Hello Everybody,

I was stalking the E-Mini yest i thought it will break 1764 but it didn't in the close.

What i saw was unbelievable to my eyes. Can someone shed some light on what just happened. I've attached image for this. What i understand is that CME doesn't show volume which traded at Pre Open on T&S but it displays on Histogram.

In summary the volume histogram just flashed a lot of volume at 1763 which was the close.

Looked like an error or Dark Pool Trade!

Has anyone experienced same issue on any other DOM than CTS T4 or any other trading related insight is welcome.

Good Luck Trading!

There's no dark pools in Futures trading - it's all on a single exchange.

Also - the CME doesn't put anything on the histogram, the software you are using does that.

Your picture was taken @ 4:07 - so that's 34 mins after the market re-opened and so we'd expect some volume to trade there, although 100k is odd but we can see we've traded at 62.75 -> 63.50.

I don't know what it is but it is unlikely you had that many trades at a single price after the pit session close and so I think it's probably a part of the settlement process.

I am sure someone here will know.

Pete

It was after the 915 GMT trading halt for 15 mins on 4th Nov 2013.

I was recording the ON Session and clicked DISCARD on BBFlashback. Why do they have discard button on save settings

It was funny that 1764 held overnight session on 4th Nov 2013 and RTH on 5th Nov 2013 but its gone in yest Overnight Session.


Good Luck Trading!