I'm interested also in this. I'm looking at an alternative to ES (Mini SP 500). So far the only future that compares to ES (and their cousins YM NQ etc...) in term of volatility is the 6E and 6B.
I don't trade FOREX so I don't know how the movement compares. I'm currently trying an auto sequence for 3 min and 5 min charts but I'm having problem establishing a set of working hours. SO far 6AM to 1 PM seem the most volume but it is not like the ES session that from 9:30 to 4:15 is where you get the most movement.
What are you doing? Discretionary trading or automated sequence?
i trade the 6e futures. dont know about the cfds but with regard the similarities in movement with the spot market its very similar (if it wasnt it would get arbed back in line) but on occasions ive had both spot and futures open i have seen differences of as much as 5 pips
The pit hours for London are 7-2, would that correspond to the 9-4 session on the SP? What I mean, are those the best hours to trade?
is the E7 (Euro Mini) also similar?
dont know about pit hours tho prob 9-4 u.s. the electronic market (dom) is what youll want to use this is available 23 hours a day closing at 10 london time for about an hour. outside of european and american times the volumes/spreads are rubbish