Thick Market Example: 3k Real Size Trades at ASK on FESX

In this video you can see how a real, 3k+ sell order filled on the Euro Stoxx50 Index futures (FESX) before the US session.

At 2:45 a big sell limit order was added to the ASK raising the offer up to 4000. At 4:20 there was a huge buy market order of ~3k filled at the market then a 900 sell market order was dropped to the bid and price pushed down 2 ticks.

This is a great example of how a thick market is traded and that orderflow can be read and reversals spotted to the tick.

Sierra Chart version: v1674

Datafeed: CQG

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