Nanex ~ 14-Mar-2014 ~ eMini's Prepare for UMich
The University of Michigan releases their Consumer Sentiment numbers twice a month,
and market liquidity evaporates about 1 minute before the scheduled 9:55 release time.
March 14, 2014 release was no different.
1. March eMini (ES) Futures Depth of Book (how to read).
2. June eMini (ES) Futures Depth of Book.