Nanex ~ 07-Feb-2014 ~ Employment Numbers Chaos
1. Currency Pairs during the 8:30 Employment Report News.
Price scale is percent change of each pair since 8:29:00.
2a. Most active Futures during the 8:30 Employment Report News.
Price scale is percent change of each contract since 8:29:00.
2b. Zooming in to show 8:29 to 8:31.
We sorted the contracts by the peak percentage change after 8:30, which creates the
rainbow shift in colors from Red to Violet (ROYGBIV).
Note how the contracts that moved
before the news release all went in the opposite direction that they moved after 8:30.
2c. Zooming in on the 8:29:55 to 8:30:22 period.
2d. Zooming in on the 8:29 to 8:30 period.
3. March 2014 T-Bond (ZB) Futures Depth of Book.
Liquidity is practically non-existent heading into the news release.
4. March 2014 eMini (ES) Futures Depth of Book.
5. March 2014 5-Year T-Note (ZF) Futures Depth of Book.
6. April 2014 Gold (GC) Futures Depth of Book.
7. March 2014 DAX Futures Depth of Book.