CME Globex Eurodollar

[Bronce 10]

Hi guys,

 

CME Eurodollar future is claimed to be the most liquid in the world with daily average vol of 3m contracts. 85% of it trades on Globex.

 

Just put the tiker in my eSignal and there is clear dichonomy between what I see and what I hear. I 100% sure that me is wrong...

 

Can somebody comment on the charts:

 

this is the Globex Eurodollar contract (September):

 

this is the Globex Eurodollar contract (December):

http://www.traderslaboratory.com/forums/attachment.php?attachmentid=2517&stc=1&d=1187891934

 

why such difference in charts?

and

where is the wild volume?

[Guest cooter]

Go here and look at the bottom line of the total of ALL contracts for the Eurodollar.

 

http://www.cme.com/html.wrap/wrappedpages/end_of_day/daily_settlement_prices/ed.html?h=1

[Bronce 10]

I see... Thank you.

 

So, a one contract for one single month is not so liquid then...? If lets say I compare GE U7 (Eurodollar) to ES U7, then ES is much more liquid...?

How about spreads and market depth in Eurodollar?

 

(I am just switching to futures and looking for the most liquid contracts. I don't yet have subscriptions to any contracts apart from ES, thus I have no idea about their market depth and spreads. So I'm trying to ask traders who trade contracts I am interested in to see general opinion - treading water so to say.)