When does volume switch from one contract to another? The chart below shows the volume for the March and June 2005 contracts for the E-mini S&P500 between 09:00 and 10:00 EST. The volume for the old contract (March) dominates in the first 15 minutes and then again just before the open at 09:30 EST. Otherwise you can see that the volume in the new contract (June) have taken over. (The chart shows the 5 minute average volume for each minute. e.g. The volume on the 09:17 bar shows the average volume per minute from 09:15 to 09:19 inclusive.)



More information about rollover day can be found on this page: Rollover Days

Contract rollover tomorrow 9th September 2010.

Contract rollover is 9 December 2010

Contract rollover is 10 March 2011

hello guys.Does anybody know more about special open quotation of DJIA on futures.I meant how can i know the SOQ for DJIA for today for example?Is there any website how show this qoute?Thank you and i w8 for an answer.

getrich - it should be somewhere around here:
http://www.cmegroup.com/trading/equity-index/us-index/dow_quotes_settlements_futures.html

Contract rollover is 9 June 2011.

Just got back after a week and everything changed!. Got a heads up about rollover... read it... 8 days before expiration..., but it's always nice (for me) to see a post confirming what I've read.
Thanks for posting this DT.

Originally posted by day trading

Contract rollover is 9 June 2011.

I was listening to the radio one day and was told to switch over to the new contract when the old one has about 50% or less of the previous liquidity. Once the new contracts is tradable, I was told that the old loses about 10% of its liquidity daily... interesting. How true is this though?

For the ES, rollover is 8 days before expiration. At 9:30am volume switches from the older to the new contract. Here's a chart showing how volume switches between the two contracts:

Contract rollover is Thursday 8 September 2011

This is rollover week.