[Soultrader]

Robert, if you are trading index futures you dont need to worry about it too much. These rollover days happen and are very obvious. First you will open your charts and see liquidity diminish drastically. This will most likely alert you that traders are now trading the next contract.

Always try to trade the contract with the higher liquidity. Usually liquidity starts to fade a day before the rollover day. I hardly pay attention to these dates... I just know rollover day is coming up and I just check my matrix to see the depth of bids/asks.