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At 07:03 05/01/01 -0600, Don Ewers wrote:
>Thanks Joe, then luck was with me that day not the bad luck I had originally
>thought. All of this has been enlightening.
>
>Considering someone filled last night at 1380 on the ES (on news that was
>really already out I believe, just confirmed by the 12 fed districts) it
>also brings in some new strategy to night trading ala the 32 point Up limit
>that exits. Smart move buy someone who had to have a resting sell there for
>someone else to be filled at it. Does anyone have Time and says on that 2
>minute period, it would be interesting to see the trades as they happened.
Here they are, from Futuresource. How would you exploit it, though ?
16:17:42 1355
16:17:44 1355
16:17:46 1356.75
16:17:46 1356.75
16:17:46 1356.75
16:17:52 1357.75
16:17:52 1358
16:17:52 1358.75
16:17:52 1359.5
16:17:52 1359.75
16:17:52 1359.75
16:17:52 1359.75
16:17:56 1359.75
16:18:00 1356.75
16:18:00 1359.75
16:18:00 1359.75
16:18:02 1360
16:18:04 1360
16:18:04 1359.25
16:18:04 1362.5
16:18:06 1368
16:18:06 1368
16:18:06 1371
16:18:06 1372
16:18:06 1370
16:18:06 1365
16:18:06 1362.5
16:18:06 1360
16:18:06 1367.5
16:18:08 1367.5
16:18:12 1360
16:18:16 1358
16:18:24 1380
16:18:24 1380
16:18:26 1380
16:18:26 1380
16:18:26 1360
16:18:30 1360
16:18:34 1359.5
16:18:34 1360
16:18:36 1369
16:18:38 1361
16:18:40 1360
16:18:42 1359.75
16:18:42 1367.5
16:18:46 1367.5
16:18:50 1361
16:18:58 1363
16:19:02 1358.25
16:19:02 1358.25
16:19:02 1360.75
16:19:02 1363
16:19:06 1356.75
16:19:10 1356.75
16:19:10 1360
16:19:10 1356.75
16:19:20 1356.75
16:19:20 1356.5
16:19:28 1355
16:19:28 1356.5
16:19:30 1355
Regards,
Stefan Schulz
Suaviter Limited
prog1@xxxxxxxxxxxxxx
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