Nanex Research

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. The 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.

Nanex Research