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I recommend the YM or mini-sized dow futures. The ES is also good but you may need to use a wider stop compared to the YM. I think its traders preference.
Obviously the ES is more liquid. Its like the YM on speed.
I personally find the NQ to be useless. I wrote an article before for a different forum on "Why the NQ sucks"
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James Lee
TradersLaboratory.com
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