I suggest using range charts. It looks much cleaner and is easier to analyze.
I've been trading /CL for a few weeks on the $0.05 and $0.10 range bars. I've made $2,900 trying different stuff. I found a 100 EMA and 7 period CCI works well together, as well as Laurence Connors' RSI-2 method. Haven't tried other futures. I was up $590 today, but got ****ed. I keep forgetting how inventory reports make the oil prices go sporadic. Still managed to put $240 in my pocket at the end of the day though. I'm up $160 tonight so far.
"E-Mini S&P, often abbreviated to "E-mini" (despite the existence of many other E-mini contracts) and designated by the commodity ticker symbol ES, is a stock market index futures contract traded on the Chicago Mercantile Exchange's Globex electronic trading platform." - Google Search
03-10 would be contract date.
You want ES12-14, which would be current contract date.
First off, there is no 'should' in trading, by which I mean no one can tell you that you should trade one market in preference to another. One man's meat is another man's poison - only you can decide which is the best one for you. I suggest you go back a step and ask the question: 'which market is the best one for me to trade, e.g. equities, indices or forex etc?' IMO, the choice of market comes higher up the pecking order than the financial vehicle you use to trade it. In the event that you decide on indices or commodities such as oil, then consider all the different ways to trade them. Futures is just one way, spread betting or derivatives such as CFDs or options may suit you better. If you'd like to explore this further, take a look at this FAQ: Which Should I trade - Stocks, Futures or Forex etc.?
Regarding your last point about charting and following being the same, I'm not sure exactly what you mean? Charts are graphical representations of price movement favoured by traders who use technical analysis. Many of them will 'follow' charts of markets and instruments that they don't trade, but keep an eye on because of their correlation with the market / instrument that they do trade. For example, U.S. equities traders routinely have a chart open of the S&P 500 index, which is what the ES (that Chris mentions in his post) is based on. In fact, they'll probably have the ES open as well, as futures tend to lead the cash market. If you want to explore this last point further, take a gander at this Sticky: Essentials of Indices
Forget the SandP, it pings around all over the place and you'll be stopped out of your position before you can say 'what the'.
US Treasuries are a slow market, they can take a while to move but if you want to learn how things work then it's the best. It tends to stop at the right points in terms of support and resistance, unlike the SandP which can overshoot a fair bit before coming back.
The Treasuries are a 'thick' market. As in the order book is thick, as such it takes time and effort for the orders to be eaten through before price can move. The SandP and other indices have thinner books, meaning price is more volatile as there are less positions/orders to be eaten through, meaning that price can move quite violently and at great speed with less exact support/resistance levels.
Have a friend at a prop firm who got me onto the ZN. He said he had never bothered with the SandP as he could never figure it out. This was a bloke who writes trading courses for them as well. So I decided to pay attention.
He also said the Bund and Eurostoxx were great markets but to be honest if you can't master one market then you're not going to master 2 or 3. I would advise sticking with the ZN, slow as it is, and to work on making your fortune on that first.