Fastest most volatile contract on CME

The Bear · #1 (**permalink**) 03-21-2007, 08:34 PM

In another post you guys recommended ER2 as a fast market on CME for intra-day trading. What is THE fastest regular sized (or mini) contract on CME that has good liquidity for intra-day trading....and available on GLOBEX during the day.

cooter · #2 (**permalink**) 03-22-2007, 01:17 PM

By and far, for the mini-sized contracts, you'll find that the ER2 Russell has the most volatility on the CME. However, you'll find some slippage if you try to trade more than 10 lots at a clip.

The Bear · #3 (**permalink**) 03-22-2007, 03:24 PM

	Quote:	cooter
	By and far, for the mini-sized contracts, you'll find that the ER2 Russell has the most volatility on the CME. However, you'll find some slippage if you try to trade more than 10 lots at a clip.

Nice. Thanks for this info. I wonder what the spread is like.

cooter · #4 (**permalink**) 03-22-2007, 03:57 PM

Anywhere for 1 to 5 ticks wide at times. It can get really thin after-hours, so your best bet is during RTH (9:30-16:15 ET).

kerry123 · #5 (**permalink**) 04-08-2007, 09:27 AM

ER2, gap is all I do

torero · #6 (**permalink**) 04-08-2007, 10:39 AM

	Quote:	kerry123
	ER2, gap is all I do

Hi Kerry and welcome to TL! So what do you days there are no gaps?

cooter · #7 (**permalink**) 04-08-2007, 11:39 AM

I hope you're not doing any gap plays on the Russell. At $100/pt ($10/tick), even with stops, with the volatility of the ER2, you could face a real expensive lesson the hard way.

weiwei · #8 (**permalink**) 04-10-2007, 12:05 AM

Cooter, good point on ER2 gap. It is a wild bronco and get ready for the wild ride.

But if you can trade ER2 well, then it will reward you handsomely.

weiwei

wsam29 · #9 (**permalink**) 07-04-2007, 05:52 PM

Pork bellies is pretty volatile.

I have not looked at bellies in a long time, but when I did, I recall that market gapping up or down on any given day 1 or 2 full points.

cooter · #10 (**permalink**) 07-04-2007, 06:10 PM

How did you find the liquidity on bellies, though?

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