We enter the day long 3. Working orders below:
| Position: | 3 | 1282.00 | close | |
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| 1273.75 | SF1 | |||
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We enter the day long 3. Working orders below:
| Position: | 3 | 1282.00 | close | |
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| 1273.75 | SF1 | |||
| Filled | 1280.25 | BE3 | Sep Emini | |
| Position: | 3 | 1287.25 | BA123 | |
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| 1284.75 | SF1 | |||
| Filled | 1288.25 | BE2 | Sep Emini | |
| Position: | 2 | 1290.75 | ||
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE3 | 1280.25 | 1293.75 | SF1 | |
The following are the new working orders:
| Position: | 1 | 1293.25 | ||
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE2 | 1288.25 | 1295.75 | SF1 | |
| Filled | 1293.25 | BE1 | Sep Emini | |
| Position: | 1 | 1293.25 | ||
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE2 | 1284.25 | 1297.75 | SF1 | |
We enter the day Flat (0 position). Working orders below:
| Position: | 0 | |||
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE1 | 1293.25 | 1307.75 | SE1 | |
We are flat at this time and there will be no more working orders for the remainder of the day. We conclude the day Flat (0) position.
| Filled | 1287.75 | SF2 | Sep Emini | |
| Position: | 0 | |||
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE1 | 1275.25 | 1296.75 | SE1 | |
| Filled | 1281.75 | SF1 | Sep Emini | |
| Position: | 1 | 1279.88 | BA12 | |
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE2 | 1273.25 | 1287.75 | SF2 | |
| Filled | 1275.25 | BE1 | Sep Emini | |
| Position: | 2 | 1279.88 | BA12 | |
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE3 | 1267.25 | 1281.75 | SF1 | |
We enter the day long 1. Working Orders Below:
| Position: | 1 | 1284.50 | close | |
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE2 | 1275.25 | 1288.75 | SF1 | |
| Filled | 1287.75 | SF2 | Sep Emini | |
| Position: | 1 | 1276.92 | avg B123 | |
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE1 | 1275.25 | 1295.75 | SF3 | |
| Filled | 1281.75 | SF1 | Sep Emini | |
| Position: | 2 | 1276.92 | avg B123 | |
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE3 | 2374.25 | 1287.75 | SF2 | |
| Filled | 1275.25 | BE3 | Sep Emini | |
| Position: | 3 | 1276.92 | avg B123 | |
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| 1281.75 | SF1 | |||
| Filled | 1277.25 | BE2 | Sep Emini | |
| Position: | 2 | 1277.75 | avg B12 | |
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE3 | 1275.25 | 1282.75 | SF1 | |
| Filled | 1278.25 | BE1 | Sep Emini | |
| Position: | 1 | |||
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE2 | 1277.25 | 1283.75 | SF1 | |
| Filled | 1280.25 | BF1 | Sep Emini | |
| Position: | 0 | |||
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BE1 | 1278.25 | 1291.75 | SE1 | |
We enter the day short (-1). Working Orders Below:
| Position: | -1 | 1291.50 | close | |
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BF1 | 1280.25 | 1295.75 | SE2 | |
| Filled | 1295.25 | BF2 Filled | Sep Emini | |
| Position: | -1 | 1305.00 | ||
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BF# | 1284.25 | 1297.75 | SE2 | |
| Filled | 1295.25 | BE1 | Sep Emini | |
| Position: | -2 | 1305.00 | ||
| Working Orders: | ||||
| Buy | Sell | |||
| Type | Price | Price | Type | |
| BF2 | 1292.25 | 1305.75 | SE3 | |