Nanex ~ 13-Jun-2014 ~ Liquidity Vacuum Before 9:55 News
On June 13, 2014 starting at 9:52:10, there was a sudden drop in the Russell 2000 Futures (TF) during a period before
, when liquidity runs dry..
1. June 2014 Russell (TF) Futures
trades and quote spread.
2. June 2014 Russell (TF) Futures. (
How to read these charts
Note - the sudden price drop to 1154
3. June 2014 eMini (ES) Futures.
4. September 2014 Russell 2000 (TF) Futures.
5. September 2014 eMini (ES) Futures.