Wednesday, December 4, 2013

Odd Index Futures

Take a look at this,
ES/SPX Futures have been in a 1.50 point range for about 7.5 hours and all the averages are doing the same. It's not because of the EUR/JPY, but it does look like an extreme version of transactions at VWAP, ultra thin margin VWAP.

Just another oddity.

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