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Date/Time: Mon, 25 Nov 2024 11:31:10 +0000



Post From: Settlement Question

[2014-01-28 19:34:48]
joshtrader - Posts: 488
ES times are:

open at 5pm ct
settle at 3:15pm ct
reopen at 3:30pm ct
last trade at 4:15pm ct

So, the 45 minutes of trade after the settlement will be reflected in the daily bar, because the day ends at 4:15pm ct. However, the closing price on the daily bar should be the settlement price, which is why you will see lows on the daily bar that happened after settlement. See CMEgroup.com for more info and it will make sense.