Nanex ~ 24-Jun-2013 ~ eMini's Last Seconds
The chart below shows the number of eMini contracts (ES futures) traded between 15:59:55
and 16:00:02 for every trading day from February 2009 through June 21, 2013. Red diamonds
indicate the last trading day in a quarter, blue diamonds indicate the last trading
day in a month.
Here are a few pages
that analyse some
of the more interesting
end of the month market closes in detail
1. ES Futures Contracts Traded (in thousands) Between 15:59:55 and 16:00:02 Inclusive.