NexusFi: Find Your Edge


Home Menu

 





News Events with Most vol for ES


Discussion in Emini and Emicro Index

Updated
    1. trending_up 1,401 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 3 posts
    2. attach_file 0 attachments




 
Search this Thread

News Events with Most vol for ES

  #1 (permalink)
 elitetradernyc 
new york, ny
 
Experience: Intermediate
Platform: ninjatrader
Trading: stocks, options
Posts: 80 since Nov 2012
Thanks Given: 6
Thanks Received: 4

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?

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Exit Strategy
NinjaTrader
Deepmoney LLM
Elite Quantitative GenAI/LLM
NexusFi Journal Challenge - April 2024
Feedback and Announcements
New Micros: Ultra 10-Year & Ultra T-Bond -- Live Now
Treasury Notes and Bonds
ZombieSqueeze
Platforms and Indicators
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
61 thanks
Funded Trader platforms
39 thanks
NexusFi site changelog and issues/problem reporting
26 thanks
Battlestations: Show us your trading desks!
26 thanks
The Program
18 thanks
  #3 (permalink)
 dstrunin 
New York City + New York/USA
 
Experience: Advanced
Platform: Sierra Chart
Trading: ES
Posts: 19 since May 2014
Thanks Given: 12
Thanks Received: 11



elitetradernyc View Post
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.

Follow me on Twitter Reply With Quote
  #4 (permalink)
 elitetradernyc 
new york, ny
 
Experience: Intermediate
Platform: ninjatrader
Trading: stocks, options
Posts: 80 since Nov 2012
Thanks Given: 6
Thanks Received: 4

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.

Started this thread Reply With Quote




Last Updated on August 22, 2015


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts