Posted: May 01, 2013 @ 03:59 PM             Msg. 1 of 3

Below is the date/time + price data we have captured for 6EM2 today:

2013-05-01 14:00:06.000 131.96
2013-05-01 14:00:06.000 132.00
2013-05-01 14:00:06.000 131.96
2013-05-01 14:00:07.000 131.91
2013-05-01 14:00:07.000 131.93
2013-05-01 14:00:07.000 131.76
2013-05-01 14:00:07.000 131.92
2013-05-01 14:00:07.000 131.96
2013-05-01 14:00:07.000 131.87
2013-05-01 14:00:07.000 131.88
2013-05-01 14:00:07.000 131.92
2013-05-01 14:00:07.000 131.93
2013-05-01 14:00:07.000 131.94
2013-05-01 14:00:08.000 131.91
2013-05-01 14:00:08.000 131.99
2013-05-01 14:00:08.000 131.95

Times are EST so for OEC Date/Time you are looking at 18:00 hours.

So across this 1 second: 14:00:07
we have prices of
HIGH: 132.00
LOW: 131.76

Seems like some crazy volatility (24 ticks) to occur within 1 second.

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John Gagnon

Posted: May 01, 2013 @ 04:01 PM             Msg. 2 of 3

should be 6EM3 in above post

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John Gagnon

Posted: May 01, 2013 @ 04:05 PM             Msg. 3 of 3

looking at this chart, I guess it is possible:

http://quotes.ino.com/charting/index.html?s=CME_6E.M13.E&t=f&a=2&w=1&v=s

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John Gagnon