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in FUTURES DAY-TRADING      

ATTENTION INTRADAY TRADERS:

Accurate trend reversal prediction on intraday level.

The only source of combined futures volume indicators for e-mini index futures.

This volume-based analysis methodology allows you to anticipate coming trend reversals. We invite you to sign up today for your free 30-day trial - do not miss this great opportunity.

Updated as of Wednesday, March 10, 2010 16:05   Futures Contracts Combined Volume Last Change* Open High Low  Russell 2000 Emini   188,495   674.70  5.60  669.20   677.90   668.90   S&P 500 Emini   1,856,532   1,145.75  5.25  1,140.00   1,148.00   1,139.25  * Only front month shown. Copyright © 1997-2010 DEF: You may not copy, distribute, transmit, display, perform, reproduce, publish, license, sublicense, create derivative works from, transfer or sell any of the Information. More...

For each e-mini futures contract listed in the table above, you can see the "combined futures volume" – this represents the summed volume (number of contracts) for the three upcoming expiration months. Combined futures volume serves as a sentiment indicator for the futures markets.

We collect and analyze volume data for the most active trading hours, i.e., between 9:30 and 16:15 EST. Index futures volume affects both the futures market and the equities market, particularly intraday. Analyzing the volume patterns of index futures will benefit futures traders, as well as those who trade Exchange Traded Funds (ETFs), or index options. Combined E-mini index futures volume is one of the most important technical indicators; it should be included in every e-minis day-trading system. Many technical analysts focus heavily on various price-based indicators, yet they often completely neglect volume – the real engine behind price movements. Incorporating volume indicators into a price-based trading system can substantially increase its reliability.

Russell 2000 e-mini SBV Indicator Examples

 +49.8 points in 3 days
(July 17-19, 2006)

July 19, 2006:

Chart 1: Trading the SBV indicator by using 4-rule system.
Russell 2000 E-mini. 1-day view. VMA1 = 15-min

July 18, 2006:

Chart 1: Trading the SBV indicator by using 4-rule system.
Russell 2000 E-mini. 1-day view. VMA1 = 15-min

July 19, 2006:

We used the following simple four-rule trading system based on our SBV indicator:

1. Once the SBV indicator declines below minus 33% (the SBV indicator will now show green), we enter a short position (if we are not already short);
2. Once the SBV indicator advances above minus 33% (after having been below that level), we will enter a long position (the SBV indicator still shows green);
3. Once the SBV indicator rallies above plus 33% (the SBV indicator will now show red), we enter a long position (if we are not already long);
4. Once the SBV indicator declines below plus 33% (after having been above that level), we will enter a short position (the SBV indicator still shows red).
   
   We have added the following rules to protect profits and cut losses:
5. Use a eight-point gain as the pre-determined, satisfactory profit target;
6. Set a stop-loss level at 3 points;
7. Exit positions by the end of the session;
   
   Additional rule we use for the first trade in session:
8. Since the price trend could be under the influence of the night futures trading after the market opens, we do not open a first trade for the session by #1 and #3 rules;