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E-Mini Index Futures: Number of Trades and Tick Volume Summary
(Data is for the most active trading hours, i.e., between 9:30 and 16:15 EST)
(This page is automatically refreshed every 5 minutes).

Tick Volume represents the number of ticks (changes) in price over a given period of time. Tick volume is useful in evaluating the dynamics of price changes.

Note that the “number of trades” and “tick volume” are calculated as a total of all available expiration series (not simply as the sum of the two 2 expiration series shown in the tables below).

Updated as of Friday, July 18, 2008 16:14     S&P 500 e-mini index futures Chart -  Symbol Last Change Number of Trades Tick Volume Small <=4 Medium 4> and <40 Large 40=> Total ESU8 1260.25  6.75 47,936  25451  9,689  83,076   39,583   ESZ8 1263  7.50 47,936  25451  9,689  83,076   39,583   Combined     47,936  25451  9,689  83,076  39,583         NASDAQ 100 e-mini index futures Chart -  Symbol Last Change Number of Trades Tick Volume Small <=3 Medium 3> and <25 Large 25=> Total NQU8 1828.75  10.00 28,074  19676  3,077  50,827   79,710   NQZ8 1845.75  3.75 28,074  19676  3,077  50,827   79,710   Combined     28,074  19676  3,077  50,827  79,710         Russell 2000 e-mini index futures Chart -  Symbol Last Change Number of Trades Tick Volume Small <=1 Medium 1> and <8 Large 8=> Total EZU8 690.7  2.00 23,438  21317  7,701  52,456   46,549   EZZ8 0  0.00 23,438  21317  7,701  52,456   46,549   Combined     23,438  21317  7,701  52,456  46,549         DJI e-mini index futures Chart -  Symbol Last Change Number of Trades Tick Volume Small <=2 Medium 2> and <10 Large 10=> Total YMU8 11506  106.00 28,893  11038  3,513  43,444   83,216   YMZ8 11465  76.00 28,893  11038  3,513  43,444   83,216   Combined     28,893  11038  3,513  43,444  83,216         S&P 400 e-mini index futures Symbol Last Change Number of Trades Tick Volume Small <=1 Medium 1> and <6 Large 6=> Total EWU8 799.3  0.10 7,296  3621  706  11,623   89,133   EWZ8 804.4  69.40 7,296  3621  706  11,623   89,133   Combined     7,296  3621  706  11,623  89,133       Copyright © 1997-2008 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...