If you watch the EMD (S&P MidCap 400) futures trade after the US session closes, i.e. around 10PM EST, you'll notice that the last traded price is often 10-20 ticks away from the inside bid/offer. However, there remains a consistent spread and amount of liquidity on both sides of the markets that moves up and down as usual. How can this market be moving so fluidly - at least relatively - on no volume? My previous understanding was that in order for a market to move, volume had to 'push' through resting orders, whereas this market seems to move simply by being 'pulled' by quotes. How is this possible?

Also, I've noticed that anytime I tighten the spread under these conditions (e.x. 1930.0 x 1930.6, I bid 1930.1) by bidding a single lot, 4-6 lots will step in behind me bumping the size at that price to 5-8 lots, just because I submitted an order for 1 lot. Any ideas as to what's going on here?

Bids and offers are being pulled - in both directions to see if it generates any interest...

Like a regular auction, when the open it and no-one takes the first bid, they'll start dropping the bids to see if there's any interest there.