English
Iscriviti alla lista d'attesa
I libri... però non gratis
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatisticheStatistiche di mercato ed edge1,327StrategieLibreria di strategie testate18Paper di ricercaLo studio dietro gli algo301DocumentazioneRiferimento ProBuilder27Programma di sviluppo algoCorsi e lezioni24Tutto questo alimenta i 24 algoVedi gli algo

Statistiche › Intraday e microstruttura del mercato › Release second

Volume in the ten seconds after the payrolls release runs seventeen times its usual level

E-mini 10 seconds before: 48+48E-mini10 seconds beforeE-mini 10 seconds after: 817+817E-mini10 seconds after10 year note 10 seconds before: 146+14610 year note10 seconds before10 year note 10 seconds after: 1590+159010 year note10 seconds after

Average contracts traded in ten second windows around the monthly US employment release, from exchange transaction data, release dates November 2012 to September 2015. Non-event windows average 62 contracts for the E-mini and 129 for the note, so the pre-release window is already slightly quieter than normal.

In the ten seconds after the monthly US employment release, E-mini S&P 500 volume rises from 48 contracts to 817 and the number of distinct accounts from 13 to 88. The Treasury note contract goes from 146 contracts to 1,590.

48 to 817E-mini volume in the ten seconds before and after the release
13 to 88Distinct accounts trading in that window
146 to 1,590Ten year note volume over the same window
26 to 225E-mini volume over a five minute window

Solo per membri

Il resto di questa pagina è per i membri

Below this point there are 5 sections and 3 named sources, roughly 700 words of it. Every figure carries the source it came from and the date the data is from.

Puoi continuare a consultare gratuitamente ogni statistica della libreria. L'introduzione e il riepilogo sono sempre accessibili.