Market Research for Index Futures - Emini Index Futures Trading | futures io social day trading
futures io futures trading


Market Research for Index Futures
Updated: Views / Replies:944 / 7
Created: by a2trader Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Market Research for Index Futures

  #1 (permalink)
Elite Member
Ann Arbor, MI, United States
 
Futures Experience: Intermediate
Platform: MultiCharts
Broker/Data: Progressive
Favorite Futures: NQ, QM, YM, CL
 
Posts: 23 since Jun 2012
Thanks: 13 given, 2 received

Market Research for Index Futures

Where can I get market research relevant for index futures trading (ES, NQ)? Specifically, I'm looking for historical trading patterns, statistics (i.e. the next trading day closed long 67% of the time over the last 20 years), potential market movers, etc.

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Chicago, IL USA
 
Futures Experience: Intermediate
Platform: MultiCharts + CTS T4
Broker/Data: Advantage Futures, IQFeed.net
Favorite Futures: YM, ES, EU, US, S
 
furytrader's Avatar
 
Posts: 153 since Jun 2011
Thanks: 109 given, 144 received


Larry Connors has published some work that may be related to what you're looking for.

Reply With Quote
 
  #4 (permalink)
Elite Member
Fort Lauderdale, Florida
 
Futures Experience: Beginner
Platform: TradeStation
Favorite Futures: ES
 
Posts: 111 since Apr 2011
Thanks: 97 given, 149 received

Scott Andrews at Master The Gap has software for Tradestation that does this. It's pricey but does an excellent job.

Reply With Quote
 
  #5 (permalink)
Elite Member
Lexington Park, MD
 
Futures Experience: Intermediate
Platform: mbt desktop pro
Favorite Futures: CL, QM, NQ
 
squeezed's Avatar
 
Posts: 27 since Mar 2012
Thanks: 36 given, 6 received


a2trader View Post
Where can I get market research relevant for index futures trading (ES, NQ)? Specifically, I'm looking for historical trading patterns, statistics (i.e. the next trading day closed long 67% of the time over the last 20 years), potential market movers, etc.

In regard to the index futures pertaining to gap fill plays:

At the time of the the copyright in 2006, John Carter published in his book "Mastering the Trade"--

"One of my trading partners, Hubert Senters,has compiled data over the last 4 1/2 years based solely on the raw gap data,disregarding any readings on premarket volume."

Day //////// percentage of gaps filled

Mon //////// 65%
Tue //////// 77%
Wed //////// 79%
Thu //////// 82%
Fri //////// 78%

"gaps are so powerful that many traders make a nice living playing these setups alone"

"I have two basic rules about winning in trading as well as in life: (1) If you don't bet you can't win. (2) if you lose all your chips, you can't bet."
--- Larry Hite from Market Wizards by Jack D. Schwager
Reply With Quote
The following user says Thank You to squeezed for this post:
 
  #6 (permalink)
Elite Member
seoul, Korea
 
Futures Experience: Intermediate
Platform: Multicharts
Broker/Data: CQG, DTN IQfeed
Favorite Futures: YM 6E
 
treydog999's Avatar
 
Posts: 894 since Jul 2012
Thanks: 291 given, 1,006 received

I personally believe doing your homework for yourself is important. Its easy to get historical data from whoever your provider is. But using data say from john carters book which is 6 years old, or anyone else you are not sure if the market dynamics have changed since then. I personally use multicharts and do my own analysis. I haven't studied gaps but in relation to something out of carters book. The 1000+ tick fade to the short side, over the last 6 months is not profitable. Actually going long there is much more profitable. Market dynamics change, you need to have up to date information. Also doing your own homework makes it just that much more ingrained into your mind

Reply With Quote
 
  #7 (permalink)
Elite Member
Lexington Park, MD
 
Futures Experience: Intermediate
Platform: mbt desktop pro
Favorite Futures: CL, QM, NQ
 
squeezed's Avatar
 
Posts: 27 since Mar 2012
Thanks: 36 given, 6 received


treydog999 View Post
The 1000+ tick fade to the short side, over the last 6 months is not profitable. Actually going long there is much more profitable. Market dynamics change, you need to have up to date information.


NYSE tick fade plays, according to his methods, are designed only to last for 35 mins . They are levels to take profits and / or reverse the trade and go in the opposite direction, because these are readings of extreme market exhaustion.

I prefer to observe them in conjunction with 5min candlesticks,

for daytrading, I personally don't enter into 1000+ tick readings in the direction of momentum (whether long or short). I will wait

I don't use tick readings as much for fade plays, but I do keep an eye on them for profit taking to identify extreme levels. I generally find that 1200+ tick readings are great places to take profits and that 1400+ (which are rare and very extreme levels) are even better.


As far as his data on gaps, that was from 2006. I do not know what those percentages are today. However, I generally find there is a high probability that most gaps close, if not in the day's session, then in the future.

"I have two basic rules about winning in trading as well as in life: (1) If you don't bet you can't win. (2) if you lose all your chips, you can't bet."
--- Larry Hite from Market Wizards by Jack D. Schwager
Reply With Quote
 
  #8 (permalink)
Elite Member
seoul, Korea
 
Futures Experience: Intermediate
Platform: Multicharts
Broker/Data: CQG, DTN IQfeed
Favorite Futures: YM 6E
 
treydog999's Avatar
 
Posts: 894 since Jul 2012
Thanks: 291 given, 1,006 received


squeezed View Post
NYSE tick fade plays, according to his methods, are designed only to last for 35 mins . They are levels to take profits and / or reverse the trade and go in the opposite direction, because these are readings of extreme market exhaustion.

I prefer to observe them in conjunction with 5min candlesticks,

for daytrading, I personally don't enter into 1000+ tick readings in the direction of momentum (whether long or short). I will wait

I don't use tick readings as much for fade plays, but I do keep an eye on them for profit taking to identify extreme levels. I generally find that 1200+ tick readings are great places to take profits and that 1400+ (which are rare and very extreme levels) are even better.


As far as his data on gaps, that was from 2006. I do not know what those percentages are today. However, I generally find there is a high probability that most gaps close, if not in the day's session, then in the future.

I observed 1000+ tick fades for periods between 1 and 60 minutes, they were net losers across every duration of trade. But yes i would agree that gaps usually close, specific numbers I have no idea.

Reply With Quote

Reply



futures io > > > > Market Research for Index Futures

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Correlation between index futures scartree Emini Index Futures Trading 38 June 29th, 2015 06:14 AM
Relationship between CAC40 index and CAC40 September futures index. rsksmiles Emini Index Futures Trading 5 September 4th, 2012 11:10 AM


All times are GMT -4. The time now is 05:28 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-16 in 0.13 seconds with 33 queries on phoenix via your IP 54.160.245.121