Extreme volumes in DAX futures

• 12/12/2017 at 10:24 PM #55535
  John

  Does anybody know what is happening with the DAX futures these days ?

  Within 1 minute there are the last days volumes of sometimes 4000, without significant price movement. Normally the 1 minute volume is around 100-500 .

  What is happening in the market, what causes these volumes ?

  

  John

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  12/12/2017 at 11:31 PM #55537
  GraHal

  I agree, there were some ‘well weird’ stalls of price movement today!?

  What is the source of your volume figures?

  

  GraHal

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  12/13/2017 at 1:30 PM #55570
  Eric

  I think its maybe some “adjustment” before the options/futures expiration and also FED today thats way the DAX is in a range with no trend maybe next week we can get some action?  second half of december usally bull Hexensabbat https://www.godmode-trader.de/know-how/hexensabbat-der-verfallstag-und-seine-schatten,3694213    

  

  Eric

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  12/13/2017 at 1:32 PM #55571
  Eric

  From IG (FTSE) ”  past 31 years. The results are interesting. We found that the best time period to invest has been December 15 to 31, with an average annual return of 2.51%, and a positive return 87% of the time. Showing that the 15th is not a complete anomaly, December 14-31 (+2.42%), and December 16-31 (+2.50%) were also in the top ten.  

  

  Eric

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  12/13/2017 at 10:13 PM #55609
  jebus89

  What kind of volume is it? huge selloff or hoarding? 

  

  jebus89

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  12/14/2017 at 7:28 AM #55626
  mr blue

  IMO the reliability of the stock volumes has been invalided since the banks have introduced intermarket exchanges where only the big names see the voluminas. as far as i remember one of the arguments to create such hidden market places was, that when a big boy starts to sell/buy huge sizes of stocks / derivatives it is not in his intention, that the traded volume will become visible to all market participants. of course, when intermarket the prices changes then also the price on the official exchanges will be affected. this can hardly be prevented, but often it happens with a “controlled” delay.

   

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  GraHal

  

  mr blue

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  12/14/2017 at 3:19 PM #55673
  Eric

  yes there are dark pools and CFDs  but in this case i think the volume are from FDAX? (but i am not sure)

   

  

  Eric

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  12/14/2017 at 4:28 PM #55684
  Nicolas

  yes, Volumes are taken from FDAX.

  

  Nicolas

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  12/15/2017 at 3:06 PM #55738
  Eric

  Now when they are done “manipulate” dax at the expiry of options/future

  maybe we can get some decent upside next week?

  i wouldnt be suprised if it starts with a gap up on monday so that they leave some of us behind

   

  

  Eric

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  12/18/2017 at 10:04 AM #55932
  Eric

  seems to be some volume today also

  

  Eric

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