Extreme volumes in DAX futures

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  • #55535 quote
    John
    Participant
    Senior

    Does anybody know what is happening with the DAX futures these days ?

    Within 1 minute there are the last days volumes of sometimes 4000, without significant price movement. Normally the 1 minute volume is around 100-500 .

    What is happening in the market, what causes these volumes ?

    #55537 quote
    GraHal
    Participant
    Master

    I agree, there were some ‘well weird’ stalls of price movement today!?

    What is the source of your volume figures?

    #55570 quote
    Eric
    Participant
    Master

    I think its maybe some “adjustment” before the options/futures expiration and also FED today thats way the DAX is in a range with no trend maybe next week we can get some action?  second half of december usally bull Hexensabbat https://www.godmode-trader.de/know-how/hexensabbat-der-verfallstag-und-seine-schatten,3694213    

    #55571 quote
    Eric
    Participant
    Master

    From IG (FTSE) ”  past 31 years. The results are interesting. We found that the best time period to invest has been December 15 to 31, with an average annual return of 2.51%, and a positive return 87% of the time. Showing that the 15th is not a complete anomaly, December 14-31 (+2.42%), and December 16-31 (+2.50%) were also in the top ten.  

    #55609 quote
    jebus89
    Participant
    Master

    What kind of volume is it? huge selloff or hoarding? 

    #55626 quote
    mr blue
    Participant
    Senior

    IMO the reliability of the stock volumes has been invalided since the banks have introduced intermarket exchanges where only the big names see the voluminas. as far as i remember one of the arguments to create such hidden market places was, that when a big boy starts to sell/buy huge sizes of stocks / derivatives it is not in his intention, that the traded volume will become visible to all market participants. of course, when intermarket the prices changes then also the price on the official exchanges will be affected. this can hardly be prevented, but often it happens with a “controlled” delay.

     

    GraHal thanked this post
    #55673 quote
    Eric
    Participant
    Master

    yes there are dark pools and CFDs  but in this case i think the volume are from FDAX? (but i am not sure)

     

    #55684 quote
    Nicolas
    Keymaster
    Master

    yes, Volumes are taken from FDAX.

    #55738 quote
    Eric
    Participant
    Master

    Now when they are done “manipulate” dax at the expiry of options/future

    maybe we can get some decent upside next week?

    i wouldnt be suprised if it starts with a gap up on monday so that they leave some of us behind

     

    #55932 quote
    Eric
    Participant
    Master

    seems to be some volume today also

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Extreme volumes in DAX futures


General Trading: Market Analysis & Manual Trading

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John @john-s Participant
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This topic contains 9 replies,
has 6 voices, and was last updated by Eric
8 years, 1 month ago.

Topic Details
Forum: General Trading: Market Analysis & Manual Trading
Language: English
Started: 12/12/2017
Status: Active
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