Nanex 29-May-2014 ~ Treasury Futures Running on Empty
On May 29, 2014 during the 8:30 double news event (GDP
Jobless Claims), liquidity in 5-Year Treasury futures went as close to zero
as we have ever witnessed.
1. June 2014 5-Year T-Note (ZF) Futures.(How
to read these charts)
It doesn't take much to move the market when there's practically zero liquidity.
2. September 2014 5-Year T-Note (ZF) Futures.