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Micro E-mini Nasdaq-100 Index Futures (Dec 2025)Micro E-mini Nasdaq-100 Index Futures (Dec 2025)Micro E-mini Nasdaq-100 Index Futures (Dec 2025)

Micro E-mini Nasdaq-100 Index Futures (Dec 2025)

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MNQZ2025 trade ideas

Role of G7 and G20 in World Markets1. Historical Background 1.1 Origins of the G7 The G7 originated in the 1970s oil crisis and currency instability. The breakdown of the Bretton Woods system (1971) and the 1973 oil shock forced leaders of the US, UK, France, West Germany, Italy, and Japan to coordinate policies. The first meeting took place in 1975 at Rambouillet, France. Canada joined in 1976, making it the G7. The forum was designed as an informal space for dialogue among advanced economies, free from the rigid bureaucracy of the IMF or UN. 1.2 Expansion into G20 By the late 1990s, globalization had empowered emerging markets like China, India, Brazil, and South Africa. The Asian Financial Crisis of 1997–98 exposed the limitations of the G7, which could not represent the interests of developing nations. The G20 was created in 1999, initially as a forum for finance ministers and central bank governors. Following the 2008 Global Financial Crisis, the G20 was elevated to a leaders’ summit level, becoming the “premier forum for international economic cooperation.” 2. Membership & Structure 2.1 G7 Members: United States, Canada, United Kingdom, France, Germany, Italy, Japan, and the EU (as an observer). Characteristics: Advanced, high-income democracies with strong global financial markets. Focus: Monetary policy coordination, financial stability, trade, development aid, sanctions, and geopolitical security. 2.2 G20 Members: 19 countries + European Union. Includes major emerging economies like China, India, Brazil, Russia, South Africa, Mexico, Indonesia, Turkey, Argentina, Saudi Arabia, and others. Coverage: Represents 85% of global GDP, 75% of international trade, and two-thirds of the world’s population. Focus: Broader economic and financial stability, trade, infrastructure investment, climate change, digital economy, inclusive development. 3. Role in Financial Markets 3.1 Market Stability The G7 historically acted as a currency stabilizer. For example, the Plaza Accord (1985) coordinated interventions to weaken the US dollar, reshaping forex markets. The Louvre Accord (1987) similarly stabilized exchange rates. These decisions had immediate effects on bond yields, commodity prices, and stock market sentiment. The G20, after 2008, coordinated stimulus packages worth trillions of dollars. This joint effort restored investor confidence, stabilized equity markets, and prevented a deeper depression. 3.2 Regulatory Standards Both groups influence the Basel Committee on Banking Supervision, which sets global banking capital requirements. The G20’s Financial Stability Board (FSB) was established in 2009 to monitor risks, enforce transparency, and reduce systemic threats. This has reshaped financial markets, particularly derivatives and shadow banking oversight. 3.3 Debt Management & Sovereign Risk G7 finance ministers often negotiate debt relief for low-income countries, working alongside the IMF and World Bank. The G20 launched the Debt Service Suspension Initiative (DSSI) in 2020, allowing the poorest nations to defer debt payments during the pandemic—affecting global bond market pricing of sovereign risk. 4. Role in Global Trade 4.1 G7’s Trade Leadership G7 economies historically dominated WTO negotiations and set the tone for trade liberalization. The G7 often pushes for open markets, free trade agreements, and intellectual property rights protection. However, it has also been accused of protectionism—for instance, through agricultural subsidies or technology restrictions. 4.2 G20 and Trade Balancing The G20 plays a bigger role in mediating between advanced and emerging economies. After 2008, the G20 pledged to avoid protectionism and keep markets open. This was crucial in preventing a collapse of world trade. More recently, the G20 has dealt with US-China trade tensions, global supply chain resilience, and reforms of the WTO dispute system. 5. Role in Investment & Infrastructure 5.1 Investment Flows G7 countries, as capital exporters, dominate foreign direct investment (FDI) and global finance. Their regulatory policies shape global flows. The G20 promotes inclusive investment frameworks, encouraging capital flows into Africa, Asia, and Latin America. 5.2 Infrastructure Financing The G20 launched the Global Infrastructure Hub (2014) to connect investors with large-scale infrastructure projects. The Partnership for Global Infrastructure and Investment (PGII), promoted by G7 in 2022, was designed as a counter to China’s Belt and Road Initiative (BRI). 6. Role in Crisis Management 6.1 2008 Financial Crisis G7 alone lacked credibility, as emerging markets were now critical players. The G20’s emergency summits (2008–2009) led to coordinated fiscal stimulus, global liquidity injections, and bank recapitalizations. This stabilized world stock markets. 6.2 Eurozone Debt Crisis (2010–2012) G7 central banks coordinated to provide liquidity and backstop the euro. G20 forums pressured European leaders to balance austerity with growth measures. 6.3 COVID-19 Pandemic (2020–2021) G20 pledged $5 trillion in economic stimulus, central banks slashed interest rates, and liquidity lines were extended across borders. G7 coordinated on vaccine financing (COVAX) and kept supply chains for medical goods functioning. 7. Role in Currency & Monetary Policy G7 historically managed exchange rate diplomacy (e.g., Plaza Accord). The G20 now addresses global imbalances, such as China’s currency valuation, US trade deficits, and emerging market vulnerabilities. Both groups’ central banks’ policies (Fed, ECB, BOJ, PBOC, etc.) directly influence capital markets worldwide. 8. Role in Technology & Digital Economy G7 promotes data governance, cybersecurity standards, AI regulations, and digital taxation frameworks. G20 addresses digital inclusion, fintech growth, cross-border payment systems, and crypto regulation. These policies affect stock valuations in the tech sector, investor confidence, and cross-border capital mobility. 9. Future Outlook The G7 will likely remain a strategic and political coordination forum for Western democracies, focusing on sanctions, technology standards, and security-linked economics. The G20 will remain the central platform for global economic governance, especially in addressing: Climate financing Sustainable debt frameworks Digital currencies (CBDCs) AI-driven market disruptions Geopolitical risks in trade and energy Their role will be critical as the world transitions into a multipolar economic order where no single power dominates. 10. Conclusion The G7 and G20 act as twin pillars of global economic governance. While the G7 provides leadership from advanced democracies, the G20 reflects the diversity of the modern global economy. Their combined influence extends across financial markets, trade, investment, crisis management, energy security, and digital governance. Though criticized for exclusivity, lack of enforcement, or internal divisions, both remain indispensable. In times of global crisis—whether financial collapse, pandemics, or geopolitical shocks—they have demonstrated the capacity to restore market confidence and stabilize the world economy. Ultimately, the G7 and G20 do not replace institutions like the IMF, World Bank, or WTO, but they provide the political will and high-level coordination necessary to steer the world through uncertainty. In a world of interconnected markets, their role will only deepen in shaping the future of global capitalism.
CME_MINI:MNQ1!Education
by GlobalWolfStreet
6
Dovish Spells or Hawkish Surprises? FOMC Prep for ES, NQ, GCLet’s start with the biggest event this week. Unless, of course, some unexpected headline swoops in and steals the spotlight — because markets love a good plot twist. Emotions are running high, and volatility is flying around like confetti at a surprise party nobody asked for. But don’t worry, Chair Powell might just play the role of the calm voice in the chaos. Markets are pricing in a 25 bps rate cut by the Fed this week. Interestingly, the future path of rate cut expectations has been in the doldrums. Is it a bird or a plane? No, it’s Superman. Likewise here, is it 1 cut or 2 cuts? No, it’s 3 cuts priced at this moment until the end of 2025. Excuse the humor, but what fun is it if you cannot entertain yourself while analyzing the complexities of markets day in and day out. Execution is boring; risk management is much like dementors sucking out life force when risk is not respected. And analyzing and preparation is where the creativity and fun is. And as Kurt Angle would say, it is “ True ”. Index futures including ES futures and NQ futures have all climbed steadily higher since September 2 low. Markets are turning higher in anticipation of a new bull run. Gold futures are rallying, currently trading above $3700. Since the Jackson Hole dovish pivot, gold has not looked back and has rocketed higher above major resistance. Our focus is on the Fed meeting. All eyes will be on the forward guidance; risks to inflation, risks for the labor market and FED’s SEP (Summary of Economic Projections). This also includes GDP forecasts and the most anticipated Dot Plot. Which of the two mandates will the Fed prioritize, labor market weakness or sticky inflation? The interesting thing to note is that despite sticky inflation, markets are anticipating 3 cuts of 25 bps for each of the meetings this year. Thus far, as we have previously mentioned, the Fed will likely be moving away from their 2% inflation target to an average inflation target in the range of 2% to 3%. This also implies that real rates i.e., nominal less inflation are going to fall sharply lower. Given this, we anticipate gold to continue higher as the US Dollar's purchasing power erodes away, with mounting debt, higher inflation and falling real yields. The real question we should be asking is: What if the meeting outcome is hawkish with the Fed delivering just 1 cut in the September meeting and staying on hold for the remainder of the year? What other risks are there that could pull stocks and indexes lower? And bonds higher? Tariffs at this point seem like an old talk unless something reinvigorates and puts them on the front and center of market worries. Based on these thoughts, here are our scenarios: Base Case: 25 bps cuts and dovish guidance but iterates meeting by meeting approach. ES & NQ: Data dependent Fed, that is likely behind the curve and markets may translate this as Fed too slow to react to emerging risks, risks of recession goes higher. In this case, although stocks may push higher with rates coming down initially, in our view, much of this is priced in and this may be ‘sell the fact moment’. Portfolio adjustment: Sell index futures, Buy Gold and Bonds. Ultra-Dovish: Fed’s dot plot confirms 2 additional rate cuts of 25 bps for Oct and Dec meeting and further 4 cuts till end of 2026 to bring terminal rate lower to 250-275. USD weakens further, real rates sink, reinforcing gold bid. Portfolio adjustment: Buy everything. Buy the dip. Hawkish Surprise Only 25 bps in September, then pause ES & NQ: • Sharp pullback as equities reprice for tighter liquidity. • ES could retrace recent gains, downside risk toward 4,900–5,000 zone. • NQ likely hit harder due to tech sensitivity to discount rate. GC: • Short-term correction as USD firms and yields spike. • However, downside may be limited if market shifts focus back to debt & long-term inflation risks. Risk-Off External Shock- Geopolitical event, tariffs ES & NQ: • Drop as risk sentiment sours; defensives outperform growth. • Bonds rally, yields fall, curve steepens if Fed cut expectations accelerate. GC: • Strong safe-haven bid, spikes higher regardless of Fed stance. Comment with your thoughts and let us know how you see the markets shaping up this week
CME_MINI:NQ1!
by EdgeClear
2
NASDAQ 100 (NQ1!): Bullish! Buy The Dip!Welcome back to the Weekly Forex Forecast for the week of Sept 15 - 19th. In this video, we will analyze the following FX market: NASDAQ (NQ1!) NAS100 The NASDAQ is bullish. No reason in the world to start looking for shorts! Let the market pullback to Internal Range Liquidity (IRL), a +FVG or +OB, and look for valid long setups on the lower timeframes. Enjoy! May profits be upon you. Leave any questions or comments in the comment section. I appreciate any feedback from my viewers! Like and/or subscribe if you want more accurate analysis. Thank you so much! Disclaimer: I do not provide personal investment advice and I am not a qualified licensed investment advisor. All information found here, including any ideas, opinions, views, predictions, forecasts, commentaries, suggestions, expressed or implied herein, are for informational, entertainment or educational purposes only and should not be construed as personal investment advice. While the information provided is believed to be accurate, it may include errors or inaccuracies. I will not and cannot be held liable for any actions you take as a result of anything you read here. Conduct your own due diligence, or consult a licensed financial advisor or broker before making any and all investment decisions. Any investments, trades, speculations, or decisions made on the basis of any information found on this channel, expressed or implied herein, are committed at your own risk, financial or otherwise.
CME_MINI:MNQ1!Long
by RT_Money
Friday Liquidity Sweep & Reversal Setup – NQNarrative: Price action on NQ has swept the Buy Side Liquidity (BSL) on the daily timeframe around 24,060 during Thursday’s NY session. After the sweep, price consolidated just below the high, suggesting the potential for a Friday Reversal, in line with ICT’s classic "Reversal Friday" concept. Today (Friday), I am watching for a potential Judas Swing to the upside during the New York AM session, aiming to lure breakout buyers above yesterday’s highs. Once that buy-side liquidity is taken, I’ll look for: A Market Structure Shift (MSS) on the 5M or 3M chart. Entry on a Fair Value Gap (FVG) or a refined Order Block. Stop Loss just above the Friday high (above the sweep). Target 1: Return to the weekly open area or 1H OB. Target 2: 23,880–23,900 → previous BPR zone and discount level. Confluences: ✅ Daily BSL swept. ✅ Asian MSS already occurred. ✅ Price is sitting inside premium & consolidating. 🔍 Watching for SMT divergence between NQ and ES (S&P) – if ES breaks high and NQ doesn’t → bearish confirmation. Execution: Will wait for price to spike above the current range (Judas), then confirm BOS/MSS and enter short on the retracement.
CME_MINI:MNQU2025Short
by gysnoize
Nasdaq Pulls Back After Friday’s Rally: Identifying Demand ZoneYesterday, the Nasdaq underwent a pullback following a robust bullish surge on Friday. During this correction, a fresh Daily Demand Zone emerged on the chart, signaling potential support levels. Traders are now eyeing this area as an opportunity to position for a possible new high, should the market retrace further today. The current outlook favors a long setup, with anticipation of a continued upward move contingent on the price respecting the identified demand zone. ✅ Please share your thoughts about NQ1! in the comments section below and HIT LIKE if you appreciate my analysis. Don't forget to FOLLOW ME; you will help us a lot with this small contribution.
CME_MINI:NQ1!Long
by FOREXN1
1
NASDAQ on the Edge: Head & Shoulders + Bearish SeptemberOn the daily chart, a clear Head & Shoulders formation has developed: left shoulder in mid-July, head in early August, and right shoulder completed at the end of August. The neckline has been broken with volatility, and price is now retesting the supply zone at 23,600–23,800. This pullback aligns with a weekly area of strong supply, suggesting a potential rejection. The projected target of the pattern points toward 22,800–22,600, an area overlapping with a key structural support. RSI shows bearish divergence and remains below the midline, reinforcing the short bias. COT Report (August 26, 2025) Non-Commercials (funds/speculators): +1,875 longs, -362 shorts → small long increase, but without strong conviction. Commercials (hedgers): -5,832 longs, -1,579 shorts → clear reduction in long exposure, less bullish protection. Net change: -5,275 longs → overall unwinding of long positioning, signaling underlying weakness. Interpretation: Speculators remain net long, but commercials significantly cut exposure, suggesting caution on further upside. Seasonality (September) Historically, September has been a negative month for NASDAQ: 10-year average: -148 pts 5-year average: -313 pts 2-year average: -804 pts The seasonal pattern supports a bearish bias, with weakness usually concentrated in the first half of the month. Synthesis & Trade Bias Technical: Bearish Head & Shoulders → target 22,800–22,600. COT: Net long reduction by commercials → bearish pressure. Seasonality: September statistically weak. ➡️ Bias: Short on NASDAQ (NQ).
CME_MINI:NQ1!Short
by EdgeTradingJourney
7
Disaster Puts & Nasdaq: Why Hedging Tech Risk is Back in Focus?Periods of calm in financial markets often mask the risks that lie beneath. With the Nasdaq 100 trading at elevated valuations and implied volatilities back at subdued levels, the cost of buying protection has rarely looked cheaper. That sets the stage for a discussion around “disaster puts,” those deep out-of-the-money (OTM) put options designed to protect against sudden and severe drawdowns. These hedges, which would otherwise appear unnecessary, become relevant in cases where history repeats itself, reminding investors of how quickly corrections can turn into crashes. The Nasdaq 100 has surged nearly 40% since its April bottom, powered by the Magnificent 7 rally (+50%). But options traders aren’t buying the calm; they’re piling into disaster puts on QQQ (an ETF tracking the index), driving the 2-month 10-delta to 25-delta put volatility ratio to a three-year high. Source: Bloomberg Put skew simply measures how expensive deep OTM crash protection is compared to nearer-the-money downside hedges. Here, a 10-delta put is a very low-probability and a deep OTM option—essentially as insurance against a rare and severe plunge. The 25-delta put is much closer to the current price and represents more standard protection. The ratio rising toward 1.8x means those deep crash hedges are nearly 80% more expensive than regular downside hedges. Normally, these “disaster puts” always cost more, but the increasing gap shows investors are paying up for tail-risk protection, worried about another sudden April-style selloff rather than just a typical 5–10% correction. So while the elevated put skew underscores crash hedging demand, it’s only part of the story. To see how the market is weighing downside protection against upside chase in general, we can look at the call/put skew: Source: CME QuikStrike Nasdaq 100 ( NQ ) 10-delta skew also shows deep OTM puts trading at a heavy premium to upside calls. Elevated put skew reflects persistent demand for crash protection, while negative call skew signals little appetite for chasing extreme rallies. Though not as extreme in magnitude, the preference of calls over puts is clearly reflected in the same chart on the 25-delta skew: Source: CME QuikStrike Bearish Tilt in ETF and Futures Positioning As of 02/Sept, options OI for NQ across all expiries is decisively bearish, with the put-call ratio being 1.45 overall: Source: CME QuikStrike Among all expiries through to the end of the year, it is the one expiring on 19/Sept that has the highest OI, followed by the 19/Dec and 17/Oct expiries. The October expiry has the most bearish OI outlook, with a PCR of 1.89. This QuikStrike table below tracks daily open interest changes for the weekly Nasdaq-100 (NQ) options contract expiring Friday, September 5th. Source: CME QuikStrike The build-up of put positions over the past session stands out. On 29/Aug, 90 puts were added for the 23,300 strike; 133 puts were added for the 23,175 strike; and 84 puts were added for the 22,900 strike—a 2.3% decline from the current price. Source: CME QuikStrike Going even further deep OTM, we see that strikes as low as 20,950 have also garnered put interest recently: The additions of 44 puts for that, along with the high concentration of puts above the 22,500 strike, reinforce the hedging demand build-up for the index. Having said that, near-the-money calls have also seen some interest, with the call interest falling dramatically above the 24,000 strike. Taken together, the recent OI change mirrors the broader skew dynamics, where investors are paying for tail protection, but there also remains a pocket of bullish positioning near-the-money, reflecting both optimism in the rally’s resilience and nervousness about another outsized swing. The chart below shows the Commitment of Traders (CoT) report for the Micro Nasdaq 100 ( MNQ ) contract: Source: CME QuikStrike This reflects that retail investors (non-reportable) have already taken note: the positioning has flipped decisively net short starting in July. As of August 26, retail traders held 36,507 longs versus 55,534 shorts, leaving them net short by about 19,000 contracts. This marks a sharp contrast to June, when retail had a strong net long bias. Source: CME QuikStrike However, CoT data for asset managers and hedge funds (leveraged) shows that speculators here are still leaning net long. While the latter did add a lot of short positions, it was a 21% week-on-week decline as against the 30% increase in their long positions. History’s Warning: Valuations and Vulnerability This renewed appetite for disaster insurance reflects a deeper truth: the Nasdaq 100 has never been a gentle market to own when sentiment turns. Its tech-heavy composition leaves it more exposed than the S&P 500 when valuations come under pressure. Four episodes stand out. The dot-com bust from March 2000 to October 2002 remains the starkest example. The Nasdaq 100 collapsed by nearly 80%, compared with a 45% decline for the S&P 500. An era of speculative IPOs and unprofitable startups had inflated expectations well beyond what fundamentals could support. When capital dried up, the selling pressure was relentless, and the recovery took more than a decade. A similar concern about high capex for firms pivoting around AI and their corresponding high valuations worries those who are averse to a call back to post-Y2K events. A July 2025 report from MIT highlights that 95% of companies investing in GenAI have yet to see financial returns, while Ted Mortonson of Baird flags sky-high valuations in AI stocks with scant earnings as reminiscent of past excess. The firms are priced to perfection; expectations so high that they are valued with the assumption that everything will go right. In these cases, even a small disappointment can cause the stock to fall sharply because expectations are already maxed out. OpenAI CEO Sam Altman also cautioned last month that investors are possibly “overexcited,” while Apollo’s Torsten Slok noted that the top-tier S&P names today may be more overvalued than during the 1999 tech apex. Source: Apollo Academy The top-10 for both—the S&P 500 and the Nasdaq-100—constitutes the same names, with Berkshire Hathaway replacing Netflix in the former index. Though the chart above pertains to the S&P 500, the situation looks meeker for the Nasdaq 100. The 2022 bear market brought the focus back to valuations and rates. As the Federal Reserve hiked aggressively to contain inflation, the S&P 500 slipped about 25%. The Nasdaq 100, with its sensitivity to discount rates and long-duration earnings, fell closer to 35%. This reinforced the dot-com lesson: when the cost of capital rises, growth stocks are punished most severely. Hedging in a Calm Market Today, the volatility markets tell an interesting story. The Cboe Nasdaq-100 Volatility Index (VXN) shows option premiums to be at near-yearly lows. Overall, option premiums are subdued, making standard hedges unusually cheap. Tying it back to the disaster puts, the relative cost of crash protection has still spiked with investors crowding into deep OTM puts. In other words, plain insurance is inexpensive, but extreme insurance is at a premium. Having said that, net ETF flows into QQQ also continue to indicate that investors remain confident in tech, even as concentration risk rises. In August, the inflows netted over $1.8 billion. Assets under management (AUM) have also reached an all-time high, having recovered after the slump in April. All of this, and especially the subdued IVs, means that hedging is now cheaper; it is also more urgent, given how quickly positioning can flip. And while protection is unusually inexpensive now, this isn’t as much about predicting the next crash via disaster puts, but more about taking advantage of the market’s calm to lock in cost-efficient insurance. Just as homeowners don’t buy fire insurance because they expect a blaze tomorrow, prudent investors can use puts to guard against shocks. CME’s weekly Micro E-mini Nasdaq-100 options (and Micro E-mini S&P 500 options) offer a flexible way to manage near-term risks, with contract sizes one-tenth the notional of standard E-minis. These options allow hedgers to size positions precisely, hedge around specific events like Fed meetings, CPI releases, or major earnings weeks, and do so at a fraction of the capital cost. Protection can be rolled week to week, letting investors adjust to changing conditions without tying up excessive premium budgets. The Micro weeklies strike the middle ground wherein the long-haul protection of disaster puts can be replaced with more agile and affordable coverage, offering “rolling” caution for the kind of shocks that arrive when least expected. MARKET DATA CME Real-time Market Data helps identify trading set-ups and express market views better. If you have futures in your trading portfolio, you can check out on CME Group data plans available that suit your trading needs tradingview.com/cme . DISCLAIMER This case study is for educational purposes only and does not constitute investment recommendations or advice. Nor are they used to promote any specific products, or services. Trading or investment ideas cited here are for illustration only, as an integral part of a case study to demonstrate the fundamental concepts in risk management or trading under the market scenarios being discussed. Please read the FULL DISCLAIMER the link to which is provided in our profile description.
CME_MINI:MNQ1!
by mintdotfinance
NQ Range (09-05-25)NAZ in a range of 7 direction changes going into a Friday. Looking Short and gambling with the idea that the F-M Long Play will break down, again. The next direction change would be a move lower. KL's to watch: TLX 24,056 is pop turn zone, 24,600 is Max Pop and Long Term TL retest. TLX 22,662 is lower target after the reject at TLX 24,056 to 24,600 range. I do not see this lifting to max pop (24,600), just using as a Tweet, Magic O/N play should the F-M Play go North today and Monday. White arrow to yellow arrow is the idea here.
CME_MINI:NQ1!Short
by MAZing
6
NQ! WEEK 2 LEVELSFor the 2nd week of September, I’ve structured my Nasdaq futures charting setup around key pivot levels (weekly and daily). My focus is on identifying price reactions at the central pivot, with clear support (S1, S2, S3) and resistance (R1, R2, R3) zones. These levels serve as my primary reference for intraday bias, potential reversals, and breakout continuations. I’ll be monitoring how price behaves around these pivots to align short-term entries with the broader weekly context.
CME_MINI:NQ1!
by DrScarves_N_Scalpels_Trades
4
NASDAQ Caution + ConfirmationCME_MINI:NQU2025 Strong Rejection at Premium Pricing Price rallied into a high-premium area above 23,800 and sharply rejected, leaving a large bearish displacement candle. This suggests aggressive selling pressure and potentially an exhaustion of buyers at higher levels. High Premium Context Price is consolidating in a “high premium” zone (above equilibrium of the most recent swing). The gray box marks the imbalance, which is currently acting as resistance where sellers may re-enter. Liquidity & Posible Weekly Terminus watching for confirmation of sustained bearish order flow. Key Support Zones 23,410 → First downside target, aligning with partial fill of prior inefficiency and structural support. 23,309 → Major liquidity pool and marked as a potential weekly terminus if price breaks lower. 23,040 → Extended downside projection, aligning with prior weekly low sweep. Market Sentiment buyers failed to sustain price above 23,762. If true, this supports a bearish continuation narrative into next week. Bias & Trade Scenarios Bearish Bias (Primary) Trigger: Failure to reclaim 23,762 or rejection inside the gray FVG zone. Entry: Look for bearish price action confirmation in the 23,700–23,750 zone. Targets: TP1 → 23,410 TP2 → 23,309 TP3 (extended) → 23,040 Stop: Above 23,880 (previous high / invalidation). Bullish Counter Scenario (Secondary) Trigger: A clean break and close above 23,762 followed by acceptance above 23,800. Target: Re-test of 23,900 highs with potential continuation toward 24,000 round number. Stop: Below 23,600. Summary Nasdaq futures rejecting a high-premium zone near 23,900, with price now consolidating inside a bearish FVG. Unless buyers reclaim 23,762 decisively, the path of least resistance favors another leg lower toward 23,410 → 23,309 → 23,040. This setup highlights a bearish displacement with downside liquidity objectives, but traders should monitor reactions at 23,410 and 23,309 as potential bounce zones.
CME_MINI:NQU2025Short
by JP_Tru
2
From -$450 to +450 to -$450 to +$350. Revenge trading example First 2 trades minus 200. Should have stopped. Wild swings from profit to loss to profit. Bad trading but good result. Lesson not learned. I'm using fixed range volume profile, overnight highs and lows, 9 and 21 ema's, and VWAP. I trade momentum with breaks and retests of key levels (explained in the video). Bear and bull flags. I tried to include screenshots of my Ninja execution screen and Apex PnL screen but they didn't come through.
CME_MINI:NQU2025
by BabyPip
1
NQ (Nasdaq Futures) – Tuesday Setup 09/09/2025 🧠 Market Context Weekly Bias: Buy-side liquidity above Friday’s and Monday’s highs remains intact → a natural draw for price. Daily Bias: Price is consolidating near these highs, suggesting engineered liquidity. Tuesday Profile (ICT concept): Often prints the high or low of the week. Expect a Judas Swing in the morning session before the real move develops. 🎯 Trading Idea I expect New York Open (9:30–10:00 NY) to deliver a pump above Monday/Tuesday highs → running buy stops (BSL). After this liquidity grab, look for rejection + Market Structure Shift (MSS) on 5m/15m charts. That would confirm distribution and set up the short. ✅ Execution Plan Wait for the Sweep: Levels to watch: 23,890–23,910 (Friday & Monday highs). Confirmation: SMT divergence (ES fails to make new high while NQ takes it). BOS/MSS on 5m → entry on FVG/OB retracement. Targets: TP1 → 23,800 (intra-day liquidity). TP2 → 23,750 (Weekly Open level). 📌 Key Notes If price continues bullish above 23,910 without rejection, invalidate the short idea → bias shifts to continuation higher (24,000+). Otherwise, this is a textbook “Tuesday High of the Week” setup. ✍️ Summary: I’m anticipating a Judas Swing to the upside at NY Open, taking buy-side liquidity, followed by a reversal into sell-side liquidity at 23,750.
CME_MINI:MNQU2025Short
by gysnoize
1