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The Saratoga Futures blog will post futures related news, general market and investing items, and our support / resistance levels for the e-Mini S&P 500 futures. Click here to add the blog as an RSS%20chiclet.jpg RSS feed.  To view blog archives click here.

Note: Any comments that include past performance - Past performance is not indicative of  future results.

 

Entries in Futures Data (179)

Futures vs. ETFs 08/18/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,704,267  500 SPY  172,257,104  4.9
NASDAQ 100 NQ  353,211  800  QQQQ  151,399,008  1.9
Russell 2000 ER2  187,949  1000 IWM 97,843,696  1.9
Gold GC 102,685  1000 GLD 14,071,800  7.3

Silver 

 SI 31,696  10000  SLV 8,968,300  35.3
Crude Oil CL 403,811  1000 USO 10,115,800  39.9
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Tuesday, August 19, 2008 at 02:33PM by Registered CommenterBrett in | Comments Off

Electronic vs. Pit Volume 08/18/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS


Product Electronic Volume
 Pit Volume
 Percent Electronic of Total Volume
Crude Oil 403,811  36,386  92%
Natural Gas 133,680  15,860  89%
Corn  131,261  30,187  81%
Soybeans  85,889  7,484  92%
Wheat 74,821  9,800  88%
Live Cattle 7,272  19,932  27%
Lean Hogs 6,803  8,662  44%
COMEX Gold 102,685  10,245  91%
COMEX Silver 31,696  5,104  86%
COMEX Copper 14,088  3,215  81%
Posted on Tuesday, August 19, 2008 at 02:27PM by Registered CommenterBrett in | Comments Off

Treasury Tuesdays

Bonddad: Let's first look at the macro-level picture to put the latest action in perspective.  More>>

Posted on Tuesday, August 19, 2008 at 09:42AM by Registered CommenterJay L in | Comments Off

Futures vs. ETFs 08/15/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,477,040  500 SPY  181,005,408  4.1
NASDAQ 100 NQ  346,484  800  QQQQ  123,116,000  2.3
Russell 2000 ER2  193,119  1000 IWM 98,174,800  2.0
Gold GC 151,621  1000 GLD 29,755,900  5.1

Silver 

 SI 74,417  10000  SLV 20,581,900  36.2
Crude Oil CL 472,021  1000 USO 14,136,200  33.4
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Monday, August 18, 2008 at 03:27PM by Registered CommenterBrett in | Comments Off

Electronic vs. Pit Volume 08/15/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS


Product Electronic Volume
 Pit Volume
 Percent Electronic of Total Volume
Crude Oil 472,021  51,267  90%
Natural Gas 126,963  14,815  90%
Corn  149,789  28,029  84%
Soybeans  81,794  10,648  88%
Wheat 81,219  13,560  86%
Live Cattle 9,253  21,393  30%
Lean Hogs 11,577  12,299  48%
COMEX Gold 151,621  15,687  91%
COMEX Silver 74,417  8,245  90%
COMEX Copper 13,052  2,085  86%
Posted on Monday, August 18, 2008 at 03:19PM by Registered CommenterBrett in | Comments Off

Futures vs. ETFs 08/14/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,887,441  500 SPY  239,556,096  3.9
NASDAQ 100 NQ  440,750  800  QQQQ  158,069,104  2.2
Russell 2000 ER2  220,842  1000 IWM 118,194,704  1.9
Gold GC 160,929  1000 GLD 15,542,600  10.4

Silver 

 SI 46,985  10000  SLV 6,392,700  73.5
Crude Oil CL 466,431  1000 USO 9,892,200  47.2
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Friday, August 15, 2008 at 03:06PM by Registered CommenterBrett in | Comments Off

Electronic vs. Pit Volume 08/14/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS


Product Electronic Volume
 Pit Volume
 Percent Electronic of Total Volume
Crude Oil 466,431  47,174  91%
Natural Gas 174,873  31,962  85%
Corn  281,658   46,229  86%
Soybeans  111,293  12,269  90%
Wheat 151,526  16,134  90%
Live Cattle 5,416  13,033  29%
Lean Hogs 7,340  9,710  43%
COMEX Gold 160,929  12,090  93%
COMEX Silver 46,985  6,165  88%
COMEX Copper 20,956  2,818  88%
Posted on Friday, August 15, 2008 at 02:59PM by Registered CommenterBrett in | Comments Off

Futures vs. ETFs 08/13/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  2,187,763  500 SPY  256,467,200  4.3
NASDAQ 100 NQ  444,535  800  QQQQ  169,664,496  2.1
Russell 2000 ER2  241,852  1000 IWM 151,013,200  1.6
Gold GC 155,763  1000 GLD 17,018,200  9.2

Silver 

 SI 42,299  10000  SLV 7,374,300  57.4
Crude Oil CL 584,309  1000 USO 16,512,800  35.4
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Thursday, August 14, 2008 at 03:17PM by Registered CommenterBrett in | Comments Off

Electronic vs. Pit Volume 08/13/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS


Product Electronic Volume
 Pit Volume
 Percent Electronic of Total Volume
Crude Oil 584,309  71,527  89%
Natural Gas 218,001  28,613  88%
Corn  227,068  28,980  89%
Soybeans  87,745  13,298  87%
Wheat 114,374  9,151  93%
Live Cattle 10,597  15,148  41%
Lean Hogs 11,948  17,682  40%
COMEX Gold 155,763  23,145  87%
COMEX Silver 42,299  10,411  80%
COMEX Copper 29,094  6,226  82%
Posted on Thursday, August 14, 2008 at 03:07PM by Registered CommenterBrett in | Comments Off

Thursday Oil Market Round-Up

Charts from Bonddad:  More>>

Posted on Thursday, August 14, 2008 at 09:04AM by Registered CommenterJay L in | Comments Off

Futures vs. ETFs 08/12/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,747,285  500 SPY  213,200,800  4.1
NASDAQ 100 NQ  387,027  800  QQQQ  140,596,896  2.2
Russell 2000 ER2  224,223  1000 IWM 128,838,704  1.7
Gold GC 196,337  1000 GLD 20,131,700  9.8

Silver 

 SI 47,414  10000  SLV 5,363,100  88.4
Crude Oil CL 521,818  1000 USO 13,494,400  38.7
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Wednesday, August 13, 2008 at 02:55PM by Registered CommenterBrett in | Comments Off

Electronic vs. Pit Volume 08/12/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS


Product Electronic Volume
 Pit Volume
 Percent Electronic of Total Volume
Crude Oil 521,818  39,303  93%
Natural Gas 137,491  26,135  84%
Corn  345,792  45,154  88%
Soybeans  108,901  11,933  90%
Wheat 87,773  14,184  86%
Live Cattle 9,770  17,856  35%
Lean Hogs 11,975  24,064  33%
COMEX Gold 196,337  16,513  92%
COMEX Silver 47,414  9,659  83%
COMEX Copper 23,924  4,843  83%
Posted on Wednesday, August 13, 2008 at 02:40PM by Registered CommenterBrett in | Comments Off

Futures vs. ETFs 08/11/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  2,101,604  500 SPY  249,425,792  4.2
NASDAQ 100 NQ  431,247  800  QQQQ  157,291,104  2.2
Russell 2000 ER2  318,731  1000 IWM 174,577,696  1.8
Gold GC 200,703  1000 GLD 23,567,000  8.5

Silver 

 SI 43,678  10000  SLV 9,290,200  47
Crude Oil CL 513,870  1000 USO 12,902,200  39.8
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Tuesday, August 12, 2008 at 03:25PM by Registered CommenterBrett in | Comments Off

Electronic vs. Pit Volume 08/11/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS


Product Electronic Volume
 Pit Volume
 Percent Electronic of Total Volume
Crude Oil 513,870  40,167  93%
Natural Gas 149,811  18,400  89%
Corn  190,801  41,510  82%
Soybeans  90,389  15,786  85%
Wheat 116,800  7,085  94%
Live Cattle 7,293  19,341  27%
Lean Hogs 8,896  16,500  35%
COMEX Gold 200,703  20,789  91%
COMEX Silver 43,678  2,254  95%
COMEX Copper 18,185  3,029  86%
Posted on Tuesday, August 12, 2008 at 03:18PM by Registered CommenterBrett in | Comments Off

Futures vs. ETFs 08/08/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  2,181,602  500 SPY  260,811,696  4.2
NASDAQ 100 NQ  405,540  800  QQQQ  143,121,408  2.3
Russell 2000 ER2  233,076  1000 IWM 112,771,400  2.1
Gold GC 138,692  1000 GLD 13,514,100  10.3

Silver 

 SI 44,153  10000  SLV 8,273,600  53.4
Crude Oil CL 570,331  1000 USO 10,624,200  53.7
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Monday, August 11, 2008 at 03:17PM by Registered CommenterBrett in | Comments Off

Electronic vs. Pit Volume 08/08/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS


Product Electronic Volume
 Pit Volume
 Percent Electronic of Total Volume
Crude Oil 570,331  36,379  94%
Natural Gas 159,679  23,840  87%
Corn  229,704  43,417  84%
Soybeans  93,864  23,147  80%
Wheat 108,634  14,782  88%
Live Cattle 14,441  33,519  30%
Lean Hogs 13,918  23,604  37%
COMEX Gold 138,692  20,763  87%
COMEX Silver 44,153  5,641  89%
COMEX Copper 26,091  5,641  82%
Posted on Monday, August 11, 2008 at 03:09PM by Registered CommenterBrett in | Comments Off

Market Mondays

Bonddad: Let's start with a really long-term look at the market -- a 5 year look. This will give us an indication of where we are in the bull/bear cycle.  More>>

Posted on Monday, August 11, 2008 at 09:26AM by Registered CommenterJay L in | Comments Off

Futures vs. ETFs 08/07/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,999,680  500 SPY  246,312,496  4.1
NASDAQ 100 NQ  361,853  800  QQQQ  152,805,792  1.9
Russell 2000 ER2  201,151  1000 IWM 89,733,504  2.2
Gold GC 117,086  1000 GLD 9,962,200  11.8

Silver 

 SI 35,821  10000  SLV 4,449,900  80.5
Crude Oil CL 603,023  1000 USO 11,315,900  53.3
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Friday, August 8, 2008 at 10:44AM by Registered CommenterBrett in | Comments Off

Electronic vs. Pit Volume 08/07/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS


Product Electronic Volume
 Pit Volume
 Percent Electronic of Total Volume
Crude Oil 603,023  31,893  95%
Natural Gas 188,779  18,420  91%
Corn  187,376  41,910  82%
Soybeans  96,004  19,183  83%
Wheat 119,257  13,344  90%
Live Cattle 23,587  38,307  38%
Lean Hogs 16,938  28,774  37%
COMEX Gold 117,086  34,110  77%
COMEX Silver 35,821  3,477  91%
COMEX Copper 14,449  3,413  81%
Posted on Friday, August 8, 2008 at 10:36AM by Registered CommenterBrett in | Comments Off

Futures vs. ETFs 08/06/08

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS
Product Future Volume Factor* ETF Volume Futures Liquidity Multiple
S&P 500 ES  1,734,103  500 SPY  209,555,392  4.1
NASDAQ 100 NQ  418,630  800  QQQQ  133,463,696  2.5
Russell 2000 ER2  187,416  1000 IWM 79,588,800  2.4
Gold GC 111,301  1000 GLD 12,404,800  9.0

Silver

 SI 31,106  10000  SLV 2,220,700  140.1
Crude Oil CL 541,920  1000 USO 16,472,100  32.9
* Factor - the number of ETF shares that are approximately equivalent in notional value to the notional value of one futures contract
Posted on Thursday, August 7, 2008 at 03:32PM by Registered CommenterBrett in | Comments Off
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