E-Mini S&P Volume Histogram Change after 315-330 break on 4th Nov 2013

Eurex

Active member
105 5
Hello Everybody,

I was stalking the E-Mini yest i thought it will break 1764 but it didn't in the close.

What i saw was unbelievable to my eyes. Can someone shed some light on what just happened. I've attached image for this. What i understand is that CME doesn't show volume which traded at Pre Open on T&S but it displays on Histogram.

In summary the volume histogram just flashed a lot of volume at 1763 which was the close.

Looked like an error or Dark Pool Trade!

Has anyone experienced same issue on any other DOM than CTS T4 or any other trading related insight is welcome.

Good Luck Trading!
 

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