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S&P 500 FUTURESS&P 500 FUTURESS&P 500 FUTURES

S&P 500 FUTURES

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SPF1! trade ideas

Watchlist for the upcoming MonthWatchlist, I am leaving the buy and hold or technical analysis to the trader. 90% Equity Allocation T (AT&T) – One of the largest U.S. telecom operators. Known for wireless, broadband, and media services. Defensive dividend stock, often favored for income but less growth. HWM (Howmet Aerospace) – Supplies aerospace components, particularly jet engine parts and fastening systems. Strong tie to aviation cycles and Boeing/Airbus demand. PLTR (Palantir Technologies) – A data analytics and AI-driven company with heavy government and enterprise contracts. Popular among growth investors for its AI positioning. TPR (Tapestry) – Parent of luxury brands like Coach, Kate Spade, and Stuart Weitzman. A play on consumer discretionary spending and global luxury markets. CBOE (Cboe Global Markets) – A major U.S. options exchange. Benefits from high volatility and increased derivatives trading. STX (Seagate Technology) – A storage solutions company, specializing in HDDs and increasingly in data center storage. Sensitive to tech hardware cycles. VST (Vistra Corp.) – A Texas-based power generator and retail electricity provider. Recently a big beneficiary of U.S. grid transition and power demand growth. LDOS (Leidos Holdings) – Provides defense, IT, and engineering services. A government contractor with exposure to cybersecurity and national defense budgets. RTX (RTX Corporation / Raytheon Technologies) – Aerospace & defense giant. Combines Pratt & Whitney engines and Raytheon defense systems. Key player in defense spending. RPRX (Royalty Pharma) – Buys pharmaceutical royalties, giving exposure to drug revenues without direct R&D risks. A unique business model in biotech financing. NFLX (Netflix) – Streaming leader. Strong global brand with massive original content library. Faces competition from Disney+, Amazon Prime, etc., but maintains scale advantage. PM (Philip Morris International) – Tobacco company with a pivot toward smoke-free products (IQOS). Strong global distribution, especially outside the U.S. AVGO (Broadcom) – A semiconductor and infrastructure software powerhouse. Key supplier to Apple and data centers. Huge in AI-driven chip demand. UAN (CVR Partners LP) – Produces nitrogen fertilizer. Highly cyclical, tied to agricultural demand and natural gas pricing. 10% 2x Leverage Allocation CAKE (Cheesecake Factory) – U.S. casual dining chain. Consumer discretionary, sensitive to economic cycles and inflation. NVDA (NVIDIA) – AI and GPU leader. Critical to data centers, gaming, and autonomous vehicles. Market darling in AI revolution. TSLA (Tesla) – EV leader, also expanding into energy storage and AI-driven autonomous driving. Strong growth but highly competitive sector. GEV (GE Vernova, the energy spinoff of General Electric) – Focused on renewable and grid solutions. Plays into global decarbonization and power infrastructure demand. MMM (3M) – Diversified industrial conglomerate (healthcare). Currently restructuring amid legal challenges, but historically a strong dividend payer.
CME_MINI:ES1!
by GabrielAmadeusLau
MESZ2025 WEEK 39 SEPT 21ST Looking for MON, TUE, WED to be the low of the week, trading towards then away from he daily VIB. Because of PMI on TUES look for early week run Look for buying opportunities once price has broken below the 3H Bullish breaker #6715. Note that price can run lower into the BOB (Bullish OB) $6703 or $6700 before turning around. IF- price closes below the 3H OB at $6797. Hold to see if price runs lower breaking and closing below 3H swing lows. You could be wrong in your analysis and price may be trying to run lower. NOTE we are entering MC-NM. This is typically a retracement which should be to the up side given market structure. NOTE: you are looking to hold for a 12 point run based on the fib. The best BUYs will be formed below $6715 CALENDAR EVENT MON - 12PM - FOMC SPEAKER TUES - 9:45AM - PMI (HIGH) - 12:35AM - POWELL SPEAKS (HIGH) WED - 10AM - NEW HOMES SALES THUR - 8:30AM - FINAL GDP (HIGH) - 10AM - EXISTING HOME SALES FRIDAY - 8:30AM - CORE PCE INDEX (HIGH) Final Note - remember to keep track of midnight/8:30 opening prices. Always refer back to the 1H and 3H to confirm what side of the market you should be on. - Alway look to buy in a discount range and sell in a premium range. Risk- Only risk 150- 200 per trade on initial entry. you can add lots once you confirm trade is good. Refer back to higher TF before adding lots. Max two trades per session.
CME_MINI:MESZ2025Long
by LUNAR_TRADER_
From Mystery to Mastery: Futures ExplainedIntroduction: The World of Futures Few markets capture the essence of trading like futures. They are instruments that link commodities, currencies, interest rates, and equity indexes into one unified marketplace. For traders, this means access to global opportunities and true diversification in a single product class. At first, futures may appear intimidating: leverage, margin requirements, expiration dates, and contract rolls all add layers of complexity. Yet these same features are what make futures powerful. They allow traders to express views on global markets with efficiency and precision. The main chart above — a table of major futures contracts across asset classes — makes one thing immediately clear: futures aren’t about trading just one market. They’re about trading them all. Whether you want exposure to equities (S&P 500, Nasdaq), commodities (crude oil, gold, corn), currencies (euro, yen, bitcoin), or interest rates (Treasuries, Eurodollars), futures provide a standardized, transparent, and centralized way to do so. This breadth is why professionals rely on futures: they allow traders to balance risk across multiple sectors, hedge portfolios, and capture opportunities wherever they appear. For those looking to go beyond single-market thinking, futures open the door to true diversification. What Are Futures? At their core, futures are standardized agreements to buy or sell an asset at a specified price on a future date. While the concept sounds simple, the structure behind these contracts makes them unique among trading instruments. Key Characteristics Standardization: Each futures contract is standardized in terms of size, tick value, and expiration cycle. This standardization ensures transparency and liquidity. Centralized Trading: Futures are traded on regulated exchanges, which reduces counterparty risk. Clearing houses guarantee that both sides of the trade meet their obligations. Settlement: Some futures are physically settled (e.g., certain commodities), while others are cash-settled (e.g., equity index futures). Standard vs. Micro Futures Not all traders operate with the same account size. Recognizing this, exchanges introduced micro contracts. Standard Contracts: Designed for institutional or larger retail traders, these carry higher notional values and margin requirements. Micro Contracts: Smaller in size — often 1/10th of the standard — they allow traders to participate in the same markets with reduced exposure. This tiered structure means that futures are accessible to traders of all levels. Whether someone wants to hedge a portfolio worth millions or test strategies with smaller risk, futures provide an efficient and scalable solution. Futures are not just speculative instruments — they are risk-transfer mechanisms. Farmers, corporations, and investors all rely on them, which is why they remain at the heart of global finance. The Mechanics of Futures Trading Futures stand apart from other instruments because of how they embed leverage and daily settlement into every trade. These mechanics create both opportunity and responsibility for traders. Leverage Futures require only a fraction of the contract’s value — the margin — to open a position. This allows traders to control large notional values with relatively small capital. For example, a trader might only need a few thousand dollars in margin to manage exposure worth hundreds of thousands. Advantage: Small price movements can translate into significant gains. Risk: The same leverage can magnify losses just as quickly. Margin and Daily Settlement Unlike buying stocks outright, futures accounts are marked-to-market daily. This means: Gains are credited to your account at the end of each session. Losses are debited immediately. If losses exceed available funds, a margin call requires the trader to deposit more capital or close the position. Ticks and Point Values Each futures contract has a minimum price movement called a tick, and each tick has a specific dollar value. Understanding tick value is essential for risk management — it tells you exactly how much you gain or lose with each price move. Liquidity and Execution Because contracts are standardized and exchange-traded, liquidity is often concentrated in a few active expirations (called “front months”). This ensures tight bid-ask spreads, but also means traders must roll positions forward as contracts near expiration. Takeaway The mechanics of futures amplify both efficiency and risk. Traders who respect leverage, understand margining, and monitor tick exposure can harness futures effectively. Those who overlook these mechanics, however, quickly discover how unforgiving futures can be. Market Structure & Term Dynamics One of the most fascinating — and misunderstood — aspects of futures trading is how contracts across different expirations reveal the market’s expectations. Unlike stocks, which represent a single price, futures unfold into a forward curve that tells a story about supply, demand, and sentiment. Contango and Backwardation Contango occurs when longer-dated contracts trade at higher prices than near-term ones. This often reflects storage costs, financing, or expectations of rising prices. Backwardation happens when near-term contracts are more expensive than those further out, usually signaling scarcity or short-term demand pressure. These structures aren’t static — they shift with economic conditions, inventory levels, and seasonal trends. Seasonality Many futures contracts display recurring patterns tied to the calendar. Agricultural futures respond to planting and harvest cycles, while energy markets often reflect seasonal consumption (e.g., heating oil demand in winter). Recognizing these cycles helps traders anticipate periods of heightened volatility. Visualizing Structure and Seasonality The below chart shows both a forward curve and seasonality patterns for a futures contract. Together, they highlight how futures pricing extends beyond the present moment: • The forward curve reflects the market’s consensus outlook. • Seasonality overlays historical tendencies, offering context for recurring patterns. Why It Matters Understanding term structure is vital for anyone holding positions across different expirations or engaging in spread trading. Futures aren’t just about today’s price — they’re about how markets evolve over time. Applications of Futures Futures are not just trading instruments; they are multipurpose tools that serve a wide spectrum of market participants. Their versatility explains why they sit at the center of global finance. Directional Trading Speculators use futures to express bullish or bearish views with efficiency. Leverage allows for significant exposure to price moves, making futures attractive for active traders seeking short-term opportunities. Hedging Portfolios Institutions, corporations, and even individual investors use futures to offset risks in other holdings. An equity investor can hedge downside risk with stock index futures. An airline can hedge rising fuel costs using energy futures. A farmer can lock in prices for crops months before harvest. Hedging is one of the foundational purposes of futures markets: transferring risk from those who wish to avoid it to those willing to accept it. Spread Trading Some traders don’t speculate on outright direction but instead on relationships between contracts. Examples include: Calendar spreads: buying one expiration and selling another to trade the forward curve. Intermarket spreads: trading related products, such as heating oil vs. crude oil, to capture relative value. Diversification The table shown earlier — featuring futures contracts across asset classes — demonstrates another application: diversification. Futures allow traders to move seamlessly between equities, commodities, currencies, and interest rates, building portfolios that respond to multiple market drivers instead of just one. Takeaway Whether for speculation, hedging, spreads, or diversification, futures adapt to the needs of a wide range of traders. Their applications extend well beyond simple directional bets, offering structured ways to manage both risk and opportunity. Risk Management with Futures The power of futures lies in their leverage and efficiency — but that same power can work against traders who fail to respect risk. Effective risk management is not optional; it is the foundation of survival in futures markets. Position Sizing with Leverage Every tick has a dollar value, and with leverage, even small moves can produce large swings in account equity. Proper position sizing ensures that a single move doesn’t exceed acceptable risk tolerance. A common approach is to size positions so that a stop-loss hit represents no more than 1–2% of account capital. Margin Calls and Volatility Exposure Because accounts are marked-to-market daily, losses are settled immediately. If losses exceed available funds, the trader faces a margin call — forcing them to either deposit additional capital or close positions. This mechanism protects the system but punishes overleveraged traders quickly. Diversification as a Risk Tool The futures contracts table highlighted at the top illustrates how diversification itself can be a form of risk management. A trader holding positions across equity, energy, and agricultural futures is likely less vulnerable to a single market shock than someone concentrated in one asset class. Stop-Losses and Technical Reference Points Using support, resistance, or UFO zones to anchor stop-loss levels ensures that exits are based on market structure rather than arbitrary distances. This provides logic to risk management instead of guesswork. The Core Principle Risk in futures is never eliminated — it is managed. By combining proper position sizing, diversification, and disciplined use of stops, traders can survive volatility long enough to let their edge play out. Case Study: Applying Structure in Futures To see how futures amplify both opportunity and risk, let’s walk through a structured trade in the 6E (Euro FX Futures) market. Setup Entry: 1.1468 Stop-Loss: 1.1376 Target: 1.17455 Confirmed by UFO support zone, SMA ribbon trend alignment, and candlestick reaction. Risk and Reward in Price Terms Risk per contract = Entry – Stop = 1.1468 – 1.1376 = 0.0092 (92 pips). Reward per contract = Target – Entry = 1.17455 – 1.1468 = 0.02775 (277.5 pips). Reward-to-Risk Ratio (R:R) = 277.5 ÷ 92 ≈ 3.0 This trade carries roughly a 3:1 reward-to-risk ratio, a structure many traders aim for. P&L in Dollar Terms (6E Futures) Each tick in 6E = 0.00005 = $6.25. Risk (0.0092 ÷ 0.00005 = 184 ticks): Dollar risk = 184 × $6.25 = $1,150 per contract. Reward (0.02775 ÷ 0.00005 = 555 ticks): Dollar reward = 555 × $6.25 = $3,468 per contract. Margin and Return on Margin Initial margin for 6E is typically in the range of a few thousand dollars (varies by broker and volatility). Assuming margin is $2,500 per contract, this trade structure would imply a potential loss of $1,150 ≈ 46% of margin or a potential gain of $3,468 ≈ 139% of margin. It’s critical to highlight that return on margin is not the same as return on account balance. A trader may have $50,000 in their account but only post $2,500 margin per contract. While the trade may show a 139% return on margin, the return on the entire account would be far smaller. Takeaway This example shows how futures transform price movements into significant dollar impacts. With leverage, a well-structured trade can deliver powerful gains, but the same leverage means poor risk control can erode capital quickly. Mastery comes from respecting this scale, not chasing it. Practical Considerations Even with a solid framework and strong risk management, futures trading has nuances that shape how trades play out in real life. Trading Sessions and Liquidity Futures trade nearly 24 hours a day, but liquidity isn’t evenly distributed. The most active periods typically align with the opening hours of major financial centers: European session: Currency and interest rate futures see heavier flow. U.S. session: Stock index and commodity futures dominate. Asian session: Liquidity thins, often leading to sharper moves on lighter volume. Knowing when your product is most active helps improve order execution and reduce slippage. Volatility Cycles Markets expand and contract in volatility. Equity index futures often see bursts of activity at the cash open and close, while energy and agricultural contracts may spike around scheduled reports. Adjusting stop distances and position sizes for these cycles is essential. Event-Driven Moves Futures are highly sensitive to macroeconomic and geopolitical events. Examples include: Nonfarm payrolls shaking currency and index futures. FOMC decisions moving rates and equity products. Crop reports swinging agricultural markets. OPEC meetings shifting energy futures. For short-term traders, being aware of the calendar is as important as reading a chart. A well-structured trade can still fail if caught on the wrong side of an event-driven move. Rolls and Expirations Because futures expire, traders holding positions beyond front-month liquidity must roll contracts into later expirations. This roll process can impact pricing, particularly when term structure (contango or backwardation) is steep. Bottom Line Practical mastery comes from understanding not just the trade setup, but also the context in which it plays out. Futures reward preparation and punish oversight — especially around sessions, events, and expiration cycles. Conclusion: Futures as a Path to Mastery Futures can seem overwhelming at first glance — with leverage, margining, expiration dates, and shifting forward curves, they feel far more complex than simply buying or selling shares. But behind the layers of complexity lies a simple truth: futures are among the most versatile tools in finance. In this guide, we’ve seen how futures: Provide access to multiple asset classes, enabling true diversification. Embed leverage that magnifies both opportunity and risk. Reveal market expectations through forward curves and seasonality. Support applications ranging from speculation to hedging and spread trading. Demand structured risk management, since dollar impacts are amplified. The case study showed how even one structured trade can transform when executed through futures. Defined entries, stops, and targets remain the same, but leverage changes the scale of both outcomes and responsibilities. Futures trading is not about eliminating uncertainty. It is about engaging with markets in a disciplined way — using diversification, structure, and risk control to transform potential chaos into calculated opportunity. This article is the second step in the From Mystery to Mastery series. Having laid the foundation in Trading Essentials and expanded into futures here, the journey continues next into the world of options, where versatility and complexity reach an even higher level. From Mystery to Mastery trilogy: When analyzing futures markets, keep in mind that some chart data may be delayed. The examples in this article highlight how futures can be applied across asset classes, from equities and currencies to commodities and interest rates — many of which are listed on CME Group exchanges. For traders who require real-time access to these products on TradingView, a dedicated CME Group real-time data plan is available here: www.tradingview.com . This is especially useful for shorter-term futures traders who rely on intraday precision, while longer-term participants may not find the same urgency in upgrading. General Disclaimer: The trade ideas presented herein are solely for illustrative purposes forming a part of a case study intended to demonstrate key principles in risk management within the context of the specific market scenarios discussed. These ideas are not to be interpreted as investment recommendations or financial advice. They do not endorse or promote any specific trading strategies, financial products, or services. The information provided is based on data believed to be reliable; however, its accuracy or completeness cannot be guaranteed. Trading in financial markets involves risks, including the potential loss of principal. Each individual should conduct their own research and consult with professional financial advisors before making any investment decisions. The author or publisher of this content bears no responsibility for any actions taken based on the information provided or for any resultant financial or other losses.
CME_MINI:ES1!Education
by traddictiv
ID: 2025 - 0095.5.2025 Trade #9 of 2025 executed. Trade entry at 137 DTE (days to expiration). Trade construct is a PDS (put debit spread) at Delta 15 combined with a PCS (put credit spread) at Delta 15. Overlapping short strikes give it the "unbalanced" butterfly nomenclature. Sizing and strike selection is designed to keep the risk/reward "AT EXPIRATION" to a 1:1 risk profile. This lets charm work it's magic (second order greek), while exploiting the fact that this is a non-directional bias. The process is a disciplined and systematic approach letting time decay evaporate the extrinsic time value from the short options until target profit is achieved. OF NOTE: This trade opened at EXCELLENT fills, and there is zero risk to the upside. The danger is of a catastrophic move to the downside, which will bring in phenomenal gains for ID 006 and 008. 😊 Happy Trading! -kevin
CME_MINI:ES1!
by Kevins
The Domino EffectHow a Crisis in One Country Shakes Global Markets Part 1: The Nature of Interconnected Global Markets 1.1 Globalization and Economic Interdependence In earlier centuries, economies were relatively insulated. A banking collapse in one country might not ripple across the world. Today, however, globalization has created a tightly linked system. Goods made in China are consumed in Europe; oil produced in the Middle East powers factories in India; financial instruments traded in New York impact investors in Africa. Trade linkages: A slowdown in one economy reduces demand for imports, hurting its trading partners. Financial integration: Global banks and investors allocate capital worldwide. A collapse in one asset class often leads to capital flight elsewhere. Supply chains: Modern production is fragmented globally. A crisis in one key hub can paralyze industries across continents. 1.2 Channels of Transmission Economic shocks can travel across borders in several ways: Financial contagion: Stock market crashes, banking failures, and currency collapses spread panic. Trade disruptions: Falling demand in one country hurts exporters elsewhere. Currency spillovers: Devaluation in one country pressures others to follow, creating competitive depreciation. Investor psychology: Fear spreads faster than facts. When confidence erodes, investors often withdraw from risky markets en masse. Part 2: Historical Case Studies of the Domino Effect 2.1 The Great Depression (1929–1930s) The Wall Street Crash of 1929 began in the United States but soon plunged the entire world into depression. As U.S. banks collapsed and demand fell, countries that relied on exports to America suffered. International trade contracted by two-thirds, leading to widespread unemployment and social unrest worldwide. 2.2 The Asian Financial Crisis (1997–1998) What began as a currency crisis in Thailand quickly spread across East Asia. Investors lost confidence, pulling money from Indonesia, South Korea, and Malaysia. Stock markets collapsed, currencies depreciated, and IMF bailouts followed. The crisis revealed how tightly emerging economies were linked through speculative capital flows. 2.3 The Global Financial Crisis (2008) The U.S. subprime mortgage meltdown triggered the worst financial crisis since the Great Depression. Lehman Brothers’ collapse led to a global credit freeze. Banks in Europe, Asia, and elsewhere faced severe liquidity shortages. International trade shrank by nearly 12% in 2009, and stock markets around the world lost trillions in value. This crisis highlighted how financial products like mortgage-backed securities tied together banks worldwide. 2.4 The Eurozone Debt Crisis (2010–2012) Greece’s debt problems quickly spread fears of contagion across Europe. Investors worried that Portugal, Spain, and Italy could face similar defaults. Bond yields soared, threatening the stability of the euro. The European Central Bank and IMF intervened, but not before global investors felt the tremors. 2.5 COVID-19 Pandemic (2020) The pandemic began as a health crisis in Wuhan, China, but within weeks it disrupted the global economy. Supply chains broke down, trade collapsed, tourism stopped, and financial markets plunged. Lockdowns across the world triggered the sharpest economic contraction in decades, proving that non-economic crises can also trigger financial domino effects. Part 3: Mechanisms of Global Transmission 3.1 Financial Markets as Shock Carriers Capital is mobile. When investors fear losses in one country, they often pull funds from other markets too—especially emerging economies seen as risky. This creates a contagion effect, where unrelated economies suffer simply because they are perceived as similar. 3.2 Trade Dependency Countries dependent on exports are especially vulnerable. For example, Germany’s reliance on exports to Southern Europe meant that the Eurozone debt crisis hit German factories hard. Similarly, China’s export slowdown during COVID-19 hurt suppliers in Southeast Asia. 3.3 Currency and Exchange Rate Volatility When a major economy devalues its currency, trading partners may respond with devaluations of their own. This “currency war” creates global instability. During the Asian crisis, once Thailand devalued the baht, other Asian nations followed suit, intensifying the crisis. 3.4 Psychological & Behavioral Factors Markets are not purely rational. Fear and panic amplify contagion. A crisis often leads to herding behavior, where investors sell assets simply because others are selling. This causes overshooting—currencies collapse more than fundamentals justify, worsening the crisis. Part 4: The Role of Institutions in Crisis Management 4.1 International Monetary Fund (IMF) The IMF often steps in to stabilize economies through emergency loans, as seen in Asia (1997) and Greece (2010). However, IMF policies sometimes attract criticism for imposing austerity, which can deepen recessions. 4.2 Central Banks and Coordination During 2008, central banks across the world—like the Federal Reserve, European Central Bank, and Bank of Japan—coordinated interest rate cuts and liquidity injections. This collective action helped restore confidence. 4.3 G20 and Global Governance The G20 emerged as a key crisis-management forum after 2008. By bringing together major economies, it coordinated stimulus measures and financial reforms. However, the effectiveness of such cooperation often depends on political will. Part 5: Why Crises Spread Faster Today Technology and speed: Information flows instantly through news and social media, fueling panic selling. Complex financial instruments: Derivatives, swaps, and securitized assets tie banks and funds across borders. Globalized supply chains: A factory shutdown in one country can halt production worldwide. Dependence on capital flows: Emerging economies rely heavily on foreign investment, making them vulnerable to sudden outflows. Part 6: Lessons and Strategies for Resilience 6.1 For Governments Diversify economies to avoid overdependence on one sector or market. Maintain healthy fiscal reserves to cushion shocks. Strengthen banking regulations to reduce financial vulnerabilities. 6.2 For Investors Recognize that diversification across countries may not always protect against global contagion. Monitor global risk indicators, not just local markets. Use hedging strategies to reduce currency and credit risks. 6.3 For International Institutions Improve early-warning systems to detect vulnerabilities. Promote coordinated responses to crises. Reform global financial rules to prevent excessive risk-taking. Part 7: The Future of Global Crisis Contagion The next global crisis could emerge from many sources: Climate change disruptions (floods, droughts, migration pressures). Geopolitical conflicts (trade wars, regional wars, sanctions). Technological disruptions (cyberattacks on financial systems). Debt bubbles in emerging economies. Given the growing complexity of global interdependence, crises will likely spread even faster in the future. The challenge is not to prevent shocks entirely—since they are inevitable—but to design systems that are resilient enough to absorb them without collapsing. Conclusion The domino effect in global markets is both a risk and a reminder of shared destiny. A crisis in one country can no longer be dismissed as “their problem.” Whether it is a banking failure in New York, a currency collapse in Bangkok, or a health crisis in Wuhan, the shockwaves ripple outward, reshaping the economic landscape for everyone. Globalization has made economies interdependent, but also inter-vulnerable. The lessons from past crises show that cooperation, resilience, and adaptability are crucial. The domino effect may never disappear, but its destructive impact can be mitigated if nations, institutions, and investors act with foresight. The world economy, like a row of dominoes, is only as strong as its weakest piece. Protecting that weakest link is the surest way to prevent the fall of all.
CME_MINI:ES1!Education
by GlobalWolfStreet
Day 31 — Trading Only S&P Futures | -$24 Near Breakeven“I actually started the day rough — down nearly -400 overnight after an oversized short on that early X7 sell signal. That put me close to my stop-loss limit, so I forced myself to wait for 2–3 confirmations before entering again. By slowing down and focusing only on high-probability trades, I was able to grind my way back to nearly breakeven — closing the day at just -24. The key lesson? Overleveraging at night cost me what could have been an easy green day. Discipline around size is just as important as reading the signals.” News Context: “On the macro side, Bessent said a 25 basis-point cut is already priced in. No surprises there, but it reinforces why the market isn’t reacting much to Fed talk at this point.” Key Levels for Tomorrow: “Here’s what I’ll be watching: Above 6660 = Stay bullish Below 6645 = Flip bearish
CME_MINI:ES1!Short
by DiYWALLST
MES1! WEEK 38TH SEPT 14H Looking for MON, TUE, WED LOW of the week, trading to sweep $6576 Look to take sells from the Bearish OB until weekly low is established. Use the daily SIBI to gauge strength then $6576 is Broken. MID WEEK look for opportunities of a reversal to BUY towards the $6606 HIGH. NOTE week are entering MC-3RD-Q. This will typically set up the range for a MC-NM pullback. IF - price can come back and close above $6580 There you are wrong in you analysis and you should start looking for lower targets. CALADER EVENT MON - 8:30AM - NYS MRR INDEX TUES - 8:30AM - RETAIL SALES (HIGH) WED -8:30AM - BUILDING PERMITS - 2PM - FED RATE (HIGH) THUR - 8:30 - UNEMPLOYMENT CLAIM Note - remember to keep track of midnight/8:30 opening prices. Always refer back to the 1H and 3H to confirm when side of the market you should be on. - Alway look to buy in a discount range and sell in a premium range. Risk- Only risk 150- 200 per trade on initial entry. you can add lots once you confirm trade is good. Max two trades per session.
CME_MINI:MES1!Long
by LUNAR_TRADER_
Day 29 — Trading Only S&P Futures | From Red to GreenWelcome to Day 29 of Trading Only S&P Futures! The day started bearish, and my early shorts worked — until the market began spiking up and flipping bullish. Some of those positions hit stop-loss, so I stepped back and waited. At 6605 gamma resistance, I shorted again with conviction and rode the reversal back into positive territory, finishing the day at +91.81. This was a good reminder to not overstay trades when conditions are choppy, and to wait for the high-probability levels to do the heavy lifting. 📰 News Highlights U.S. SEPTEMBER MICHIGAN 5-YEAR EXPECTED INFLATION RISES 3.9%; EST. 3.4%; PREV. 3.5% 🔑 Key Levels for Tomorrow Above 6565 = Remain Bullish Below 6535 = Flip Bearish
CME_MINI:ES1!
by DiYWALLST