May 1st 2012, 10am news release of ISM Mfg Index and Construction Spending was the cause of significant disappearance in the S&P depth of book electronic futures, 2 minutes before the release.
Courtesy of: Nanex
(Source: zerohedge.com)
May 1st 2012, 10am news release of ISM Mfg Index and Construction Spending was the cause of significant disappearance in the S&P depth of book electronic futures, 2 minutes before the release.
Courtesy of: Nanex
(Source: zerohedge.com)