Around 11:03 CT...
250k single trade in futures?
Started by
arbman
, Jan 13 2010 12:28 PM
20 replies to this topic
#2
arbman
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Posted 13 January 2010 - 12:40 PM
So, there was a huge 200k trade in ES from 1137 to 1138 around 11:03:37...
Did we actually break this significant resistance and have the momentum to go much higher to close the gap at least?
TWT...
Edited by arbman, 13 January 2010 - 12:46 PM.
#3
Jnavin
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#4
hpm123
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Posted 13 January 2010 - 12:59 PM
Using IB - I didn't pick up a 200k trade. Total vol ESH0 5min at 12:05 EST bar was 29,423 contracts traded...that's what I have anyway -
#5
Venatici
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Posted 13 January 2010 - 01:03 PM
This is what I have in my screen
http://screencast.com/t/MDliM2Qw
Big volume in that candle, asked around and all seem to have same data. Dont know about IB.
Can anyone advance a reason for such "trade". Stops triggered?
Thanks
http://screencast.com/t/MDliM2Qw
Big volume in that candle, asked around and all seem to have same data. Dont know about IB.
Can anyone advance a reason for such "trade". Stops triggered?
Thanks
#6
dasein
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Posted 13 January 2010 - 01:13 PM
i have 127K one minute bar 12.03 est, but another board concurs with c. 240k
yahoo shows a spy vol spike to 935+K at 12.27
anyone have options?
Edited by dasein, 13 January 2010 - 01:18 PM.
best,
klh
klh
#7
arbman
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Posted 13 January 2010 - 01:17 PM
The index struggled all night around there on ES and I thought it would be the reason of a major dump from 1137-1138, I guess this is, or was, how big the resistance waiting from above... Some institutions probably hedged all of their portfolio ahead of Intel... I think the next time we drop below that level it will be very significant and I don't know 1130s will hold anymore... OTOH, we may actually zoom up to 1160s too tomorrow first, there is no way we will drop below that level immediately, the low volume test from above at midday kind of confirms it is the new ST support...
#8
hpm123
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Posted 13 January 2010 - 01:20 PM
any other IB'ers get that volume spike?
#10
Darris
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Posted 13 January 2010 - 01:30 PM
Probably closer to 20,000 contracts rather than 200K based on price action. I show the high volume bar on IB data and Esignal. Looking at the time and sales for the 12:03pm bar, the tick volume does not appear to add up to that volume, but I can not download the data to verify.
