20210727
Long 5 MNQ 15062.25, 15062.25, 15062.25, 15062.25, 15062.25, -2.25, -2.25, -2.25, -2.25, -2.25,
Long 5 MNQ 15051.75, 15051.75, 15051.75, 15051.75, 15051.75, +11.25, +11.25, +11.25, +11.25, +11.25,
Long 5 MNQ 15014.75, 15014.75, 15014.75, 15014.75, 15014.75, -5.25, -5.25, -5.25, -5.25, -5.25,
Long 5 MNQ 15018.0, 15018.0, 15018.0, 15018.0, 15018.0, -5.25, -5.25, -5.25, -5.25, -5.25,
Long 5 MNQ 15017.25, 15017.25, 15017.25, 15017.25, 15017.25, -2.0, -2.0, -2.0, -2.0, -2.0,
Long 5 MNQ 14936.0, 14936.0, 14936.0, 14936.0, 14936.0, -5.25, -5.25, -5.25, -5.25, -5.25,
Long 5 MNQ 14937.25, 14937.25, 14937.25, 14937.25, 14937.25, -5.25, -5.25, -5.25, -5.25, -5.25,
Long 5 MNQ 14900.25, 14900.25, 14900.25, 14900.25, 14900.25, -5.25, -5.25, -5.25, -5.25, -5.25,
Long 5 MNQ 14894.50, 14894.50, 14894.50, 14894.50, 14894.50, -5.25, -5.25, -5.25, -5.25, -5.25,
Long 5 MNQ 14895.75, 14895.75, 14895.75, 14895.75, 14895.75, -5.25, -5.25, -5.25, -5.25, -5.25,
Short 5 M2K 2186.7, 2186.7, 2186.7, 2186.7, 2186.7, +5.2, +5.2, +5.2, +5.2, +5.2,
Long 5 MNQ 14885.0, 14885.0, 14885.0, 14885.0, 14885.0, -5.25, -5.25, -5.25, -5.25, -5.25,
Long 5 MNQ 14875.25, 14875.25, 14875.25, 14875.25, 14875.25, -5.25, -5.25, -5.25, -5.25, -5.25,
Long 5 MNQ 14857.75, 14857.75, 14857.75, 14857.75, 14857.75, -2.25, -2.25, -2.25, -2.25, -2.25,
Long 5 MNQ 14858.0, 14858.0, 14858.0, 14858.0, 14858.0, -5.25, -5.25, -5.25, -5.25, -5.25,
Long 5 M2K 2170.1, 2170.1, 2170.1, 2170.1, 2170.1, -1.5, -1.5, -1.5, -1.5, -1.5,
Long 5 MNQ 14825.25, 14825.25, 14825.25, 14825.25, 14825.25, +26.25, +26.25, +26.25, +26.25, +26.25,
Long 10 MNQ 14805.75, 14805.75, 14805.75, 14805.75, 14805.75, 14808.25, 14808.25, 14808.25, 14808.25, 14808.25, +29.75, +29.75, +29.75, +29.75, +29.75, +25.0, +25.0, +25.0, +25.0, +25.0,
Total M2K +18.5
Total MNQ +121.25
Stepping into the Stock Index Futures Markets in this kind of volatility has to be described as reckless. The intraday swings are so wide that most normal means of measuring extremes and exhaustion blow past all the conventional trade entry signals usually associated with them. Today, as with so many of recent days, I found myself hitting maximum allowable losses before the end of the 1st frame.. and then found some remarkable entries that allowed a full recovery as the midday frame began to take hold.
I had reckoned this phenom would fade, and things settle back down to the 1st frame still being the best to trade, but it seems this stage of extreme volatility is here to stay for awhile. The solution will be to pare down from using even 5 micro's to just 3 in the 1st frame, and then take a look at going back to 5, or even using the E-mini's in the Midday frame, as I did last week, under similar circumstances.