Friday, November 21, 2008

Yet another "mechanical" day

2008-11-21-ES_10min

Really boring and totally predictable intraday action.

5AM countdown advised "sell on open"

1:20Pm to 2:30PM buy countdown coupled with buy setup hinted on release of some "good news".

Pivots contained ranged trading quite efficiently - what a boring, but very profitable day.

Order Book
Time Order ID Description Status
11/21/08 13:28:13 ******** BOT +16 /ESZ8 @752.25 5
11/21/08 11:50:45 ******** SOLD -6 /ESZ8 @758.50 5
11/21/08 11:21:49 ******** SOLD -10 /ESZ8 @751.50 5
11/21/08 10:53:39 ******** BOT +10 /ESZ8 @751.00 4
11/21/08 10:30:24 ******** SOLD -10 /ESZ8 @754.50 4
11/21/08 10:23:47 ******** BOT +10 /ESZ8 @756.50 3
11/21/08 10:22:56 ******** SOLD -10 /ESZ8 @760.25 3
11/21/08 09:59:52 ******** SOLD -10 /ESZ8 @759.00 2
11/21/08 09:58:36 ******** BOT +10 /ESZ8 @756.75 2
11/21/08 09:46:21 ******** SOLD -10 /ESZ8 @768.00 1
11/21/08 09:39:17 ******** BOT +10 /ESZ8 @763.75 1
11/21/08 02:04:07 ******** SOLD -10 /ESZ8 @776.00 yest pos.

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