Indeed, the markets get so illiquid just prior to the announcement that a few hundred ES contracts can really move the market. Also, the announcements can be been late, (recently by up to ten minutes) depending upon the health of the fax and copy machines at the Fed and Treasury (no joke here). I wait for the embargoed headlines on a news feed to confirm the release actually occurred. Here's a free one:
http://www.marketwatch.com/story/newsviewer