I just realized that TradeStation jumped into the illiquid March 12 contract for the ES yesterday...a full week ahead of schedule. Accordingly, I re-did the liquidity chart (higher = less liquid). At the approximate time of posting yesterday of 3:15 pm EST, readings would have been elevated, but did not take out prior trailing month highs until closer to the close.

Name: es 15 min liq 12-9-11.PNG Views: 766 Size: 61.2 KB