Nanex ~ 13-Sep-2013 ~ Doubly Quiet at 8:30
Another no-reaction news event from the eMini (S&P 500 futures) to a double news
Producer Price Index and
Retail Sales. Gold, however, never seems to disappoint
(chart 3). See also Gold futures from earlier the same day.
1. September 2013 eMini (ES) Futures Depth of Book (how
Note how liquidity just vanishes before the annoucement.
2. December 2013 eMini (ES) Futures Depth of Book (how
Now the front month, same vanishing liquidity. Note the unusual temporary increase in
orders at 8:32. That's probably from one firm.
3. December 2013 Gold (GC) Futures Depth of Book (how