Animation showing the number of EMini (ES) futures contracts traded each second between 15:59 and 16:00:25 for each trading day from 2006 to November 10, 2014.
By now, every trader who watches markets every day is acutely aware of the increasing concentration of massive amounts of volume in the last second of the trading day. Here is 8 years of the last few seconds of the trading day and how 'efficiently' it has evolved...
Running time 1:13
h/t @NanexLLC
alternative for watching video: https://www.youtube.com/watch?v=_7COfdK7J58
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