It is really annoying not to be able to post links until I get 5 posts. But if you search "Scalping Futures Live with Don Kaufman" on youtube, the first result is a video of real scalps (guy is the cofounder of TOS). He is trading YM, but looks like he gets at least one fill on limit order at the last traded price.
Guess this doesn't happen everytime and depends on market conditions? But I understand that YM is not as liquid as ES. I should try a few real trades. Is everyone using TD ameritrade? What kind of commissions are you getting? Sim has about $7 round turn, which seems high.