cma6

Doesn't ES just trade tick for tick off of SP? How can there be much of an arb?

Steven, have you traded the Russell emini on the ICE? If so, what are your impressions of that trade vs. ES on the CME?

Negotiator, Your analysis seems similar to the Market Profile, which I studied when I was a member of the CBOT 40 years ago. Can one get the Market Profile real time online from a provider or a broker?

Karoshomin: Thank you for the explanations. BTW, where did you find that article "Day Trading the emini"? I was interested in trading the Russell 2000 emini (TF) on the ICE, but I'm sure the same principles apply to both. Do you have any experience with the the TF contract? BTW, are they are FCMs I should look at to open a futures account? CMA

What about Russell 2000 futures vs. ES or YM? If one is trading more than 5 lots of the mini-futures, why not trade the full contract? Can anyone recommend an FCM for a starting mini futures trader?

What do you mean by "VPOC" and "RTH"?

" It's very difficult at times to get a fill unless price moves through your price." That happens in every very liquid market that exists. "More important is the chart that showed Average Yearly Tick Movement across all the major index futures. Lowest rank? The S&P e-mini vs. the Dow, Nasdaq, Russell small and mid-cap." What is "Average Yearly Tick Movement" and what is its significance? It is not clear what you are recommending: Russell 2000 (small or mid-cap?) (mini) futures as a better trade for the small trader than the emini S&P?