
March 3rd, 2020, 07:50 AM
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Replies: 12
Views: 4,799
I do agree, but actually there is MORE volume...
I do agree, but actually there is MORE volume since the phenomenon has started, not less. So we have increased volatility on increased volume and thinner order book.
I still can't reason why....
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Forum: Emini and Emicro Index
March 3rd, 2020, 06:19 AM
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Replies: 12
Views: 4,799
Precisely.
With more volume, more panic, I...
Precisely.
With more volume, more panic, I would have expected THICKER order book levels because of increased participation.
More volume, more activity, more trades.... then why thinner book...
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Forum: Emini and Emicro Index
March 3rd, 2020, 05:10 AM
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Replies: 12
Views: 4,799
Current thickness of ES Limit order book DOM
Hello,
it's been a while I haven't traded.
I looked at the recent market action and saw huge daily moves with lots of volume days on the ES and major indices.
I fired my trading station and was...
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