20141212
Short 2 NQ 4249.5, 4249.75, +4.0, +2.0
Long 3 TF 1155.6, 1155.2, 1155.6, +3.0, +0.7, +1.5
Long 1 YM 17408, +20
Total YM +20
Total NQ +6.0
Total TF +5.2
Since leaving the CME, rollover for the TF at the ICE has been unclear. Volume was clearly better in the Dec contract today, even with CME's typical evacuation of their Dec contracts. ...so, trade the volume and stay with the Dec another day. Roll out of the CME's on Thursday after the 1st hour. This seems to be the best solution. ...and a good weekend to all...
