Hi,
Do you use accumulated volume at each price increment to determine high volume ? Or just watch it on the chart? If on chart what TF (ticks, vol, min.) do you look at?
You mean arbitrageur is like market maker or simmilar to him? and this "arbitrageur" has unlimited buying power, so he can manipulate the market :cool:
Open ES and YM in 2 windows and watch for prices..
I just assumed that price at futures calculated at real time according to main index and not present balance of supply/demand like in stocks.
If someone knows how this market works educate me :smart: