I'm trying to make sense of which YM symbols to trade at what time. I'm somewhat confused. Here is a decent site explaining it but I would like to get verification.
Rollover Days - Rollover Days and Volume
Based on this site, below is what I think is the prpoer schedule: (Please correct me and/or comment. Keep in mind I am using TradeStation so I would need the symbols TS uses.)
My best guess:
Trade YMH07 (March 2007 contract) from December 13, 2006 till March 6, 2007
Trade YMM07 (June 2007 contract) from March 7, 2007 till June 6, 2007
Trade YMU07 (September 2007 contract) from June 7, 2007 till September 12, 2007
Trade YMZ07 (December 2007 contract) from September 13, 2007 till December 12, 2007
Is this correct?
