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Posted 11/12/2013 21:32 (#3440843 - in reply to #3440794)
Subject: Re: Tink



I think there may be an explanation in how the CME tabulates and releases volume. 

It is done twice. Once, at the end of day - the Preliminary report - and then the following morning - the Final.

What you have seen is not uncommon with a preceding high volume day.

As an example, my chart shows a volume for the 11th: 240.K   Actual and Final volume released on the 12th(for the 11th) is 256K .

What I believe occuring is rolling forward of unaccounted volume, and the 1' tic is true volume for the opening.

 

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