Intraday Structure

Trading Eurex and CME futures.

[Intraday Structure @intradaystruct]

@_sierratrading Out of interest, at what time did you get a signal using orderflow that indicated SPX/ES would fully reverse - and what was it? Obviously the semi selloff was happening, and you can't have got that signal from ES because of the underlying bid... so something on NQ?

[Intraday Structure @intradaystruct]

@bladerunner3049 The aliens have invaded and they're having a laser battle on ES.

[Intraday Structure @intradaystruct]

@gabizohar For sure.. and a couple of months ago Sierra added new functions to ACSIL to clear recent Bid/Ask volume so you can automate it however you want instead of having to right click :)

[Intraday Structure @intradaystruct]

@gabizohar AKA Footprint chart (NumbersBars for SierraChart) when displaying on a chart and not the DOM.

[Intraday Structure @intradaystruct]

@almurray Great night, thanks!

[Intraday Structure @intradaystruct]

@DudesWalking Yourself excluded, this may be the coolest dude doing Walk the Wight today. #walkthewight

[Intraday Structure @intradaystruct]

@spotgamma if price continues down, looking forward to seeing what the SPX/SPY combo levels are like close to these areas (#ES_F prices) - 3286-3282, 3230-3220, 3197-3192. Looking at the futures volume it seems likely bids will be back before those are reached though.

[Intraday Structure @intradaystruct]

@Parth74470327 @AheadofthenewsP I believe he meant if price went below 16.75, then anything could happen. Look at the prices before - it bounces off 14.75 and 15.75 - it then broke through both of those and didn't bounce.

[Intraday Structure @intradaystruct]

@AheadofthenewsP @intrepidnoodle I coded a function for constant volume bars that returns how many ms/secs it takes each bar to complete, but it doesn't really have a solid indication for turning points/sustained moves.. you do get rapid periods over multiple bars though.

[Intraday Structure @intradaystruct]

I've read tweets for a long time, decided it was time to join in.