MyPivots
    ST
    stock index futures
    Rep: 15
    Posts: 755
    0
    Progression of rotation factors through the day for ER2, NQ and ES

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    Market Profile Rotation Factors (split counts) for AB, ES and NQ for 22 Feb 05
    ST
    stock index futures
    Rep: 15
    Posts: 755
    0
    Only a very few trades over 50 contracts in size in any one day in the ER2 contract.

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    ER2 Time & Sales filtered 50 contracts and bigger for entire day.
    ST
    stock index futures
    Rep: 15
    Posts: 755
    0
    Same day T&S but for the ES contract with filter at 400 contracts.

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    T&S for ES with 400 contract filter.