20170714
Long 2 TF 1424.5, 1424.7, +0.7, +1.3
Short 5 TF 1426.2, 1426.3, 1427.3, 1427.3, 1427.2 -1.4, -1.5, +1.5, +1.4, +2.0
Long 2 TF 1424.1, 1424.1, +0.7, +1.5
Total TF +6.2
I will be taking a month off from the markets for the rest of July and half of August. Good trading to all still at it... Although the wretched ICE exchange still has the mini Russell volume in the TF contract, that will come to a definitive end as the Sep contracts expire and the recapture of that instrument by CME Globex under the new symbol RTY takes its inevitable hold. Long live the CME....!!
Thurs Jul 13 Trade Summary
20170713
Long 1 TF 1421.3, -1.4
Long 1 TF 1419.1, +1.5
Short 3 NQ 5703.5, 5703.5, 5704.5, -2.0, -2.0, -2.0
Long 2 NQ 5695.5, 5695.0, -2.0, -2.0
Long 2 NQ 5688.0, 5688.0, -1.0, -1.0
Long 3 NQ 5681.25, 5681.25, 5681.25, +6.0, +8.0, -1.0
Long 2 NQ 5691.25, 5691.25, +5.0, +5.0
Long 2 TF 1414.7, 1414.7, +1.0, +1.5
Total NQ +11.0
otal TF +2.4
Long 1 TF 1421.3, -1.4
Long 1 TF 1419.1, +1.5
Short 3 NQ 5703.5, 5703.5, 5704.5, -2.0, -2.0, -2.0
Long 2 NQ 5695.5, 5695.0, -2.0, -2.0
Long 2 NQ 5688.0, 5688.0, -1.0, -1.0
Long 3 NQ 5681.25, 5681.25, 5681.25, +6.0, +8.0, -1.0
Long 2 NQ 5691.25, 5691.25, +5.0, +5.0
Long 2 TF 1414.7, 1414.7, +1.0, +1.5
Total NQ +11.0
otal TF +2.4
Wed Jul 12 Trade Summary
20170712
Short 6 TF 1430.2, 1430.2, 1430.9, 1430.9, 1431.2, 1431.2 -1.4, -1.4, +1.2, +1.2, +1.0, +1.0
Short 3 TF 1432.5, 1432.5, +1.5, +2.2
Long 2 TF 1427.3, 1427.3, +1.0, -0.2
Long 1 TF 1427.3, +1.3
Long 1 TF 1425.1, -1.4
Long 3 TF 1423.7, 1423.7, 1423.7, +1.4, -0.4, -0.4
Total TF +6.6
Short 6 TF 1430.2, 1430.2, 1430.9, 1430.9, 1431.2, 1431.2 -1.4, -1.4, +1.2, +1.2, +1.0, +1.0
Short 3 TF 1432.5, 1432.5, +1.5, +2.2
Long 2 TF 1427.3, 1427.3, +1.0, -0.2
Long 1 TF 1427.3, +1.3
Long 1 TF 1425.1, -1.4
Long 3 TF 1423.7, 1423.7, 1423.7, +1.4, -0.4, -0.4
Total TF +6.6
Tues Jul 11 Trade Summary
20170711
Short 5 NQ 5695.5, 5695.75, 5697.5, 5697.75, 5698.75, -3.0, -3.0, +3.0, +2.0, -1.25
Short 2 TF 1410.2, 1410.2, 1410.2, -0.4, -0.4, -0.4
Short 2 NQ 5697.75, 5697.5, -2.0, -1.5
Short 3 TF 1410.6, 1410.6, 1410.9, +1.2, +0.7, +2.1
Short 2 TF 1410.6, 1410.4, +0.7, -0.7
Short 2 TF 1412.4, 1412.0, +0.7, +1.0
Short 1 NQ 5715.5, +5.5
Short 2 TF 1413.9, 1413.9, +0.7, +1.0
Long 1 TF 1410.5, -0.7
Long 2 TF 1406.8, 1406.8, -0.7, -0.7
Long 2 TF 1400.5, 1400.5, +2.5, +2.5
Short 2 TF 1412.1, 1412.1, +0.7, +1.2
Total NQ -0.25
Total TF +11.0
Short 5 NQ 5695.5, 5695.75, 5697.5, 5697.75, 5698.75, -3.0, -3.0, +3.0, +2.0, -1.25
Short 2 TF 1410.2, 1410.2, 1410.2, -0.4, -0.4, -0.4
Short 2 NQ 5697.75, 5697.5, -2.0, -1.5
Short 3 TF 1410.6, 1410.6, 1410.9, +1.2, +0.7, +2.1
Short 2 TF 1410.6, 1410.4, +0.7, -0.7
Short 2 TF 1412.4, 1412.0, +0.7, +1.0
Short 1 NQ 5715.5, +5.5
Short 2 TF 1413.9, 1413.9, +0.7, +1.0
Long 1 TF 1410.5, -0.7
Long 2 TF 1406.8, 1406.8, -0.7, -0.7
Long 2 TF 1400.5, 1400.5, +2.5, +2.5
Short 2 TF 1412.1, 1412.1, +0.7, +1.2
Total NQ -0.25
Total TF +11.0
Mon Jul 10 Trade Summary
20170710
Long 1 NQ 5653.0, +5.0
Long 1 TF 1406.4, 1406.1, +0.7, -0.8
Long 1 NQ 5652.5, +10.0
Long 2 TF 1405.5, 1405.5, -0.7, -0.7
Short 2 NQ 5674.5, 5676.75, 5676.75, 5679.25, +1.0, -0.0, -3.0, -3.0
Short 2 NQ 5681.75, 5681.5, -3.0, -2.0
Short 3 NQ 5686.25, 5686.25, 5686.25, +2.0, +3.0, -0.5
Short 2 TF 1407.4, 1407.2, +0.7, -0.7
Short 2 NQ 5687.0, 5687.0, +2.0, +5.0
Short 2 TF 1408.3, 1408.3, -0.7, -0.7
Short 2 TF 1411.2, 1411.5, -0.0, -0.3
2nd Frame Trades
Short 4 TF 1413.8, 1415.0, 1415.9, 1414.8, -0.0, +1.0, -0.3, +0.7
Short 2 TF 1415.7, 1415.4, +0.7, -1.1
Short 2 TF 1416.4, 1416.5, -0.4, +0.7
Short 2 TF 1418.9, 1418.9, +1.1, +1.7
Total NQ +16.5
Total TF +1.0
First day of trading for the CME's reborn mini-Russell 2k contact. Even in the 3-min bars, there is nothing but gaps it's so thin ....so far. But we'll be done with the ICE exchange soon enough. A little more patience is all...
Long 1 NQ 5653.0, +5.0
Long 1 TF 1406.4, 1406.1, +0.7, -0.8
Long 1 NQ 5652.5, +10.0
Long 2 TF 1405.5, 1405.5, -0.7, -0.7
Short 2 NQ 5674.5, 5676.75, 5676.75, 5679.25, +1.0, -0.0, -3.0, -3.0
Short 2 NQ 5681.75, 5681.5, -3.0, -2.0
Short 3 NQ 5686.25, 5686.25, 5686.25, +2.0, +3.0, -0.5
Short 2 TF 1407.4, 1407.2, +0.7, -0.7
Short 2 NQ 5687.0, 5687.0, +2.0, +5.0
Short 2 TF 1408.3, 1408.3, -0.7, -0.7
Short 2 TF 1411.2, 1411.5, -0.0, -0.3
2nd Frame Trades
Short 4 TF 1413.8, 1415.0, 1415.9, 1414.8, -0.0, +1.0, -0.3, +0.7
Short 2 TF 1415.7, 1415.4, +0.7, -1.1
Short 2 TF 1416.4, 1416.5, -0.4, +0.7
Short 2 TF 1418.9, 1418.9, +1.1, +1.7
Total NQ +16.5
Total TF +1.0
First day of trading for the CME's reborn mini-Russell 2k contact. Even in the 3-min bars, there is nothing but gaps it's so thin ....so far. But we'll be done with the ICE exchange soon enough. A little more patience is all...
Fri Jul 7 Trade Summary
20170707
Short 2 YM 21347, 21347, +7, +20
Short 2 TF 1408.3, 1408.3, +1.0, +3.0
Long 1 TF 1404.1, +1.7
Total YM +27
Total TF +5.7
Short 2 YM 21347, 21347, +7, +20
Short 2 TF 1408.3, 1408.3, +1.0, +3.0
Long 1 TF 1404.1, +1.7
Total YM +27
Total TF +5.7
Thurs Jul 6 Trade Summary
20170706
Long 4 TF 1405.3, 1405.3, 1405.3, 1405.3, +1.0, +1.0, +1.3, -0.5
Long 2 TF 1405.2, 1405.2, +0.7, +2.0
Short 2 TF 1408.8, 1409.2, +0.7, +1.7
Total TF +7.9
for those trading the TF....the Russell moves back to the CME on Monday, Jul 10. ICE Sep contracts continue to trade in tandem until expiration, so there's no panic to get set up. CME streaming data feed for the Russell is only an additional $5.00. Contact your broker to verify the new contract symbol and for subscription. Unfortunately, the contract size will be maintained at $5.00 per tick,a recent change by the ICE, instead of the old CME size of $10.00.
Long 4 TF 1405.3, 1405.3, 1405.3, 1405.3, +1.0, +1.0, +1.3, -0.5
Long 2 TF 1405.2, 1405.2, +0.7, +2.0
Short 2 TF 1408.8, 1409.2, +0.7, +1.7
Total TF +7.9
for those trading the TF....the Russell moves back to the CME on Monday, Jul 10. ICE Sep contracts continue to trade in tandem until expiration, so there's no panic to get set up. CME streaming data feed for the Russell is only an additional $5.00. Contact your broker to verify the new contract symbol and for subscription. Unfortunately, the contract size will be maintained at $5.00 per tick,a recent change by the ICE, instead of the old CME size of $10.00.
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