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No Don, I was still on the December contract......
and I confirmed the spike price by getting a quick quote from the CME and
looking at the high....
which matched my tick data from quote.com.
There were about 10 ticks surrounding the price spike.
Again, it was only for 1 SECOND.
It would have been very damaging to shorts that had a wide stop loss in
there....
> -----Original Message-----
> From: Don Ewers [mailto:dbewers@xxxxxxxxxxxxx]
> Sent: Saturday, December 15, 2001 8:23 PM
> To: realtraders@xxxxxxxxxxxxxxx
> Subject: Re: [RT] 2:47:02 EST Friday - ES mini contract - what happened
> ?
>
>
> M. Simms,
> Did not see it here (assume you were talking the March ES 2:47:02 EST)?
>
> There was a big delta between the ES/SP in the early am pit on
> the December
> ES 1115.50 and the SP 1122.
> don ewers
>
> ----- Original Message -----
> From: "M. Simms" <prosys@xxxxxxxxxxxxxxxx>
> To: "RealtradersList" <realtraders@xxxxxxxxxxxxxxx>
> Sent: Friday, December 14, 2001 7:24 PM
> Subject: [RT] 2:47:02 EST Friday - ES mini contract - what happened ?
>
>
> > Does anyone know why the market spiked over 13 points for 1 SECOND ?
> > Initially, I thought it was a bad tick......then I checked the
> CME and saw
> > that it was not.....
> > is this those really nervous shorts at work again ?
> > Was a BinLaden-is-captured rumor flying around or what ?
> >
> >
> >
> >
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