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Best explanation:
1) it was still around the first hour "amateur hour" they call it
2) mini contracts are more volatile due to the effects of the stop loss
orders i.e. everyone who bought yesterday at around 11 am was getting
crushed right after the open
> -----Original Message-----
> From: Allon Shadmi [mailto:TradingSolutions@xxxxxxxx]
> Sent: Thursday, June 29, 2000 11:34 AM
> To: Andy
> Cc: omega-list@xxxxxxxxxx
> Subject: E Min NQ drop to 3620 - here are all t he prints
>
>
> I checked with my broker and I received all the prints (trades)
> to 3620 and
> up. Though the decent to 3620 was not mirrored by the big ND, it
> was not a
> one tick spike. Here are all the trades :
> 3690
> 3688 bid
> 3688
> 3687.5
> 3680
> 3678
> 3670
> 3665
> 3660.5
> 3660
> 3655
> 3650
> 3637 ask
> 3634 bid
> 3637
> 3635 ask
> 3635
> 3637
> 3634
> 3620 ask
> 3620
> 3630
> 3637
> 3627 ask
> 3627
> 3645 bid
> 3637 ask
> 3637
> 3652
> 3655
> 3634
> 3634 ask
> 3634
> 3641 bid
> 3641
> 3637
> 3636.5 ask
> 3636.5
> 3655
> 3665
> 3686
> 3690 .....
>
> This are some of the 135 prints that were recorded @ 10:46 EDT.
> The question is, still, why the NQ dropped and ND did not.
> Can someone try to explaine?
>
>
>
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