futures should be rolling over later this week on Friday.
This can vary by a day sometimes between brokers, however one
thing to watch is the daily volume of the June and Sept contracts -
roll over is basically when you see the volume on these two
converge and then flip, where vol on the Sept one starts to exceed
the June. On the roll over day you will see them converge and
roughly match, then the new contract pulls in front like a race
horse at the track
ES futures roll over this week
Posted by matt on 8th of Jun 2016 at 10:41 am
futures should be rolling over later this week on Friday. This can vary by a day sometimes between brokers, however one thing to watch is the daily volume of the June and Sept contracts - roll over is basically when you see the volume on these two converge and then flip, where vol on the Sept one starts to exceed the June. On the roll over day you will see them converge and roughly match, then the new contract pulls in front like a race horse at the track
next week, isn't it?
Posted by varmercur on 8th of Jun 2016 at 10:54 am
next week, isn't it?
Volume flip is on Friday,
Posted by matt on 8th of Jun 2016 at 11:16 am
Volume flip is on Friday, best time to roll over contracts is Friday or Mon
Is it better to roll
Posted by varmercur on 8th of Jun 2016 at 11:37 am
Is it better to roll on those days because the volume is the best and prices are the closest between the two contracts - or something else?
Just set up a short
Posted by a_l_ on 8th of Jun 2016 at 11:47 am
Just set up a short term chart for each contract and roll when the volume becomes the majority in the front month.