20140612
Short 1 YM 16830, +20
Short 1 NQ 3790.0, +3.0
Short 2 NQ 3793.0, 3793.25, +5.0, +2.0
Short 1 TF 1162.8, -0.3
Short 1 TF 1163.2, +1.2
Short 1 TF 1163.4, +1.2
Short 1 TF 1163.5, +2.0
Long 1 NQ 3786.25, +3.0
Total YM +20
Total NQ +13.0
Total TF +4.1
There is no rush to leave the current month's contracts on roll-over day, especially if trading the ICE TF. Volume in the TF remains better in the current contract all day anyway. The CME is a different story, and by the end of the 1st hour, volume in the expiring contract tends to wane badly. Stayed with the plan today, although remained with 1-lots mostly, sacrificing better profits for some weakness and lack of confluence between contract signals. Stay focused.
