|
Updated as of Friday, July 18, 2008 16:14 |
|
|
Russell 2000 e-mini Number of Trades |
|
|
Symbol |
Small
<=1 |
Medium
1> and <8 |
Large
8=> |
Total |
 |
  |
 |
 |
 |
|
EZU8 |
23,438 |
21317 |
7,701 |
52,456 |
|
EZZ8 |
23,438 |
21317 |
7,701 |
52,456 |
|
Combined |
23,438
|
21317
|
7,701
|
52,456
|
| “Small
trades" represent trades where 1 contracts or less
were purchased. “Large trades" reflect trades where 8
contracts or more were purchased. |
|
Russell 2000 e-mini
Tick Volume |
|
|
Symbol |
Current
Day |
Previous
Day |
2 Days
Before |
 |
 |
 |
 |
|
EZU8 |
46,549 |
59,789 |
47,116 |
|
EZZ8 |
46,549 |
59,789 |
47,116 |
|
Combined |
46,549
|
59,789
|
47,116
|
| Tick
Volume represents the number of ticks (changes) in price over a
stated period of time. Tick Volume helps to evaluate the
dynamics of price changes. |
Combined volume, open interest, number of
trades and tick volume are calculated as a total of all available expiration
series (not simply as the sum of the 2 expiration series shown in the tables
above). Copyright © 1997-2008 daytrading-emini-futures.com: You may not copy, distribute, transmit, display,
perform,
reproduce, publish, license, sublicense, create derivative works from, transfer
or sell any of the Information. More..... |