News Events with Most vol for ES

May 10th, 2015, 12:23 PM

Hey guys is there a list or site that shows the biggest immediate reaction for ES for news announcements? Payroll and Fed 2pm are two big ones but what are some others and average vol?

May 18th, 2015, 02:28 PM

elitetradernyc

Hey guys is there a list or site that shows the biggest immediate reaction for ES for news announcements? Payroll and Fed 2pm are two big ones but what are some others and average vol?

Good question, I would like to know as well. I use Economic Calendar | FXStreet and they tell you the expected volatility but nothing more than that. I think once you get into the swing of things you will begin understanding how impactful the news items can be.

August 22nd, 2015, 05:20 PM

I did some analysis of this using the vol calcs of ES around the event times. It turns out the friday jobs report and the GDP report as well as the 2pm fed announcements are by far the events that generate the most significant immediate vol.

News Events with Most vol for ES

Discussion in Emini and Emicro Index

News Events with Most vol for ES