Support Board
Date/Time: Fri, 31 Jan 2025 17:55:30 +0000
Post From: Charting Continuous Futures Beyond Front Month - Second, Third, Fourth Months
| [2020-02-25 10:37:40] |
| User408013 - Posts: 9 |
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CLJ20 is currently the Front contract. So, it makes sense that nearing January (as it was in the Jan 20 contract) it would roll into the Feb 20 contract. Which was the front month at the time. However. CLK20 is currently the Back contract (or, the one month after the front contract). So, it makes sense that nearing January (as it had to be in the Feb 20 contract) it would roll into the Mar 20 contract, which was the back month at the time. Not the same Feb 20 as the front month rolled into from Jan. Does that make sense? |