Yes, it was 7 days to fill and fill occurred 96% of the time on the open interest based rolls. It is actually higher than that, but I only counted for 5 years for the stat. But I could see that more filled before that cut off. It's one of the highest probabilities you could ask for.

Now I need to mention that the open interest roll is the only one that has not filled. Volume-Based (which I also value) and Options, First Notice, and Contract Expiration charts all did fill their roll gaps. That doesn't change the stat, because it was based off of the open interest charts, but it is worth mentioning.

The longest period to fill in that span was 31 trade days if I recall. It was also the Dec-March roll. We are on trade day 47 currently.

$3.61 has been too high for 5 months, yet we can't hit $3.39.... God Corn is dull! Lol

I am in the same hope boat as you. It would make very nice structure if March dropped to $3.39'0 before the roll in Mid-Feb. It could hold $3.37'0 and confirm that as the bottom. Then a rally back would allow the May to create a rising bottom while filling the next roll gap when the carry is sold. So say a move from $3.57 to $3.39 back to $3.45 by 2/20. Then the May would be around $3.55 and drop to $3.45 to fill. That would create a series of bottoms that would read $3.37, $3.39, and $3.45. It would be bullish, fill obligations, and give us a little bit of movement to trade!

For this purpose I did take some $3.65 shorts in the May on Friday. Get an 18c drop, buy, get a 7-10c rise, sell the carry and get a 10c drop again, and you can make some decent coin even thought the market is "sideways".

Be careful though. Like I mentioned, the open interest is the only one to not fill and it has been a long-time to fill. Even as high of a probability as it is, it does fail occasionally. When it has failed, it has been under high volatility movement, but be leery and don't go whole hog. I think it will be successful, but watch risk, nothing is guaranteed. I recommend the May so you get the "sell the carry" advantage too. If it wants to fail, the May will still likely sell down in time to meet the March roll. GL