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Problem w/ volume bars
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Problem w/ volume bars
I'm relatively new to the futures markets and NT in general and I'm have trouble w/ NT's constant volume bars. I have my chart set up to display 10,000 volume bars and there are only 33 bars shown for today implying that 330,000 contracts traded today (instrument: ES 03-08). According to the CME, the ES traded more than 1,800,000 contracts today. What am I missing here?? Thanks in advance!!
NTags: None
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Below is data from the CME website. I thought the ES 03-08 corresponded to ES M8 from below (2.7mm not 1.8mm as stated before). Am I wrong??
CME S&P Stock Index Volume And Open Interest - Mar 14
Data for previous business day. Volume Open Int Change E-Mini S&P 500 ES H8 1,853,949 1,698,357 -198,485 ES M8 2,741,325 995,665 398,583 ES U8 8 23 10 ES Z8 0 25 -1 ES H9 0 0 0 Total 4,595,282 2,694,070 200,107
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